| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,624.00 |
2,685.50 |
61.50 |
2.3% |
2,874.25 |
| High |
2,699.75 |
2,726.75 |
27.00 |
1.0% |
2,878.50 |
| Low |
2,529.00 |
2,660.50 |
131.50 |
5.2% |
2,755.25 |
| Close |
2,694.25 |
2,668.25 |
-26.00 |
-1.0% |
2,756.75 |
| Range |
170.75 |
66.25 |
-104.50 |
-61.2% |
123.25 |
| ATR |
47.58 |
48.91 |
1.33 |
2.8% |
0.00 |
| Volume |
4,806,868 |
2,491,133 |
-2,315,735 |
-48.2% |
9,549,468 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.00 |
2,842.25 |
2,704.75 |
|
| R3 |
2,817.75 |
2,776.00 |
2,686.50 |
|
| R2 |
2,751.50 |
2,751.50 |
2,680.50 |
|
| R1 |
2,709.75 |
2,709.75 |
2,674.25 |
2,697.50 |
| PP |
2,685.25 |
2,685.25 |
2,685.25 |
2,679.00 |
| S1 |
2,643.50 |
2,643.50 |
2,662.25 |
2,631.25 |
| S2 |
2,619.00 |
2,619.00 |
2,656.00 |
|
| S3 |
2,552.75 |
2,577.25 |
2,650.00 |
|
| S4 |
2,486.50 |
2,511.00 |
2,631.75 |
|
|
| 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 |
2,837.25 |
2,529.00 |
308.25 |
11.6% |
101.50 |
3.8% |
45% |
False |
False |
3,097,381 |
| 10 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
66.00 |
2.5% |
40% |
False |
False |
2,358,253 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
45.50 |
1.7% |
40% |
False |
False |
1,892,724 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
31.00 |
1.2% |
40% |
False |
False |
1,480,643 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
27.25 |
1.0% |
40% |
False |
False |
1,034,761 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
23.75 |
0.9% |
40% |
False |
False |
777,442 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.8% |
21.25 |
0.8% |
47% |
False |
False |
622,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.25 |
|
2.618 |
2,900.25 |
|
1.618 |
2,834.00 |
|
1.000 |
2,793.00 |
|
0.618 |
2,767.75 |
|
HIGH |
2,726.75 |
|
0.618 |
2,701.50 |
|
0.500 |
2,693.50 |
|
0.382 |
2,685.75 |
|
LOW |
2,660.50 |
|
0.618 |
2,619.50 |
|
1.000 |
2,594.25 |
|
1.618 |
2,553.25 |
|
2.618 |
2,487.00 |
|
4.250 |
2,379.00 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.50 |
2,660.75 |
| PP |
2,685.25 |
2,653.50 |
| S1 |
2,676.75 |
2,646.00 |
|