Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,586.4 |
1,579.7 |
-6.7 |
-0.4% |
1,593.5 |
High |
1,596.7 |
1,584.9 |
-11.8 |
-0.7% |
1,619.2 |
Low |
1,570.8 |
1,565.6 |
-5.2 |
-0.3% |
1,591.1 |
Close |
1,576.1 |
1,582.4 |
6.3 |
0.4% |
1,609.5 |
Range |
25.9 |
19.3 |
-6.6 |
-25.5% |
28.1 |
ATR |
18.5 |
18.5 |
0.1 |
0.3% |
0.0 |
Volume |
24,509 |
24,264 |
-245 |
-1.0% |
94,986 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.5 |
1,628.3 |
1,593.0 |
|
R3 |
1,616.3 |
1,609.0 |
1,587.8 |
|
R2 |
1,597.0 |
1,597.0 |
1,586.0 |
|
R1 |
1,589.8 |
1,589.8 |
1,584.3 |
1,593.3 |
PP |
1,577.8 |
1,577.8 |
1,577.8 |
1,579.5 |
S1 |
1,570.3 |
1,570.3 |
1,580.8 |
1,574.0 |
S2 |
1,558.3 |
1,558.3 |
1,578.8 |
|
S3 |
1,539.0 |
1,551.0 |
1,577.0 |
|
S4 |
1,519.8 |
1,531.8 |
1,571.8 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.0 |
1,678.3 |
1,625.0 |
|
R3 |
1,662.8 |
1,650.3 |
1,617.3 |
|
R2 |
1,634.8 |
1,634.8 |
1,614.8 |
|
R1 |
1,622.0 |
1,622.0 |
1,612.0 |
1,628.5 |
PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,609.8 |
S1 |
1,594.0 |
1,594.0 |
1,607.0 |
1,600.3 |
S2 |
1,578.5 |
1,578.5 |
1,604.3 |
|
S3 |
1,550.5 |
1,566.0 |
1,601.8 |
|
S4 |
1,522.3 |
1,537.8 |
1,594.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,612.8 |
1,565.6 |
47.2 |
3.0% |
18.3 |
1.1% |
36% |
False |
True |
22,137 |
10 |
1,619.2 |
1,565.6 |
53.6 |
3.4% |
19.5 |
1.2% |
31% |
False |
True |
21,059 |
20 |
1,619.2 |
1,547.1 |
72.1 |
4.6% |
19.0 |
1.2% |
49% |
False |
False |
20,188 |
40 |
1,619.2 |
1,505.3 |
113.9 |
7.2% |
17.8 |
1.1% |
68% |
False |
False |
18,879 |
60 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
15.3 |
1.0% |
78% |
False |
False |
12,604 |
80 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
12.3 |
0.8% |
78% |
False |
False |
9,455 |
100 |
1,619.2 |
1,421.7 |
197.5 |
12.5% |
10.5 |
0.7% |
81% |
False |
False |
7,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,667.0 |
2.618 |
1,635.5 |
1.618 |
1,616.3 |
1.000 |
1,604.3 |
0.618 |
1,596.8 |
HIGH |
1,585.0 |
0.618 |
1,577.5 |
0.500 |
1,575.3 |
0.382 |
1,573.0 |
LOW |
1,565.5 |
0.618 |
1,553.8 |
1.000 |
1,546.3 |
1.618 |
1,534.3 |
2.618 |
1,515.0 |
4.250 |
1,483.5 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,580.0 |
1,582.5 |
PP |
1,577.8 |
1,582.5 |
S1 |
1,575.3 |
1,582.5 |
|