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 |
6,910.57 |
6,866.38 |
-44.19 |
-0.6% |
7,000.68 |
High |
6,970.76 |
6,889.07 |
-81.69 |
-1.2% |
7,020.64 |
Low |
6,879.02 |
6,756.54 |
-122.48 |
-1.8% |
6,756.54 |
Close |
6,901.50 |
6,760.29 |
-141.21 |
-2.0% |
6,760.29 |
Range |
91.74 |
132.53 |
40.79 |
44.5% |
264.10 |
ATR |
69.16 |
74.58 |
5.41 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,199.56 |
7,112.45 |
6,833.18 |
|
R3 |
7,067.03 |
6,979.92 |
6,796.74 |
|
R2 |
6,934.50 |
6,934.50 |
6,784.59 |
|
R1 |
6,847.39 |
6,847.39 |
6,772.44 |
6,824.68 |
PP |
6,801.97 |
6,801.97 |
6,801.97 |
6,790.61 |
S1 |
6,714.86 |
6,714.86 |
6,748.14 |
6,692.15 |
S2 |
6,669.44 |
6,669.44 |
6,735.99 |
|
S3 |
6,536.91 |
6,582.33 |
6,723.84 |
|
S4 |
6,404.38 |
6,449.80 |
6,687.40 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,638.12 |
7,463.31 |
6,905.55 |
|
R3 |
7,374.02 |
7,199.21 |
6,832.92 |
|
R2 |
7,109.92 |
7,109.92 |
6,808.71 |
|
R1 |
6,935.11 |
6,935.11 |
6,784.50 |
6,890.47 |
PP |
6,845.82 |
6,845.82 |
6,845.82 |
6,823.50 |
S1 |
6,671.01 |
6,671.01 |
6,736.08 |
6,626.37 |
S2 |
6,581.72 |
6,581.72 |
6,711.87 |
|
S3 |
6,317.62 |
6,406.91 |
6,687.66 |
|
S4 |
6,053.52 |
6,142.81 |
6,615.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,020.64 |
6,756.54 |
264.10 |
3.9% |
80.50 |
1.2% |
1% |
False |
True |
|
10 |
7,022.97 |
6,756.54 |
266.43 |
3.9% |
79.54 |
1.2% |
1% |
False |
True |
|
20 |
7,022.97 |
6,605.03 |
417.94 |
6.2% |
67.64 |
1.0% |
37% |
False |
False |
|
40 |
7,022.97 |
6,236.14 |
786.83 |
11.6% |
55.02 |
0.8% |
67% |
False |
False |
|
60 |
7,022.97 |
6,229.25 |
793.72 |
11.7% |
54.77 |
0.8% |
67% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
15.0% |
51.12 |
0.8% |
74% |
False |
False |
|
100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.5% |
49.12 |
0.7% |
78% |
False |
False |
|
120 |
7,022.97 |
5,750.50 |
1,272.47 |
18.8% |
49.95 |
0.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,452.32 |
2.618 |
7,236.03 |
1.618 |
7,103.50 |
1.000 |
7,021.60 |
0.618 |
6,970.97 |
HIGH |
6,889.07 |
0.618 |
6,838.44 |
0.500 |
6,822.81 |
0.382 |
6,807.17 |
LOW |
6,756.54 |
0.618 |
6,674.64 |
1.000 |
6,624.01 |
1.618 |
6,542.11 |
2.618 |
6,409.58 |
4.250 |
6,193.29 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,822.81 |
6,870.08 |
PP |
6,801.97 |
6,833.48 |
S1 |
6,781.13 |
6,796.89 |
|