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 |
1,348.2 |
1,352.2 |
4.0 |
0.3% |
1,353.7 |
High |
1,354.3 |
1,353.3 |
-1.0 |
-0.1% |
1,356.3 |
Low |
1,340.2 |
1,330.1 |
-10.1 |
-0.8% |
1,330.1 |
Close |
1,347.9 |
1,337.3 |
-10.6 |
-0.8% |
1,337.3 |
Range |
14.1 |
23.2 |
9.1 |
64.5% |
26.2 |
ATR |
14.5 |
15.1 |
0.6 |
4.3% |
0.0 |
Volume |
310,504 |
431,414 |
120,910 |
38.9% |
1,765,335 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.8 |
1,396.8 |
1,350.1 |
|
R3 |
1,386.6 |
1,373.6 |
1,343.7 |
|
R2 |
1,363.4 |
1,363.4 |
1,341.6 |
|
R1 |
1,350.4 |
1,350.4 |
1,339.4 |
1,345.3 |
PP |
1,340.2 |
1,340.2 |
1,340.2 |
1,337.7 |
S1 |
1,327.2 |
1,327.2 |
1,335.2 |
1,322.1 |
S2 |
1,317.0 |
1,317.0 |
1,333.0 |
|
S3 |
1,293.8 |
1,304.0 |
1,330.9 |
|
S4 |
1,270.6 |
1,280.8 |
1,324.5 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.8 |
1,404.8 |
1,351.7 |
|
R3 |
1,393.6 |
1,378.6 |
1,344.5 |
|
R2 |
1,367.4 |
1,367.4 |
1,342.1 |
|
R1 |
1,352.4 |
1,352.4 |
1,339.7 |
1,346.8 |
PP |
1,341.2 |
1,341.2 |
1,341.2 |
1,338.5 |
S1 |
1,326.2 |
1,326.2 |
1,334.9 |
1,320.6 |
S2 |
1,315.0 |
1,315.0 |
1,332.5 |
|
S3 |
1,288.8 |
1,300.0 |
1,330.1 |
|
S4 |
1,262.6 |
1,273.8 |
1,322.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.3 |
1,330.1 |
26.2 |
2.0% |
16.6 |
1.2% |
27% |
False |
True |
353,067 |
10 |
1,370.5 |
1,330.1 |
40.4 |
3.0% |
16.1 |
1.2% |
18% |
False |
True |
238,423 |
20 |
1,370.5 |
1,313.9 |
56.6 |
4.2% |
14.3 |
1.1% |
41% |
False |
False |
136,483 |
40 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.6 |
0.9% |
74% |
False |
False |
71,994 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.3 |
0.9% |
74% |
False |
False |
49,152 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.0 |
0.9% |
74% |
False |
False |
37,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.9 |
2.618 |
1,414.0 |
1.618 |
1,390.8 |
1.000 |
1,376.5 |
0.618 |
1,367.6 |
HIGH |
1,353.3 |
0.618 |
1,344.4 |
0.500 |
1,341.7 |
0.382 |
1,339.0 |
LOW |
1,330.1 |
0.618 |
1,315.8 |
1.000 |
1,306.9 |
1.618 |
1,292.6 |
2.618 |
1,269.4 |
4.250 |
1,231.5 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,341.7 |
1,342.2 |
PP |
1,340.2 |
1,340.6 |
S1 |
1,338.8 |
1,338.9 |
|