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 |
26,061.79 |
25,337.87 |
-723.92 |
-2.8% |
26,584.28 |
High |
26,061.79 |
25,520.53 |
-541.26 |
-2.1% |
26,608.90 |
Low |
25,490.66 |
23,923.88 |
-1,566.78 |
-6.1% |
25,490.66 |
Close |
25,520.96 |
24,345.75 |
-1,175.21 |
-4.6% |
25,520.96 |
Range |
571.13 |
1,596.65 |
1,025.52 |
179.6% |
1,118.24 |
ATR |
251.09 |
347.23 |
96.14 |
38.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,386.67 |
28,462.86 |
25,223.91 |
|
R3 |
27,790.02 |
26,866.21 |
24,784.83 |
|
R2 |
26,193.37 |
26,193.37 |
24,638.47 |
|
R1 |
25,269.56 |
25,269.56 |
24,492.11 |
24,933.14 |
PP |
24,596.72 |
24,596.72 |
24,596.72 |
24,428.51 |
S1 |
23,672.91 |
23,672.91 |
24,199.39 |
23,336.49 |
S2 |
23,000.07 |
23,000.07 |
24,053.03 |
|
S3 |
21,403.42 |
22,076.26 |
23,906.67 |
|
S4 |
19,806.77 |
20,479.61 |
23,467.59 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,228.23 |
28,492.83 |
26,135.99 |
|
R3 |
28,109.99 |
27,374.59 |
25,828.48 |
|
R2 |
26,991.75 |
26,991.75 |
25,725.97 |
|
R1 |
26,256.35 |
26,256.35 |
25,623.47 |
26,064.93 |
PP |
25,873.51 |
25,873.51 |
25,873.51 |
25,777.80 |
S1 |
25,138.11 |
25,138.11 |
25,418.45 |
24,946.69 |
S2 |
24,755.27 |
24,755.27 |
25,315.95 |
|
S3 |
23,637.03 |
24,019.87 |
25,213.44 |
|
S4 |
22,518.79 |
22,901.63 |
24,905.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,338.03 |
23,923.88 |
2,414.15 |
9.9% |
595.13 |
2.4% |
17% |
False |
True |
|
10 |
26,616.71 |
23,923.88 |
2,692.83 |
11.1% |
392.73 |
1.6% |
16% |
False |
True |
|
20 |
26,616.71 |
23,923.88 |
2,692.83 |
11.1% |
293.19 |
1.2% |
16% |
False |
True |
|
40 |
26,616.71 |
23,923.88 |
2,692.83 |
11.1% |
204.98 |
0.8% |
16% |
False |
True |
|
60 |
26,616.71 |
23,242.75 |
3,373.96 |
13.9% |
185.33 |
0.8% |
33% |
False |
False |
|
80 |
26,616.71 |
22,821.13 |
3,795.58 |
15.6% |
163.51 |
0.7% |
40% |
False |
False |
|
100 |
26,616.71 |
22,095.79 |
4,520.92 |
18.6% |
147.42 |
0.6% |
50% |
False |
False |
|
120 |
26,616.71 |
21,600.34 |
5,016.37 |
20.6% |
141.79 |
0.6% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,306.29 |
2.618 |
29,700.56 |
1.618 |
28,103.91 |
1.000 |
27,117.18 |
0.618 |
26,507.26 |
HIGH |
25,520.53 |
0.618 |
24,910.61 |
0.500 |
24,722.21 |
0.382 |
24,533.80 |
LOW |
23,923.88 |
0.618 |
22,937.15 |
1.000 |
22,327.23 |
1.618 |
21,340.50 |
2.618 |
19,743.85 |
4.250 |
17,138.12 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
24,722.21 |
25,115.29 |
PP |
24,596.72 |
24,858.78 |
S1 |
24,471.24 |
24,602.26 |
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