Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
23,205 |
23,300 |
95 |
0.4% |
23,830 |
High |
23,380 |
23,510 |
130 |
0.6% |
24,200 |
Low |
23,095 |
23,240 |
145 |
0.6% |
23,465 |
Close |
23,285 |
23,305 |
20 |
0.1% |
23,745 |
Range |
285 |
270 |
-15 |
-5.3% |
735 |
ATR |
317 |
314 |
-3 |
-1.1% |
0 |
Volume |
21,205 |
21,090 |
-115 |
-0.5% |
84,454 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,162 |
24,003 |
23,454 |
|
R3 |
23,892 |
23,733 |
23,379 |
|
R2 |
23,622 |
23,622 |
23,355 |
|
R1 |
23,463 |
23,463 |
23,330 |
23,543 |
PP |
23,352 |
23,352 |
23,352 |
23,391 |
S1 |
23,193 |
23,193 |
23,280 |
23,273 |
S2 |
23,082 |
23,082 |
23,256 |
|
S3 |
22,812 |
22,923 |
23,231 |
|
S4 |
22,542 |
22,653 |
23,157 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,008 |
25,612 |
24,149 |
|
R3 |
25,273 |
24,877 |
23,947 |
|
R2 |
24,538 |
24,538 |
23,880 |
|
R1 |
24,142 |
24,142 |
23,813 |
23,973 |
PP |
23,803 |
23,803 |
23,803 |
23,719 |
S1 |
23,407 |
23,407 |
23,678 |
23,238 |
S2 |
23,068 |
23,068 |
23,610 |
|
S3 |
22,333 |
22,672 |
23,543 |
|
S4 |
21,598 |
21,937 |
23,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,800 |
23,095 |
705 |
3.0% |
321 |
1.4% |
30% |
False |
False |
20,323 |
10 |
24,200 |
23,095 |
1,105 |
4.7% |
317 |
1.4% |
19% |
False |
False |
18,631 |
20 |
24,200 |
23,095 |
1,105 |
4.7% |
324 |
1.4% |
19% |
False |
False |
17,293 |
40 |
24,200 |
22,075 |
2,125 |
9.1% |
291 |
1.2% |
58% |
False |
False |
13,379 |
60 |
24,200 |
21,870 |
2,330 |
10.0% |
328 |
1.4% |
62% |
False |
False |
9,457 |
80 |
24,200 |
20,725 |
3,475 |
14.9% |
297 |
1.3% |
74% |
False |
False |
7,096 |
100 |
24,200 |
19,610 |
4,590 |
19.7% |
258 |
1.1% |
81% |
False |
False |
5,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,658 |
2.618 |
24,217 |
1.618 |
23,947 |
1.000 |
23,780 |
0.618 |
23,677 |
HIGH |
23,510 |
0.618 |
23,407 |
0.500 |
23,375 |
0.382 |
23,343 |
LOW |
23,240 |
0.618 |
23,073 |
1.000 |
22,970 |
1.618 |
22,803 |
2.618 |
22,533 |
4.250 |
22,093 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
23,375 |
23,353 |
PP |
23,352 |
23,337 |
S1 |
23,328 |
23,321 |
|