Trading Metrics calculated at close of trading on 02-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,579.7 |
1,580.8 |
1.1 |
0.1% |
1,608.8 |
High |
1,584.9 |
1,580.8 |
-4.1 |
-0.3% |
1,612.8 |
Low |
1,565.6 |
1,542.6 |
-23.0 |
-1.5% |
1,542.6 |
Close |
1,582.4 |
1,544.6 |
-37.8 |
-2.4% |
1,544.6 |
Range |
19.3 |
38.2 |
18.9 |
97.9% |
70.2 |
ATR |
18.5 |
20.0 |
1.5 |
8.2% |
0.0 |
Volume |
24,264 |
39,948 |
15,684 |
64.6% |
138,020 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.5 |
1,645.8 |
1,565.5 |
|
R3 |
1,632.5 |
1,607.5 |
1,555.0 |
|
R2 |
1,594.3 |
1,594.3 |
1,551.5 |
|
R1 |
1,569.5 |
1,569.5 |
1,548.0 |
1,562.8 |
PP |
1,556.0 |
1,556.0 |
1,556.0 |
1,552.8 |
S1 |
1,531.3 |
1,531.3 |
1,541.0 |
1,524.5 |
S2 |
1,517.8 |
1,517.8 |
1,537.5 |
|
S3 |
1,479.5 |
1,493.0 |
1,534.0 |
|
S4 |
1,441.5 |
1,454.8 |
1,523.5 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.3 |
1,731.3 |
1,583.3 |
|
R3 |
1,707.0 |
1,661.0 |
1,564.0 |
|
R2 |
1,636.8 |
1,636.8 |
1,557.5 |
|
R1 |
1,590.8 |
1,590.8 |
1,551.0 |
1,578.8 |
PP |
1,566.8 |
1,566.8 |
1,566.8 |
1,560.8 |
S1 |
1,520.5 |
1,520.5 |
1,538.3 |
1,508.5 |
S2 |
1,496.5 |
1,496.5 |
1,531.8 |
|
S3 |
1,426.3 |
1,450.3 |
1,525.3 |
|
S4 |
1,356.0 |
1,380.3 |
1,506.0 |
|
|
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 |
1,542.6 |
70.2 |
4.5% |
23.8 |
1.5% |
3% |
False |
True |
27,604 |
10 |
1,619.2 |
1,542.6 |
76.6 |
5.0% |
20.5 |
1.3% |
3% |
False |
True |
23,300 |
20 |
1,619.2 |
1,542.6 |
76.6 |
5.0% |
20.3 |
1.3% |
3% |
False |
True |
21,383 |
40 |
1,619.2 |
1,505.3 |
113.9 |
7.4% |
18.3 |
1.2% |
35% |
False |
False |
19,855 |
60 |
1,619.2 |
1,455.0 |
164.2 |
10.6% |
15.8 |
1.0% |
55% |
False |
False |
13,270 |
80 |
1,619.2 |
1,455.0 |
164.2 |
10.6% |
12.8 |
0.8% |
55% |
False |
False |
9,954 |
100 |
1,619.2 |
1,425.5 |
193.7 |
12.5% |
11.0 |
0.7% |
61% |
False |
False |
7,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.3 |
2.618 |
1,680.8 |
1.618 |
1,642.5 |
1.000 |
1,619.0 |
0.618 |
1,604.5 |
HIGH |
1,580.8 |
0.618 |
1,566.3 |
0.500 |
1,561.8 |
0.382 |
1,557.3 |
LOW |
1,542.5 |
0.618 |
1,519.0 |
1.000 |
1,504.5 |
1.618 |
1,480.8 |
2.618 |
1,442.5 |
4.250 |
1,380.3 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,561.8 |
1,569.8 |
PP |
1,556.0 |
1,561.3 |
S1 |
1,550.3 |
1,553.0 |
|