| 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 |
6,938.25 |
6,973.00 |
34.75 |
0.5% |
6,830.75 |
| High |
6,991.00 |
6,987.75 |
-3.25 |
0.0% |
7,034.50 |
| Low |
6,921.50 |
6,884.75 |
-36.75 |
-0.5% |
6,824.25 |
| Close |
6,962.50 |
6,898.50 |
-64.00 |
-0.9% |
7,030.25 |
| Range |
69.50 |
103.00 |
33.50 |
48.2% |
210.25 |
| ATR |
75.82 |
77.76 |
1.94 |
2.6% |
0.00 |
| Volume |
413,798 |
492,861 |
79,063 |
19.1% |
1,867,091 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,232.75 |
7,168.50 |
6,955.25 |
|
| R3 |
7,129.75 |
7,065.50 |
6,926.75 |
|
| R2 |
7,026.75 |
7,026.75 |
6,917.50 |
|
| R1 |
6,962.50 |
6,962.50 |
6,908.00 |
6,943.00 |
| PP |
6,923.75 |
6,923.75 |
6,923.75 |
6,914.00 |
| S1 |
6,859.50 |
6,859.50 |
6,889.00 |
6,840.00 |
| S2 |
6,820.75 |
6,820.75 |
6,879.50 |
|
| S3 |
6,717.75 |
6,756.50 |
6,870.25 |
|
| S4 |
6,614.75 |
6,653.50 |
6,841.75 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,593.75 |
7,522.25 |
7,146.00 |
|
| R3 |
7,383.50 |
7,312.00 |
7,088.00 |
|
| R2 |
7,173.25 |
7,173.25 |
7,068.75 |
|
| R1 |
7,101.75 |
7,101.75 |
7,049.50 |
7,137.50 |
| PP |
6,963.00 |
6,963.00 |
6,963.00 |
6,981.00 |
| S1 |
6,891.50 |
6,891.50 |
7,011.00 |
6,927.25 |
| S2 |
6,752.75 |
6,752.75 |
6,991.75 |
|
| S3 |
6,542.50 |
6,681.25 |
6,972.50 |
|
| S4 |
6,332.25 |
6,471.00 |
6,914.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,047.25 |
6,884.75 |
162.50 |
2.4% |
88.75 |
1.3% |
8% |
False |
True |
432,833 |
| 10 |
7,047.25 |
6,801.50 |
245.75 |
3.6% |
88.00 |
1.3% |
39% |
False |
False |
402,918 |
| 20 |
7,047.25 |
6,580.00 |
467.25 |
6.8% |
75.50 |
1.1% |
68% |
False |
False |
349,804 |
| 40 |
7,047.25 |
6,250.00 |
797.25 |
11.6% |
69.50 |
1.0% |
81% |
False |
False |
276,696 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
11.6% |
68.00 |
1.0% |
81% |
False |
False |
185,155 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
14.8% |
63.50 |
0.9% |
85% |
False |
False |
139,009 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.3% |
60.50 |
0.9% |
88% |
False |
False |
111,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,425.50 |
|
2.618 |
7,257.50 |
|
1.618 |
7,154.50 |
|
1.000 |
7,090.75 |
|
0.618 |
7,051.50 |
|
HIGH |
6,987.75 |
|
0.618 |
6,948.50 |
|
0.500 |
6,936.25 |
|
0.382 |
6,924.00 |
|
LOW |
6,884.75 |
|
0.618 |
6,821.00 |
|
1.000 |
6,781.75 |
|
1.618 |
6,718.00 |
|
2.618 |
6,615.00 |
|
4.250 |
6,447.00 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,936.25 |
6,945.50 |
| PP |
6,923.75 |
6,930.00 |
| S1 |
6,911.00 |
6,914.25 |
|