| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,664.75 |
2,593.75 |
-71.00 |
-2.7% |
2,757.00 |
| High |
2,686.50 |
2,637.75 |
-48.75 |
-1.8% |
2,763.00 |
| Low |
2,577.00 |
2,530.25 |
-46.75 |
-1.8% |
2,529.00 |
| Close |
2,593.50 |
2,619.00 |
25.50 |
1.0% |
2,619.00 |
| Range |
109.50 |
107.50 |
-2.00 |
-1.8% |
234.00 |
| ATR |
53.24 |
57.11 |
3.88 |
7.3% |
0.00 |
| Volume |
3,121,915 |
3,909,443 |
787,528 |
25.2% |
18,338,916 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.25 |
2,876.00 |
2,678.00 |
|
| R3 |
2,810.75 |
2,768.50 |
2,648.50 |
|
| R2 |
2,703.25 |
2,703.25 |
2,638.75 |
|
| R1 |
2,661.00 |
2,661.00 |
2,628.75 |
2,682.00 |
| PP |
2,595.75 |
2,595.75 |
2,595.75 |
2,606.25 |
| S1 |
2,553.50 |
2,553.50 |
2,609.25 |
2,574.50 |
| S2 |
2,488.25 |
2,488.25 |
2,599.25 |
|
| S3 |
2,380.75 |
2,446.00 |
2,589.50 |
|
| S4 |
2,273.25 |
2,338.50 |
2,560.00 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.00 |
3,213.00 |
2,747.75 |
|
| R3 |
3,105.00 |
2,979.00 |
2,683.25 |
|
| R2 |
2,871.00 |
2,871.00 |
2,662.00 |
|
| R1 |
2,745.00 |
2,745.00 |
2,640.50 |
2,691.00 |
| PP |
2,637.00 |
2,637.00 |
2,637.00 |
2,610.00 |
| S1 |
2,511.00 |
2,511.00 |
2,597.50 |
2,457.00 |
| S2 |
2,403.00 |
2,403.00 |
2,576.00 |
|
| S3 |
2,169.00 |
2,277.00 |
2,554.75 |
|
| S4 |
1,935.00 |
2,043.00 |
2,490.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.00 |
2,529.00 |
234.00 |
8.9% |
124.25 |
4.7% |
38% |
False |
False |
3,667,783 |
| 10 |
2,878.50 |
2,529.00 |
349.50 |
13.3% |
81.75 |
3.1% |
26% |
False |
False |
2,788,838 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.3% |
54.50 |
2.1% |
26% |
False |
False |
2,127,526 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.3% |
35.75 |
1.4% |
26% |
False |
False |
1,574,122 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.3% |
30.50 |
1.2% |
26% |
False |
False |
1,151,828 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.3% |
26.25 |
1.0% |
26% |
False |
False |
865,264 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
15.0% |
23.00 |
0.9% |
34% |
False |
False |
692,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.50 |
|
2.618 |
2,919.25 |
|
1.618 |
2,811.75 |
|
1.000 |
2,745.25 |
|
0.618 |
2,704.25 |
|
HIGH |
2,637.75 |
|
0.618 |
2,596.75 |
|
0.500 |
2,584.00 |
|
0.382 |
2,571.25 |
|
LOW |
2,530.25 |
|
0.618 |
2,463.75 |
|
1.000 |
2,422.75 |
|
1.618 |
2,356.25 |
|
2.618 |
2,248.75 |
|
4.250 |
2,073.50 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.25 |
2,628.50 |
| PP |
2,595.75 |
2,625.25 |
| S1 |
2,584.00 |
2,622.25 |
|