| 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 |
1,334.6 |
1,343.1 |
8.5 |
0.6% |
1,353.7 |
| High |
1,344.8 |
1,349.3 |
4.5 |
0.3% |
1,356.3 |
| Low |
1,331.6 |
1,322.8 |
-8.8 |
-0.7% |
1,330.1 |
| Close |
1,336.5 |
1,329.5 |
-7.0 |
-0.5% |
1,337.3 |
| Range |
13.2 |
26.5 |
13.3 |
100.8% |
26.2 |
| ATR |
15.0 |
15.8 |
0.8 |
5.5% |
0.0 |
| Volume |
305,677 |
473,350 |
167,673 |
54.9% |
1,765,335 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.4 |
1,397.9 |
1,344.1 |
|
| R3 |
1,386.9 |
1,371.4 |
1,336.8 |
|
| R2 |
1,360.4 |
1,360.4 |
1,334.4 |
|
| R1 |
1,344.9 |
1,344.9 |
1,331.9 |
1,339.4 |
| PP |
1,333.9 |
1,333.9 |
1,333.9 |
1,331.1 |
| S1 |
1,318.4 |
1,318.4 |
1,327.1 |
1,312.9 |
| S2 |
1,307.4 |
1,307.4 |
1,324.6 |
|
| S3 |
1,280.9 |
1,291.9 |
1,322.2 |
|
| S4 |
1,254.4 |
1,265.4 |
1,314.9 |
|
|
| 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 |
1,322.8 |
31.5 |
2.4% |
18.5 |
1.4% |
21% |
False |
True |
379,617 |
| 10 |
1,370.5 |
1,322.8 |
47.7 |
3.6% |
18.2 |
1.4% |
14% |
False |
True |
298,854 |
| 20 |
1,370.5 |
1,313.9 |
56.6 |
4.3% |
15.5 |
1.2% |
28% |
False |
False |
173,128 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.9 |
1.0% |
68% |
False |
False |
91,312 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.6 |
1.0% |
68% |
False |
False |
62,014 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.3 |
0.9% |
68% |
False |
False |
46,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.9 |
|
2.618 |
1,418.7 |
|
1.618 |
1,392.2 |
|
1.000 |
1,375.8 |
|
0.618 |
1,365.7 |
|
HIGH |
1,349.3 |
|
0.618 |
1,339.2 |
|
0.500 |
1,336.1 |
|
0.382 |
1,332.9 |
|
LOW |
1,322.8 |
|
0.618 |
1,306.4 |
|
1.000 |
1,296.3 |
|
1.618 |
1,279.9 |
|
2.618 |
1,253.4 |
|
4.250 |
1,210.2 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.1 |
1,338.1 |
| PP |
1,333.9 |
1,335.2 |
| S1 |
1,331.7 |
1,332.4 |
|