| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,757.00 |
2,624.00 |
-133.00 |
-4.8% |
2,874.25 |
| High |
2,763.00 |
2,699.75 |
-63.25 |
-2.3% |
2,878.50 |
| Low |
2,595.75 |
2,529.00 |
-66.75 |
-2.6% |
2,755.25 |
| Close |
2,607.75 |
2,694.25 |
86.50 |
3.3% |
2,756.75 |
| Range |
167.25 |
170.75 |
3.50 |
2.1% |
123.25 |
| ATR |
38.10 |
47.58 |
9.47 |
24.9% |
0.00 |
| Volume |
4,009,557 |
4,806,868 |
797,311 |
19.9% |
9,549,468 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.25 |
3,094.50 |
2,788.25 |
|
| R3 |
2,982.50 |
2,923.75 |
2,741.25 |
|
| R2 |
2,811.75 |
2,811.75 |
2,725.50 |
|
| R1 |
2,753.00 |
2,753.00 |
2,710.00 |
2,782.50 |
| PP |
2,641.00 |
2,641.00 |
2,641.00 |
2,655.75 |
| S1 |
2,582.25 |
2,582.25 |
2,678.50 |
2,611.50 |
| S2 |
2,470.25 |
2,470.25 |
2,663.00 |
|
| S3 |
2,299.50 |
2,411.50 |
2,647.25 |
|
| S4 |
2,128.75 |
2,240.75 |
2,600.25 |
|
|
| 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 |
2,839.75 |
2,529.00 |
310.75 |
11.5% |
93.75 |
3.5% |
53% |
False |
True |
2,967,400 |
| 10 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
62.25 |
2.3% |
47% |
False |
True |
2,297,667 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
43.00 |
1.6% |
47% |
False |
True |
1,825,047 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
29.75 |
1.1% |
47% |
False |
True |
1,451,541 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
26.75 |
1.0% |
47% |
False |
True |
993,352 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
23.00 |
0.9% |
47% |
False |
True |
746,322 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.6% |
20.50 |
0.8% |
53% |
False |
False |
597,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,425.50 |
|
2.618 |
3,146.75 |
|
1.618 |
2,976.00 |
|
1.000 |
2,870.50 |
|
0.618 |
2,805.25 |
|
HIGH |
2,699.75 |
|
0.618 |
2,634.50 |
|
0.500 |
2,614.50 |
|
0.382 |
2,594.25 |
|
LOW |
2,529.00 |
|
0.618 |
2,423.50 |
|
1.000 |
2,358.25 |
|
1.618 |
2,252.75 |
|
2.618 |
2,082.00 |
|
4.250 |
1,803.25 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.50 |
2,689.50 |
| PP |
2,641.00 |
2,684.75 |
| S1 |
2,614.50 |
2,680.00 |
|