| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,473.00 |
6,638.00 |
165.00 |
2.5% |
7,030.00 |
| High |
6,677.50 |
6,717.75 |
40.25 |
0.6% |
7,047.25 |
| Low |
6,260.25 |
6,532.00 |
271.75 |
4.3% |
6,752.25 |
| Close |
6,653.75 |
6,555.75 |
-98.00 |
-1.5% |
6,755.75 |
| Range |
417.25 |
185.75 |
-231.50 |
-55.5% |
295.00 |
| ATR |
133.31 |
137.06 |
3.75 |
2.8% |
0.00 |
| Volume |
813,419 |
593,446 |
-219,973 |
-27.0% |
2,480,377 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,159.00 |
7,043.25 |
6,658.00 |
|
| R3 |
6,973.25 |
6,857.50 |
6,606.75 |
|
| R2 |
6,787.50 |
6,787.50 |
6,589.75 |
|
| R1 |
6,671.75 |
6,671.75 |
6,572.75 |
6,636.75 |
| PP |
6,601.75 |
6,601.75 |
6,601.75 |
6,584.50 |
| S1 |
6,486.00 |
6,486.00 |
6,538.75 |
6,451.00 |
| S2 |
6,416.00 |
6,416.00 |
6,521.75 |
|
| S3 |
6,230.25 |
6,300.25 |
6,504.75 |
|
| S4 |
6,044.50 |
6,114.50 |
6,453.50 |
|
|
| 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 |
6,987.75 |
6,260.25 |
727.50 |
11.1% |
268.50 |
4.1% |
41% |
False |
False |
694,777 |
| 10 |
7,047.25 |
6,260.25 |
787.00 |
12.0% |
177.00 |
2.7% |
38% |
False |
False |
556,065 |
| 20 |
7,047.25 |
6,260.25 |
787.00 |
12.0% |
128.25 |
2.0% |
38% |
False |
False |
451,832 |
| 40 |
7,047.25 |
6,260.25 |
787.00 |
12.0% |
93.25 |
1.4% |
38% |
False |
False |
342,346 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
12.2% |
85.00 |
1.3% |
39% |
False |
False |
234,785 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.6% |
77.50 |
1.2% |
52% |
False |
False |
176,258 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.2% |
71.50 |
1.1% |
59% |
False |
False |
141,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,507.25 |
|
2.618 |
7,204.00 |
|
1.618 |
7,018.25 |
|
1.000 |
6,903.50 |
|
0.618 |
6,832.50 |
|
HIGH |
6,717.75 |
|
0.618 |
6,646.75 |
|
0.500 |
6,625.00 |
|
0.382 |
6,603.00 |
|
LOW |
6,532.00 |
|
0.618 |
6,417.25 |
|
1.000 |
6,346.25 |
|
1.618 |
6,231.50 |
|
2.618 |
6,045.75 |
|
4.250 |
5,742.50 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,625.00 |
6,549.50 |
| PP |
6,601.75 |
6,543.25 |
| S1 |
6,578.75 |
6,537.00 |
|