| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,954.00 |
6,752.25 |
-201.75 |
-2.9% |
7,030.00 |
| High |
6,963.50 |
6,813.50 |
-150.00 |
-2.2% |
7,047.25 |
| Low |
6,752.25 |
6,387.75 |
-364.50 |
-5.4% |
6,752.25 |
| Close |
6,755.75 |
6,429.25 |
-326.50 |
-4.8% |
6,755.75 |
| Range |
211.25 |
425.75 |
214.50 |
101.5% |
295.00 |
| ATR |
87.30 |
111.47 |
24.18 |
27.7% |
0.00 |
| Volume |
642,482 |
931,677 |
289,195 |
45.0% |
2,480,377 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,820.75 |
7,550.75 |
6,663.50 |
|
| R3 |
7,395.00 |
7,125.00 |
6,546.25 |
|
| R2 |
6,969.25 |
6,969.25 |
6,507.25 |
|
| R1 |
6,699.25 |
6,699.25 |
6,468.25 |
6,621.50 |
| PP |
6,543.50 |
6,543.50 |
6,543.50 |
6,504.50 |
| S1 |
6,273.50 |
6,273.50 |
6,390.25 |
6,195.50 |
| S2 |
6,117.75 |
6,117.75 |
6,351.25 |
|
| S3 |
5,692.00 |
5,847.75 |
6,312.25 |
|
| S4 |
5,266.25 |
5,422.00 |
6,195.00 |
|
|
| 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 |
7,006.50 |
6,387.75 |
618.75 |
9.6% |
182.75 |
2.8% |
7% |
False |
True |
600,979 |
| 10 |
7,047.25 |
6,387.75 |
659.50 |
10.3% |
134.25 |
2.1% |
6% |
False |
True |
501,638 |
| 20 |
7,047.25 |
6,387.75 |
659.50 |
10.3% |
102.00 |
1.6% |
6% |
False |
True |
405,036 |
| 40 |
7,047.25 |
6,307.25 |
740.00 |
11.5% |
80.75 |
1.3% |
16% |
False |
False |
315,080 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
12.4% |
77.25 |
1.2% |
23% |
False |
False |
211,368 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.9% |
70.75 |
1.1% |
40% |
False |
False |
158,679 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.6% |
66.25 |
1.0% |
48% |
False |
False |
127,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,623.00 |
|
2.618 |
7,928.00 |
|
1.618 |
7,502.25 |
|
1.000 |
7,239.25 |
|
0.618 |
7,076.50 |
|
HIGH |
6,813.50 |
|
0.618 |
6,650.75 |
|
0.500 |
6,600.50 |
|
0.382 |
6,550.50 |
|
LOW |
6,387.75 |
|
0.618 |
6,124.75 |
|
1.000 |
5,962.00 |
|
1.618 |
5,699.00 |
|
2.618 |
5,273.25 |
|
4.250 |
4,578.25 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,600.50 |
6,687.75 |
| PP |
6,543.50 |
6,601.50 |
| S1 |
6,486.50 |
6,515.50 |
|