| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,542.00 |
6,328.00 |
-214.00 |
-3.3% |
6,752.25 |
| High |
6,618.50 |
6,455.50 |
-163.00 |
-2.5% |
6,813.50 |
| Low |
6,301.00 |
6,164.00 |
-137.00 |
-2.2% |
6,164.00 |
| Close |
6,317.25 |
6,417.75 |
100.50 |
1.6% |
6,417.75 |
| Range |
317.50 |
291.50 |
-26.00 |
-8.2% |
649.50 |
| ATR |
149.95 |
160.06 |
10.11 |
6.7% |
0.00 |
| Volume |
640,585 |
787,495 |
146,910 |
22.9% |
3,766,622 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,220.25 |
7,110.50 |
6,578.00 |
|
| R3 |
6,928.75 |
6,819.00 |
6,498.00 |
|
| R2 |
6,637.25 |
6,637.25 |
6,471.25 |
|
| R1 |
6,527.50 |
6,527.50 |
6,444.50 |
6,582.50 |
| PP |
6,345.75 |
6,345.75 |
6,345.75 |
6,373.25 |
| S1 |
6,236.00 |
6,236.00 |
6,391.00 |
6,291.00 |
| S2 |
6,054.25 |
6,054.25 |
6,364.25 |
|
| S3 |
5,762.75 |
5,944.50 |
6,337.50 |
|
| S4 |
5,471.25 |
5,653.00 |
6,257.50 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,413.50 |
8,065.25 |
6,775.00 |
|
| R3 |
7,764.00 |
7,415.75 |
6,596.25 |
|
| R2 |
7,114.50 |
7,114.50 |
6,536.75 |
|
| R1 |
6,766.25 |
6,766.25 |
6,477.25 |
6,615.50 |
| PP |
6,465.00 |
6,465.00 |
6,465.00 |
6,389.75 |
| S1 |
6,116.75 |
6,116.75 |
6,358.25 |
5,966.00 |
| S2 |
5,815.50 |
5,815.50 |
6,298.75 |
|
| S3 |
5,166.00 |
5,467.25 |
6,239.25 |
|
| S4 |
4,516.50 |
4,817.75 |
6,060.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,813.50 |
6,164.00 |
649.50 |
10.1% |
327.50 |
5.1% |
39% |
False |
True |
753,324 |
| 10 |
7,047.25 |
6,164.00 |
883.25 |
13.8% |
219.25 |
3.4% |
29% |
False |
True |
624,699 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.8% |
152.50 |
2.4% |
29% |
False |
True |
495,779 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.8% |
105.75 |
1.6% |
29% |
False |
True |
364,298 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.8% |
93.75 |
1.5% |
29% |
False |
True |
258,574 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.9% |
84.25 |
1.3% |
38% |
False |
False |
194,101 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.6% |
76.50 |
1.2% |
47% |
False |
False |
155,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,694.50 |
|
2.618 |
7,218.75 |
|
1.618 |
6,927.25 |
|
1.000 |
6,747.00 |
|
0.618 |
6,635.75 |
|
HIGH |
6,455.50 |
|
0.618 |
6,344.25 |
|
0.500 |
6,309.75 |
|
0.382 |
6,275.25 |
|
LOW |
6,164.00 |
|
0.618 |
5,983.75 |
|
1.000 |
5,872.50 |
|
1.618 |
5,692.25 |
|
2.618 |
5,400.75 |
|
4.250 |
4,925.00 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,381.75 |
6,441.00 |
| PP |
6,345.75 |
6,433.25 |
| S1 |
6,309.75 |
6,425.50 |
|