Trading Metrics calculated at close of trading on 06-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,543.7 |
1,464.8 |
-78.9 |
-5.1% |
1,608.8 |
High |
1,548.2 |
1,513.5 |
-34.7 |
-2.2% |
1,612.8 |
Low |
1,450.2 |
1,411.8 |
-38.4 |
-2.6% |
1,542.6 |
Close |
1,461.8 |
1,507.6 |
45.8 |
3.1% |
1,544.6 |
Range |
98.0 |
101.7 |
3.7 |
3.8% |
70.2 |
ATR |
25.6 |
31.0 |
5.4 |
21.2% |
0.0 |
Volume |
62,900 |
52,794 |
-10,106 |
-16.1% |
138,020 |
|
Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.8 |
1,746.8 |
1,563.5 |
|
R3 |
1,681.0 |
1,645.3 |
1,535.5 |
|
R2 |
1,579.3 |
1,579.3 |
1,526.3 |
|
R1 |
1,543.5 |
1,543.5 |
1,517.0 |
1,561.5 |
PP |
1,477.8 |
1,477.8 |
1,477.8 |
1,486.5 |
S1 |
1,441.8 |
1,441.8 |
1,498.3 |
1,459.8 |
S2 |
1,376.0 |
1,376.0 |
1,489.0 |
|
S3 |
1,274.3 |
1,340.0 |
1,479.8 |
|
S4 |
1,172.5 |
1,238.3 |
1,451.8 |
|
|
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 |
1,596.7 |
1,411.8 |
184.9 |
12.3% |
56.5 |
3.8% |
52% |
False |
True |
40,883 |
10 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
37.0 |
2.4% |
46% |
False |
True |
31,741 |
20 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
28.8 |
1.9% |
46% |
False |
True |
25,701 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
22.5 |
1.5% |
46% |
False |
True |
22,655 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
18.8 |
1.2% |
46% |
False |
True |
15,198 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
15.3 |
1.0% |
46% |
False |
True |
11,400 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
13.0 |
0.9% |
46% |
False |
True |
9,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.8 |
2.618 |
1,779.8 |
1.618 |
1,678.0 |
1.000 |
1,615.3 |
0.618 |
1,576.3 |
HIGH |
1,513.5 |
0.618 |
1,474.8 |
0.500 |
1,462.8 |
0.382 |
1,450.8 |
LOW |
1,411.8 |
0.618 |
1,349.0 |
1.000 |
1,310.0 |
1.618 |
1,247.3 |
2.618 |
1,145.5 |
4.250 |
979.5 |
|
|
Fisher Pivots for day following 06-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,492.5 |
1,503.8 |
PP |
1,477.8 |
1,500.0 |
S1 |
1,462.8 |
1,496.3 |
|