| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,638.00 |
6,542.00 |
-96.00 |
-1.4% |
7,030.00 |
| High |
6,717.75 |
6,618.50 |
-99.25 |
-1.5% |
7,047.25 |
| Low |
6,532.00 |
6,301.00 |
-231.00 |
-3.5% |
6,752.25 |
| Close |
6,555.75 |
6,317.25 |
-238.50 |
-3.6% |
6,755.75 |
| Range |
185.75 |
317.50 |
131.75 |
70.9% |
295.00 |
| ATR |
137.06 |
149.95 |
12.89 |
9.4% |
0.00 |
| Volume |
593,446 |
640,585 |
47,139 |
7.9% |
2,480,377 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,364.75 |
7,158.50 |
6,492.00 |
|
| R3 |
7,047.25 |
6,841.00 |
6,404.50 |
|
| R2 |
6,729.75 |
6,729.75 |
6,375.50 |
|
| R1 |
6,523.50 |
6,523.50 |
6,346.25 |
6,468.00 |
| PP |
6,412.25 |
6,412.25 |
6,412.25 |
6,384.50 |
| S1 |
6,206.00 |
6,206.00 |
6,288.25 |
6,150.50 |
| S2 |
6,094.75 |
6,094.75 |
6,259.00 |
|
| S3 |
5,777.25 |
5,888.50 |
6,230.00 |
|
| S4 |
5,459.75 |
5,571.00 |
6,142.50 |
|
|
| 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 |
6,963.50 |
6,260.25 |
703.25 |
11.1% |
311.50 |
4.9% |
8% |
False |
False |
724,321 |
| 10 |
7,047.25 |
6,260.25 |
787.00 |
12.5% |
200.00 |
3.2% |
7% |
False |
False |
578,577 |
| 20 |
7,047.25 |
6,260.25 |
787.00 |
12.5% |
141.25 |
2.2% |
7% |
False |
False |
467,848 |
| 40 |
7,047.25 |
6,260.25 |
787.00 |
12.5% |
99.50 |
1.6% |
7% |
False |
False |
352,011 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
12.7% |
89.50 |
1.4% |
9% |
False |
False |
245,456 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
16.2% |
81.00 |
1.3% |
29% |
False |
False |
184,260 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.9% |
74.25 |
1.2% |
39% |
False |
False |
147,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,968.00 |
|
2.618 |
7,449.75 |
|
1.618 |
7,132.25 |
|
1.000 |
6,936.00 |
|
0.618 |
6,814.75 |
|
HIGH |
6,618.50 |
|
0.618 |
6,497.25 |
|
0.500 |
6,459.75 |
|
0.382 |
6,422.25 |
|
LOW |
6,301.00 |
|
0.618 |
6,104.75 |
|
1.000 |
5,983.50 |
|
1.618 |
5,787.25 |
|
2.618 |
5,469.75 |
|
4.250 |
4,951.50 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,459.75 |
6,489.00 |
| PP |
6,412.25 |
6,431.75 |
| S1 |
6,364.75 |
6,374.50 |
|