| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,497.3 |
1,468.8 |
-28.5 |
-1.9% |
1,543.7 |
| High |
1,511.9 |
1,489.3 |
-22.6 |
-1.5% |
1,548.2 |
| Low |
1,462.1 |
1,434.0 |
-28.1 |
-1.9% |
1,411.8 |
| Close |
1,464.8 |
1,477.2 |
12.4 |
0.8% |
1,477.2 |
| Range |
49.8 |
55.3 |
5.5 |
11.0% |
136.4 |
| ATR |
32.3 |
34.0 |
1.6 |
5.1% |
0.0 |
| Volume |
41,831 |
56,690 |
14,859 |
35.5% |
242,170 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.8 |
1,610.3 |
1,507.5 |
|
| R3 |
1,577.5 |
1,555.0 |
1,492.5 |
|
| R2 |
1,522.3 |
1,522.3 |
1,487.3 |
|
| R1 |
1,499.8 |
1,499.8 |
1,482.3 |
1,511.0 |
| PP |
1,466.8 |
1,466.8 |
1,466.8 |
1,472.5 |
| S1 |
1,444.3 |
1,444.3 |
1,472.3 |
1,455.5 |
| S2 |
1,411.5 |
1,411.5 |
1,467.0 |
|
| S3 |
1,356.3 |
1,389.0 |
1,462.0 |
|
| S4 |
1,301.0 |
1,333.8 |
1,446.8 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.3 |
1,819.3 |
1,552.3 |
|
| R3 |
1,751.8 |
1,682.8 |
1,514.8 |
|
| R2 |
1,615.5 |
1,615.5 |
1,502.3 |
|
| R1 |
1,546.3 |
1,546.3 |
1,489.8 |
1,512.8 |
| PP |
1,479.0 |
1,479.0 |
1,479.0 |
1,462.3 |
| S1 |
1,410.0 |
1,410.0 |
1,464.8 |
1,376.3 |
| S2 |
1,342.8 |
1,342.8 |
1,452.3 |
|
| S3 |
1,206.3 |
1,273.5 |
1,439.8 |
|
| S4 |
1,069.8 |
1,137.3 |
1,402.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,548.2 |
1,411.8 |
136.4 |
9.2% |
67.0 |
4.5% |
48% |
False |
False |
48,434 |
| 10 |
1,612.8 |
1,411.8 |
201.0 |
13.6% |
45.5 |
3.1% |
33% |
False |
False |
38,019 |
| 20 |
1,619.2 |
1,411.8 |
207.4 |
14.0% |
32.8 |
2.2% |
32% |
False |
False |
29,136 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
14.0% |
25.0 |
1.7% |
32% |
False |
False |
24,211 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
14.0% |
20.8 |
1.4% |
32% |
False |
False |
17,305 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
14.0% |
16.8 |
1.1% |
32% |
False |
False |
12,981 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
14.0% |
14.3 |
1.0% |
32% |
False |
False |
10,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.3 |
|
2.618 |
1,634.0 |
|
1.618 |
1,578.8 |
|
1.000 |
1,544.5 |
|
0.618 |
1,523.5 |
|
HIGH |
1,489.3 |
|
0.618 |
1,468.3 |
|
0.500 |
1,461.8 |
|
0.382 |
1,455.0 |
|
LOW |
1,434.0 |
|
0.618 |
1,399.8 |
|
1.000 |
1,378.8 |
|
1.618 |
1,344.5 |
|
2.618 |
1,289.3 |
|
4.250 |
1,199.0 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,472.0 |
1,476.8 |
| PP |
1,466.8 |
1,476.3 |
| S1 |
1,461.8 |
1,476.0 |
|