| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,826.50 |
2,757.00 |
-69.50 |
-2.5% |
2,874.25 |
| High |
2,831.00 |
2,763.00 |
-68.00 |
-2.4% |
2,878.50 |
| Low |
2,755.25 |
2,595.75 |
-159.50 |
-5.8% |
2,755.25 |
| Close |
2,756.75 |
2,607.75 |
-149.00 |
-5.4% |
2,756.75 |
| Range |
75.75 |
167.25 |
91.50 |
120.8% |
123.25 |
| ATR |
28.17 |
38.10 |
9.93 |
35.3% |
0.00 |
| Volume |
2,532,442 |
4,009,557 |
1,477,115 |
58.3% |
9,549,468 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.25 |
3,049.75 |
2,699.75 |
|
| R3 |
2,990.00 |
2,882.50 |
2,653.75 |
|
| R2 |
2,822.75 |
2,822.75 |
2,638.50 |
|
| R1 |
2,715.25 |
2,715.25 |
2,623.00 |
2,685.50 |
| PP |
2,655.50 |
2,655.50 |
2,655.50 |
2,640.50 |
| S1 |
2,548.00 |
2,548.00 |
2,592.50 |
2,518.00 |
| S2 |
2,488.25 |
2,488.25 |
2,577.00 |
|
| S3 |
2,321.00 |
2,380.75 |
2,561.75 |
|
| S4 |
2,153.75 |
2,213.50 |
2,515.75 |
|
|
| 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 |
2,858.00 |
2,595.75 |
262.25 |
10.1% |
67.50 |
2.6% |
5% |
False |
True |
2,432,789 |
| 10 |
2,878.50 |
2,595.75 |
282.75 |
10.8% |
46.75 |
1.8% |
4% |
False |
True |
1,945,197 |
| 20 |
2,878.50 |
2,595.75 |
282.75 |
10.8% |
35.00 |
1.3% |
4% |
False |
True |
1,629,881 |
| 40 |
2,878.50 |
2,595.75 |
282.75 |
10.8% |
25.75 |
1.0% |
4% |
False |
True |
1,347,502 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
12.4% |
24.00 |
0.9% |
16% |
False |
False |
913,312 |
| 80 |
2,878.50 |
2,542.00 |
336.50 |
12.9% |
21.00 |
0.8% |
20% |
False |
False |
686,278 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
15.1% |
19.00 |
0.7% |
31% |
False |
False |
549,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,473.75 |
|
2.618 |
3,200.75 |
|
1.618 |
3,033.50 |
|
1.000 |
2,930.25 |
|
0.618 |
2,866.25 |
|
HIGH |
2,763.00 |
|
0.618 |
2,699.00 |
|
0.500 |
2,679.50 |
|
0.382 |
2,659.75 |
|
LOW |
2,595.75 |
|
0.618 |
2,492.50 |
|
1.000 |
2,428.50 |
|
1.618 |
2,325.25 |
|
2.618 |
2,158.00 |
|
4.250 |
1,885.00 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.50 |
2,716.50 |
| PP |
2,655.50 |
2,680.25 |
| S1 |
2,631.50 |
2,644.00 |
|