| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,973.00 |
6,954.00 |
-19.00 |
-0.3% |
7,030.00 |
| High |
6,987.75 |
6,963.50 |
-24.25 |
-0.3% |
7,047.25 |
| Low |
6,884.75 |
6,752.25 |
-132.50 |
-1.9% |
6,752.25 |
| Close |
6,898.50 |
6,755.75 |
-142.75 |
-2.1% |
6,755.75 |
| Range |
103.00 |
211.25 |
108.25 |
105.1% |
295.00 |
| ATR |
77.76 |
87.30 |
9.53 |
12.3% |
0.00 |
| Volume |
492,861 |
642,482 |
149,621 |
30.4% |
2,480,377 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,457.50 |
7,318.00 |
6,872.00 |
|
| R3 |
7,246.25 |
7,106.75 |
6,813.75 |
|
| R2 |
7,035.00 |
7,035.00 |
6,794.50 |
|
| R1 |
6,895.50 |
6,895.50 |
6,775.00 |
6,859.50 |
| PP |
6,823.75 |
6,823.75 |
6,823.75 |
6,806.00 |
| S1 |
6,684.25 |
6,684.25 |
6,736.50 |
6,648.50 |
| S2 |
6,612.50 |
6,612.50 |
6,717.00 |
|
| S3 |
6,401.25 |
6,473.00 |
6,697.75 |
|
| S4 |
6,190.00 |
6,261.75 |
6,639.50 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,736.75 |
7,541.25 |
6,918.00 |
|
| R3 |
7,441.75 |
7,246.25 |
6,837.00 |
|
| R2 |
7,146.75 |
7,146.75 |
6,809.75 |
|
| R1 |
6,951.25 |
6,951.25 |
6,782.75 |
6,901.50 |
| PP |
6,851.75 |
6,851.75 |
6,851.75 |
6,827.00 |
| S1 |
6,656.25 |
6,656.25 |
6,728.75 |
6,606.50 |
| S2 |
6,556.75 |
6,556.75 |
6,701.75 |
|
| S3 |
6,261.75 |
6,361.25 |
6,674.50 |
|
| S4 |
5,966.75 |
6,066.25 |
6,593.50 |
|
|
| 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 |
6,752.25 |
295.00 |
4.4% |
111.00 |
1.6% |
1% |
False |
True |
496,075 |
| 10 |
7,047.25 |
6,752.25 |
295.00 |
4.4% |
103.50 |
1.5% |
1% |
False |
True |
434,746 |
| 20 |
7,047.25 |
6,599.75 |
447.50 |
6.6% |
84.25 |
1.2% |
35% |
False |
False |
369,199 |
| 40 |
7,047.25 |
6,251.25 |
796.00 |
11.8% |
72.00 |
1.1% |
63% |
False |
False |
292,297 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
11.8% |
70.75 |
1.0% |
64% |
False |
False |
195,852 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.1% |
66.00 |
1.0% |
72% |
False |
False |
147,038 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.7% |
62.25 |
0.9% |
76% |
False |
False |
117,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,861.25 |
|
2.618 |
7,516.50 |
|
1.618 |
7,305.25 |
|
1.000 |
7,174.75 |
|
0.618 |
7,094.00 |
|
HIGH |
6,963.50 |
|
0.618 |
6,882.75 |
|
0.500 |
6,858.00 |
|
0.382 |
6,833.00 |
|
LOW |
6,752.25 |
|
0.618 |
6,621.75 |
|
1.000 |
6,541.00 |
|
1.618 |
6,410.50 |
|
2.618 |
6,199.25 |
|
4.250 |
5,854.50 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,858.00 |
6,871.50 |
| PP |
6,823.75 |
6,833.00 |
| S1 |
6,789.75 |
6,794.50 |
|