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 |
6,866.38 |
6,687.47 |
-178.91 |
-2.6% |
7,000.68 |
High |
6,889.07 |
6,807.96 |
-81.11 |
-1.2% |
7,020.64 |
Low |
6,756.54 |
6,495.39 |
-261.15 |
-3.9% |
6,756.54 |
Close |
6,760.29 |
6,495.92 |
-264.37 |
-3.9% |
6,760.29 |
Range |
132.53 |
312.57 |
180.04 |
135.8% |
264.10 |
ATR |
74.58 |
91.58 |
17.00 |
22.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,537.47 |
7,329.26 |
6,667.83 |
|
R3 |
7,224.90 |
7,016.69 |
6,581.88 |
|
R2 |
6,912.33 |
6,912.33 |
6,553.22 |
|
R1 |
6,704.12 |
6,704.12 |
6,524.57 |
6,651.94 |
PP |
6,599.76 |
6,599.76 |
6,599.76 |
6,573.67 |
S1 |
6,391.55 |
6,391.55 |
6,467.27 |
6,339.37 |
S2 |
6,287.19 |
6,287.19 |
6,438.62 |
|
S3 |
5,974.62 |
6,078.98 |
6,409.96 |
|
S4 |
5,662.05 |
5,766.41 |
6,324.01 |
|
|
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 |
6,983.61 |
6,495.39 |
488.22 |
7.5% |
133.83 |
2.1% |
0% |
False |
True |
|
10 |
7,022.97 |
6,495.39 |
527.58 |
8.1% |
102.46 |
1.6% |
0% |
False |
True |
|
20 |
7,022.97 |
6,495.39 |
527.58 |
8.1% |
80.77 |
1.2% |
0% |
False |
True |
|
40 |
7,022.97 |
6,290.65 |
732.32 |
11.3% |
61.13 |
0.9% |
28% |
False |
False |
|
60 |
7,022.97 |
6,229.25 |
793.72 |
12.2% |
59.50 |
0.9% |
34% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
15.6% |
54.43 |
0.8% |
48% |
False |
False |
|
100 |
7,022.97 |
5,839.89 |
1,183.08 |
18.2% |
51.90 |
0.8% |
55% |
False |
False |
|
120 |
7,022.97 |
5,750.50 |
1,272.47 |
19.6% |
52.23 |
0.8% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,136.38 |
2.618 |
7,626.27 |
1.618 |
7,313.70 |
1.000 |
7,120.53 |
0.618 |
7,001.13 |
HIGH |
6,807.96 |
0.618 |
6,688.56 |
0.500 |
6,651.68 |
0.382 |
6,614.79 |
LOW |
6,495.39 |
0.618 |
6,302.22 |
1.000 |
6,182.82 |
1.618 |
5,989.65 |
2.618 |
5,677.08 |
4.250 |
5,166.97 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,651.68 |
6,733.08 |
PP |
6,599.76 |
6,654.02 |
S1 |
6,547.84 |
6,574.97 |
|