Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
26,268.17 |
26,083.04 |
-185.13 |
-0.7% |
26,025.32 |
High |
26,338.03 |
26,306.70 |
-31.33 |
-0.1% |
26,616.71 |
Low |
26,050.98 |
26,014.44 |
-36.54 |
-0.1% |
25,974.65 |
Close |
26,149.39 |
26,186.71 |
37.32 |
0.1% |
26,616.71 |
Range |
287.05 |
292.26 |
5.21 |
1.8% |
642.06 |
ATR |
211.06 |
216.86 |
5.80 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,046.06 |
26,908.65 |
26,347.45 |
|
R3 |
26,753.80 |
26,616.39 |
26,267.08 |
|
R2 |
26,461.54 |
26,461.54 |
26,240.29 |
|
R1 |
26,324.13 |
26,324.13 |
26,213.50 |
26,392.84 |
PP |
26,169.28 |
26,169.28 |
26,169.28 |
26,203.64 |
S1 |
26,031.87 |
26,031.87 |
26,159.92 |
26,100.58 |
S2 |
25,877.02 |
25,877.02 |
26,133.13 |
|
S3 |
25,584.76 |
25,739.61 |
26,106.34 |
|
S4 |
25,292.50 |
25,447.35 |
26,025.97 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,328.87 |
28,114.85 |
26,969.84 |
|
R3 |
27,686.81 |
27,472.79 |
26,793.28 |
|
R2 |
27,044.75 |
27,044.75 |
26,734.42 |
|
R1 |
26,830.73 |
26,830.73 |
26,675.57 |
26,937.74 |
PP |
26,402.69 |
26,402.69 |
26,402.69 |
26,456.20 |
S1 |
26,188.67 |
26,188.67 |
26,557.85 |
26,295.68 |
S2 |
25,760.63 |
25,760.63 |
26,499.00 |
|
S3 |
25,118.57 |
25,546.61 |
26,440.14 |
|
S4 |
24,476.51 |
24,904.55 |
26,263.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,616.71 |
26,014.44 |
602.27 |
2.3% |
234.56 |
0.9% |
29% |
False |
True |
|
10 |
26,616.71 |
25,942.83 |
673.88 |
2.6% |
212.90 |
0.8% |
36% |
False |
False |
|
20 |
26,616.71 |
24,963.27 |
1,653.44 |
6.3% |
201.33 |
0.8% |
74% |
False |
False |
|
40 |
26,616.71 |
24,101.24 |
2,515.47 |
9.6% |
158.01 |
0.6% |
83% |
False |
False |
|
60 |
26,616.71 |
23,242.75 |
3,373.96 |
12.9% |
152.07 |
0.6% |
87% |
False |
False |
|
80 |
26,616.71 |
22,739.38 |
3,877.33 |
14.8% |
138.20 |
0.5% |
89% |
False |
False |
|
100 |
26,616.71 |
21,927.79 |
4,688.92 |
17.9% |
127.61 |
0.5% |
91% |
False |
False |
|
120 |
26,616.71 |
21,600.34 |
5,016.37 |
19.2% |
124.91 |
0.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,548.81 |
2.618 |
27,071.84 |
1.618 |
26,779.58 |
1.000 |
26,598.96 |
0.618 |
26,487.32 |
HIGH |
26,306.70 |
0.618 |
26,195.06 |
0.500 |
26,160.57 |
0.382 |
26,126.08 |
LOW |
26,014.44 |
0.618 |
25,833.82 |
1.000 |
25,722.18 |
1.618 |
25,541.56 |
2.618 |
25,249.30 |
4.250 |
24,772.34 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
26,178.00 |
26,183.22 |
PP |
26,169.28 |
26,179.73 |
S1 |
26,160.57 |
26,176.24 |
|