| 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 |
9,193.57 |
8,590.54 |
-603.03 |
-6.6% |
10,880.71 |
| High |
9,229.88 |
9,478.00 |
248.12 |
2.7% |
11,815.61 |
| Low |
7,773.81 |
6,614.64 |
-1,159.17 |
-14.9% |
7,773.81 |
| Close |
8,595.03 |
7,164.72 |
-1,430.31 |
-16.6% |
8,595.03 |
| Range |
1,456.07 |
2,863.36 |
1,407.29 |
96.6% |
4,041.80 |
| ATR |
1,578.29 |
1,670.08 |
91.79 |
5.8% |
0.00 |
| Volume |
281,872 |
288,350 |
6,478 |
2.3% |
789,079 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,342.53 |
14,616.99 |
8,739.57 |
|
| R3 |
13,479.17 |
11,753.63 |
7,952.14 |
|
| R2 |
10,615.81 |
10,615.81 |
7,689.67 |
|
| R1 |
8,890.27 |
8,890.27 |
7,427.19 |
8,321.36 |
| PP |
7,752.45 |
7,752.45 |
7,752.45 |
7,468.00 |
| S1 |
6,026.91 |
6,026.91 |
6,902.25 |
5,458.00 |
| S2 |
4,889.09 |
4,889.09 |
6,639.77 |
|
| S3 |
2,025.73 |
3,163.55 |
6,377.30 |
|
| S4 |
-837.63 |
300.19 |
5,589.87 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,520.22 |
19,099.42 |
10,818.02 |
|
| R3 |
17,478.42 |
15,057.62 |
9,706.53 |
|
| R2 |
13,436.62 |
13,436.62 |
9,336.03 |
|
| R1 |
11,015.82 |
11,015.82 |
8,965.53 |
10,205.32 |
| PP |
9,394.82 |
9,394.82 |
9,394.82 |
8,989.57 |
| S1 |
6,974.02 |
6,974.02 |
8,224.53 |
6,163.52 |
| S2 |
5,353.02 |
5,353.02 |
7,854.03 |
|
| S3 |
1,311.22 |
2,932.22 |
7,483.54 |
|
| S4 |
-2,730.58 |
-1,109.58 |
6,372.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,260.43 |
6,614.64 |
4,645.79 |
64.8% |
1,591.60 |
22.2% |
12% |
False |
True |
202,245 |
| 10 |
11,815.61 |
6,614.64 |
5,200.97 |
72.6% |
1,355.67 |
18.9% |
11% |
False |
True |
151,999 |
| 20 |
15,358.82 |
6,614.64 |
8,744.18 |
122.0% |
1,630.71 |
22.8% |
6% |
False |
True |
151,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,647.28 |
|
2.618 |
16,974.28 |
|
1.618 |
14,110.92 |
|
1.000 |
12,341.36 |
|
0.618 |
11,247.56 |
|
HIGH |
9,478.00 |
|
0.618 |
8,384.20 |
|
0.500 |
8,046.32 |
|
0.382 |
7,708.44 |
|
LOW |
6,614.64 |
|
0.618 |
4,845.08 |
|
1.000 |
3,751.28 |
|
1.618 |
1,981.72 |
|
2.618 |
-881.64 |
|
4.250 |
-5,554.64 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,046.32 |
8,424.84 |
| PP |
7,752.45 |
8,004.80 |
| S1 |
7,458.59 |
7,584.76 |
|