Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,352.2 |
1,334.6 |
-17.6 |
-1.3% |
1,353.7 |
High |
1,353.3 |
1,344.8 |
-8.5 |
-0.6% |
1,356.3 |
Low |
1,330.1 |
1,331.6 |
1.5 |
0.1% |
1,330.1 |
Close |
1,337.3 |
1,336.5 |
-0.8 |
-0.1% |
1,337.3 |
Range |
23.2 |
13.2 |
-10.0 |
-43.1% |
26.2 |
ATR |
15.1 |
15.0 |
-0.1 |
-0.9% |
0.0 |
Volume |
431,414 |
305,677 |
-125,737 |
-29.1% |
1,765,335 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.2 |
1,370.1 |
1,343.8 |
|
R3 |
1,364.0 |
1,356.9 |
1,340.1 |
|
R2 |
1,350.8 |
1,350.8 |
1,338.9 |
|
R1 |
1,343.7 |
1,343.7 |
1,337.7 |
1,347.3 |
PP |
1,337.6 |
1,337.6 |
1,337.6 |
1,339.4 |
S1 |
1,330.5 |
1,330.5 |
1,335.3 |
1,334.1 |
S2 |
1,324.4 |
1,324.4 |
1,334.1 |
|
S3 |
1,311.2 |
1,317.3 |
1,332.9 |
|
S4 |
1,298.0 |
1,304.1 |
1,329.2 |
|
|
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 |
1,354.3 |
1,330.1 |
24.2 |
1.8% |
16.2 |
1.2% |
26% |
False |
False |
367,451 |
10 |
1,370.5 |
1,330.1 |
40.4 |
3.0% |
16.7 |
1.2% |
16% |
False |
False |
258,559 |
20 |
1,370.5 |
1,313.9 |
56.6 |
4.2% |
14.5 |
1.1% |
40% |
False |
False |
151,045 |
40 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.8 |
1.0% |
73% |
False |
False |
79,591 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.4 |
0.9% |
73% |
False |
False |
54,191 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.0 |
0.9% |
73% |
False |
False |
41,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.9 |
2.618 |
1,379.4 |
1.618 |
1,366.2 |
1.000 |
1,358.0 |
0.618 |
1,353.0 |
HIGH |
1,344.8 |
0.618 |
1,339.8 |
0.500 |
1,338.2 |
0.382 |
1,336.6 |
LOW |
1,331.6 |
0.618 |
1,323.4 |
1.000 |
1,318.4 |
1.618 |
1,310.2 |
2.618 |
1,297.0 |
4.250 |
1,275.5 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,338.2 |
1,342.2 |
PP |
1,337.6 |
1,340.3 |
S1 |
1,337.1 |
1,338.4 |
|