| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,828.75 |
2,826.50 |
-2.25 |
-0.1% |
2,874.25 |
| High |
2,837.25 |
2,831.00 |
-6.25 |
-0.2% |
2,878.50 |
| Low |
2,809.50 |
2,755.25 |
-54.25 |
-1.9% |
2,755.25 |
| Close |
2,822.50 |
2,756.75 |
-65.75 |
-2.3% |
2,756.75 |
| Range |
27.75 |
75.75 |
48.00 |
173.0% |
123.25 |
| ATR |
24.51 |
28.17 |
3.66 |
14.9% |
0.00 |
| Volume |
1,646,906 |
2,532,442 |
885,536 |
53.8% |
9,549,468 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.25 |
2,958.25 |
2,798.50 |
|
| R3 |
2,932.50 |
2,882.50 |
2,777.50 |
|
| R2 |
2,856.75 |
2,856.75 |
2,770.75 |
|
| R1 |
2,806.75 |
2,806.75 |
2,763.75 |
2,794.00 |
| PP |
2,781.00 |
2,781.00 |
2,781.00 |
2,774.50 |
| S1 |
2,731.00 |
2,731.00 |
2,749.75 |
2,718.00 |
| S2 |
2,705.25 |
2,705.25 |
2,742.75 |
|
| S3 |
2,629.50 |
2,655.25 |
2,736.00 |
|
| S4 |
2,553.75 |
2,579.50 |
2,715.00 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.50 |
3,085.00 |
2,824.50 |
|
| R3 |
3,043.25 |
2,961.75 |
2,790.75 |
|
| R2 |
2,920.00 |
2,920.00 |
2,779.25 |
|
| R1 |
2,838.50 |
2,838.50 |
2,768.00 |
2,817.50 |
| PP |
2,796.75 |
2,796.75 |
2,796.75 |
2,786.50 |
| S1 |
2,715.25 |
2,715.25 |
2,745.50 |
2,694.50 |
| S2 |
2,673.50 |
2,673.50 |
2,734.25 |
|
| S3 |
2,550.25 |
2,592.00 |
2,722.75 |
|
| S4 |
2,427.00 |
2,468.75 |
2,689.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.50 |
2,755.25 |
123.25 |
4.5% |
39.25 |
1.4% |
1% |
False |
True |
1,909,893 |
| 10 |
2,878.50 |
2,755.25 |
123.25 |
4.5% |
33.75 |
1.2% |
1% |
False |
True |
1,662,182 |
| 20 |
2,878.50 |
2,723.75 |
154.75 |
5.6% |
27.75 |
1.0% |
21% |
False |
False |
1,486,228 |
| 40 |
2,878.50 |
2,622.50 |
256.00 |
9.3% |
22.00 |
0.8% |
52% |
False |
False |
1,254,079 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
11.7% |
21.50 |
0.8% |
62% |
False |
False |
846,630 |
| 80 |
2,878.50 |
2,542.00 |
336.50 |
12.2% |
19.00 |
0.7% |
64% |
False |
False |
636,183 |
| 100 |
2,878.50 |
2,484.50 |
394.00 |
14.3% |
17.25 |
0.6% |
69% |
False |
False |
509,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,153.00 |
|
2.618 |
3,029.25 |
|
1.618 |
2,953.50 |
|
1.000 |
2,906.75 |
|
0.618 |
2,877.75 |
|
HIGH |
2,831.00 |
|
0.618 |
2,802.00 |
|
0.500 |
2,793.00 |
|
0.382 |
2,784.25 |
|
LOW |
2,755.25 |
|
0.618 |
2,708.50 |
|
1.000 |
2,679.50 |
|
1.618 |
2,632.75 |
|
2.618 |
2,557.00 |
|
4.250 |
2,433.25 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.00 |
2,797.50 |
| PP |
2,781.00 |
2,784.00 |
| S1 |
2,769.00 |
2,770.25 |
|