| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,752.25 |
6,473.00 |
-279.25 |
-4.1% |
7,030.00 |
| High |
6,813.50 |
6,677.50 |
-136.00 |
-2.0% |
7,047.25 |
| Low |
6,387.75 |
6,260.25 |
-127.50 |
-2.0% |
6,752.25 |
| Close |
6,429.25 |
6,653.75 |
224.50 |
3.5% |
6,755.75 |
| Range |
425.75 |
417.25 |
-8.50 |
-2.0% |
295.00 |
| ATR |
111.47 |
133.31 |
21.84 |
19.6% |
0.00 |
| Volume |
931,677 |
813,419 |
-118,258 |
-12.7% |
2,480,377 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,782.25 |
7,635.25 |
6,883.25 |
|
| R3 |
7,365.00 |
7,218.00 |
6,768.50 |
|
| R2 |
6,947.75 |
6,947.75 |
6,730.25 |
|
| R1 |
6,800.75 |
6,800.75 |
6,692.00 |
6,874.25 |
| PP |
6,530.50 |
6,530.50 |
6,530.50 |
6,567.25 |
| S1 |
6,383.50 |
6,383.50 |
6,615.50 |
6,457.00 |
| S2 |
6,113.25 |
6,113.25 |
6,577.25 |
|
| S3 |
5,696.00 |
5,966.25 |
6,539.00 |
|
| S4 |
5,278.75 |
5,549.00 |
6,424.25 |
|
|
| 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 |
6,991.00 |
6,260.25 |
730.75 |
11.0% |
245.25 |
3.7% |
54% |
False |
True |
658,847 |
| 10 |
7,047.25 |
6,260.25 |
787.00 |
11.8% |
170.00 |
2.6% |
50% |
False |
True |
549,359 |
| 20 |
7,047.25 |
6,260.25 |
787.00 |
11.8% |
121.00 |
1.8% |
50% |
False |
True |
435,782 |
| 40 |
7,047.25 |
6,260.25 |
787.00 |
11.8% |
90.00 |
1.4% |
50% |
False |
True |
333,615 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
12.0% |
83.50 |
1.3% |
51% |
False |
False |
224,918 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.4% |
75.50 |
1.1% |
62% |
False |
False |
168,843 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.9% |
70.00 |
1.1% |
67% |
False |
False |
135,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,450.75 |
|
2.618 |
7,769.75 |
|
1.618 |
7,352.50 |
|
1.000 |
7,094.75 |
|
0.618 |
6,935.25 |
|
HIGH |
6,677.50 |
|
0.618 |
6,518.00 |
|
0.500 |
6,469.00 |
|
0.382 |
6,419.75 |
|
LOW |
6,260.25 |
|
0.618 |
6,002.50 |
|
1.000 |
5,843.00 |
|
1.618 |
5,585.25 |
|
2.618 |
5,168.00 |
|
4.250 |
4,487.00 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,592.00 |
6,639.75 |
| PP |
6,530.50 |
6,625.75 |
| S1 |
6,469.00 |
6,612.00 |
|