| 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 |
1,341.8 |
1,348.2 |
6.4 |
0.5% |
1,339.4 |
| High |
1,351.0 |
1,354.3 |
3.3 |
0.2% |
1,370.5 |
| Low |
1,335.5 |
1,340.2 |
4.7 |
0.4% |
1,332.9 |
| Close |
1,343.1 |
1,347.9 |
4.8 |
0.4% |
1,357.2 |
| Range |
15.5 |
14.1 |
-1.4 |
-9.0% |
37.6 |
| ATR |
14.5 |
14.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
377,142 |
310,504 |
-66,638 |
-17.7% |
618,904 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.8 |
1,382.9 |
1,355.7 |
|
| R3 |
1,375.7 |
1,368.8 |
1,351.8 |
|
| R2 |
1,361.6 |
1,361.6 |
1,350.5 |
|
| R1 |
1,354.7 |
1,354.7 |
1,349.2 |
1,351.1 |
| PP |
1,347.5 |
1,347.5 |
1,347.5 |
1,345.7 |
| S1 |
1,340.6 |
1,340.6 |
1,346.6 |
1,337.0 |
| S2 |
1,333.4 |
1,333.4 |
1,345.3 |
|
| S3 |
1,319.3 |
1,326.5 |
1,344.0 |
|
| S4 |
1,305.2 |
1,312.4 |
1,340.1 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.3 |
1,449.4 |
1,377.9 |
|
| R3 |
1,428.7 |
1,411.8 |
1,367.5 |
|
| R2 |
1,391.1 |
1,391.1 |
1,364.1 |
|
| R1 |
1,374.2 |
1,374.2 |
1,360.6 |
1,382.7 |
| PP |
1,353.5 |
1,353.5 |
1,353.5 |
1,357.8 |
| S1 |
1,336.6 |
1,336.6 |
1,353.8 |
1,345.1 |
| S2 |
1,315.9 |
1,315.9 |
1,350.3 |
|
| S3 |
1,278.3 |
1,299.0 |
1,346.9 |
|
| S4 |
1,240.7 |
1,261.4 |
1,336.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,361.0 |
1,335.5 |
25.5 |
1.9% |
14.5 |
1.1% |
49% |
False |
False |
295,237 |
| 10 |
1,370.5 |
1,331.6 |
38.9 |
2.9% |
14.9 |
1.1% |
42% |
False |
False |
198,846 |
| 20 |
1,370.5 |
1,312.0 |
58.5 |
4.3% |
14.2 |
1.0% |
61% |
False |
False |
116,394 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.4 |
0.9% |
82% |
False |
False |
61,286 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.1 |
0.9% |
82% |
False |
False |
41,995 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
11.8 |
0.9% |
82% |
False |
False |
31,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.2 |
|
2.618 |
1,391.2 |
|
1.618 |
1,377.1 |
|
1.000 |
1,368.4 |
|
0.618 |
1,363.0 |
|
HIGH |
1,354.3 |
|
0.618 |
1,348.9 |
|
0.500 |
1,347.3 |
|
0.382 |
1,345.6 |
|
LOW |
1,340.2 |
|
0.618 |
1,331.5 |
|
1.000 |
1,326.1 |
|
1.618 |
1,317.4 |
|
2.618 |
1,303.3 |
|
4.250 |
1,280.3 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,347.7 |
1,346.9 |
| PP |
1,347.5 |
1,345.9 |
| S1 |
1,347.3 |
1,344.9 |
|