| 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 |
2,685.50 |
2,664.75 |
-20.75 |
-0.8% |
2,874.25 |
| High |
2,726.75 |
2,686.50 |
-40.25 |
-1.5% |
2,878.50 |
| Low |
2,660.50 |
2,577.00 |
-83.50 |
-3.1% |
2,755.25 |
| Close |
2,668.25 |
2,593.50 |
-74.75 |
-2.8% |
2,756.75 |
| Range |
66.25 |
109.50 |
43.25 |
65.3% |
123.25 |
| ATR |
48.91 |
53.24 |
4.33 |
8.8% |
0.00 |
| Volume |
2,491,133 |
3,121,915 |
630,782 |
25.3% |
9,549,468 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.50 |
2,880.00 |
2,653.75 |
|
| R3 |
2,838.00 |
2,770.50 |
2,623.50 |
|
| R2 |
2,728.50 |
2,728.50 |
2,613.50 |
|
| R1 |
2,661.00 |
2,661.00 |
2,603.50 |
2,640.00 |
| PP |
2,619.00 |
2,619.00 |
2,619.00 |
2,608.50 |
| S1 |
2,551.50 |
2,551.50 |
2,583.50 |
2,530.50 |
| S2 |
2,509.50 |
2,509.50 |
2,573.50 |
|
| S3 |
2,400.00 |
2,442.00 |
2,563.50 |
|
| S4 |
2,290.50 |
2,332.50 |
2,533.25 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.50 |
3,085.00 |
2,824.50 |
|
| R3 |
3,043.25 |
2,961.75 |
2,790.75 |
|
| R2 |
2,920.00 |
2,920.00 |
2,779.25 |
|
| R1 |
2,838.50 |
2,838.50 |
2,768.00 |
2,817.50 |
| PP |
2,796.75 |
2,796.75 |
2,796.75 |
2,786.50 |
| S1 |
2,715.25 |
2,715.25 |
2,745.50 |
2,694.50 |
| S2 |
2,673.50 |
2,673.50 |
2,734.25 |
|
| S3 |
2,550.25 |
2,592.00 |
2,722.75 |
|
| S4 |
2,427.00 |
2,468.75 |
2,689.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,831.00 |
2,529.00 |
302.00 |
11.6% |
118.00 |
4.5% |
21% |
False |
False |
3,392,383 |
| 10 |
2,878.50 |
2,529.00 |
349.50 |
13.5% |
74.50 |
2.9% |
18% |
False |
False |
2,526,522 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.5% |
50.25 |
1.9% |
18% |
False |
False |
1,984,324 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.5% |
33.25 |
1.3% |
18% |
False |
False |
1,517,863 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.5% |
28.75 |
1.1% |
18% |
False |
False |
1,086,755 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.5% |
25.00 |
1.0% |
18% |
False |
False |
816,429 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
15.2% |
22.00 |
0.9% |
28% |
False |
False |
653,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.00 |
|
2.618 |
2,973.25 |
|
1.618 |
2,863.75 |
|
1.000 |
2,796.00 |
|
0.618 |
2,754.25 |
|
HIGH |
2,686.50 |
|
0.618 |
2,644.75 |
|
0.500 |
2,631.75 |
|
0.382 |
2,618.75 |
|
LOW |
2,577.00 |
|
0.618 |
2,509.25 |
|
1.000 |
2,467.50 |
|
1.618 |
2,399.75 |
|
2.618 |
2,290.25 |
|
4.250 |
2,111.50 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.75 |
2,628.00 |
| PP |
2,619.00 |
2,616.50 |
| S1 |
2,606.25 |
2,605.00 |
|