| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
3,430.0 |
3,420.0 |
-10.0 |
-0.3% |
3,649.0 |
| High |
3,463.0 |
3,441.0 |
-22.0 |
-0.6% |
3,650.0 |
| Low |
3,398.0 |
3,336.0 |
-62.0 |
-1.8% |
3,490.0 |
| Close |
3,452.0 |
3,358.0 |
-94.0 |
-2.7% |
3,521.0 |
| Range |
65.0 |
105.0 |
40.0 |
61.5% |
160.0 |
| ATR |
58.2 |
62.4 |
4.1 |
7.1% |
0.0 |
| Volume |
1,870,118 |
2,042,238 |
172,120 |
9.2% |
5,523,158 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,693.3 |
3,630.7 |
3,415.8 |
|
| R3 |
3,588.3 |
3,525.7 |
3,386.9 |
|
| R2 |
3,483.3 |
3,483.3 |
3,377.3 |
|
| R1 |
3,420.7 |
3,420.7 |
3,367.6 |
3,399.5 |
| PP |
3,378.3 |
3,378.3 |
3,378.3 |
3,367.8 |
| S1 |
3,315.7 |
3,315.7 |
3,348.4 |
3,294.5 |
| S2 |
3,273.3 |
3,273.3 |
3,338.8 |
|
| S3 |
3,168.3 |
3,210.7 |
3,329.1 |
|
| S4 |
3,063.3 |
3,105.7 |
3,300.3 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,033.7 |
3,937.3 |
3,609.0 |
|
| R3 |
3,873.7 |
3,777.3 |
3,565.0 |
|
| R2 |
3,713.7 |
3,713.7 |
3,550.3 |
|
| R1 |
3,617.3 |
3,617.3 |
3,535.7 |
3,585.5 |
| PP |
3,553.7 |
3,553.7 |
3,553.7 |
3,537.8 |
| S1 |
3,457.3 |
3,457.3 |
3,506.3 |
3,425.5 |
| S2 |
3,393.7 |
3,393.7 |
3,491.7 |
|
| S3 |
3,233.7 |
3,297.3 |
3,477.0 |
|
| S4 |
3,073.7 |
3,137.3 |
3,433.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,577.0 |
3,327.0 |
250.0 |
7.4% |
110.8 |
3.3% |
12% |
False |
False |
2,111,828 |
| 10 |
3,657.0 |
3,327.0 |
330.0 |
9.8% |
73.9 |
2.2% |
9% |
False |
False |
1,528,072 |
| 20 |
3,681.0 |
3,327.0 |
354.0 |
10.5% |
54.4 |
1.6% |
9% |
False |
False |
1,235,277 |
| 40 |
3,681.0 |
3,327.0 |
354.0 |
10.5% |
44.6 |
1.3% |
9% |
False |
False |
1,056,139 |
| 60 |
3,681.0 |
3,327.0 |
354.0 |
10.5% |
41.7 |
1.2% |
9% |
False |
False |
736,191 |
| 80 |
3,689.0 |
3,327.0 |
362.0 |
10.8% |
38.2 |
1.1% |
9% |
False |
False |
553,174 |
| 100 |
3,689.0 |
3,327.0 |
362.0 |
10.8% |
34.1 |
1.0% |
9% |
False |
False |
443,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,887.3 |
|
2.618 |
3,715.9 |
|
1.618 |
3,610.9 |
|
1.000 |
3,546.0 |
|
0.618 |
3,505.9 |
|
HIGH |
3,441.0 |
|
0.618 |
3,400.9 |
|
0.500 |
3,388.5 |
|
0.382 |
3,376.1 |
|
LOW |
3,336.0 |
|
0.618 |
3,271.1 |
|
1.000 |
3,231.0 |
|
1.618 |
3,166.1 |
|
2.618 |
3,061.1 |
|
4.250 |
2,889.8 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,388.5 |
3,399.5 |
| PP |
3,378.3 |
3,385.7 |
| S1 |
3,368.2 |
3,371.8 |
|