| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,343.1 |
1,326.6 |
-16.5 |
-1.2% |
1,353.7 |
| High |
1,349.3 |
1,334.8 |
-14.5 |
-1.1% |
1,356.3 |
| Low |
1,322.8 |
1,313.5 |
-9.3 |
-0.7% |
1,330.1 |
| Close |
1,329.5 |
1,314.6 |
-14.9 |
-1.1% |
1,337.3 |
| Range |
26.5 |
21.3 |
-5.2 |
-19.6% |
26.2 |
| ATR |
15.8 |
16.2 |
0.4 |
2.5% |
0.0 |
| Volume |
473,350 |
351,230 |
-122,120 |
-25.8% |
1,765,335 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.9 |
1,371.0 |
1,326.3 |
|
| R3 |
1,363.6 |
1,349.7 |
1,320.5 |
|
| R2 |
1,342.3 |
1,342.3 |
1,318.5 |
|
| R1 |
1,328.4 |
1,328.4 |
1,316.6 |
1,324.7 |
| PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,319.1 |
| S1 |
1,307.1 |
1,307.1 |
1,312.6 |
1,303.4 |
| S2 |
1,299.7 |
1,299.7 |
1,310.7 |
|
| S3 |
1,278.4 |
1,285.8 |
1,308.7 |
|
| S4 |
1,257.1 |
1,264.5 |
1,302.9 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.8 |
1,404.8 |
1,351.7 |
|
| R3 |
1,393.6 |
1,378.6 |
1,344.5 |
|
| R2 |
1,367.4 |
1,367.4 |
1,342.1 |
|
| R1 |
1,352.4 |
1,352.4 |
1,339.7 |
1,346.8 |
| PP |
1,341.2 |
1,341.2 |
1,341.2 |
1,338.5 |
| S1 |
1,326.2 |
1,326.2 |
1,334.9 |
1,320.6 |
| S2 |
1,315.0 |
1,315.0 |
1,332.5 |
|
| S3 |
1,288.8 |
1,300.0 |
1,330.1 |
|
| S4 |
1,262.6 |
1,273.8 |
1,322.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,354.3 |
1,313.5 |
40.8 |
3.1% |
19.7 |
1.5% |
3% |
False |
True |
374,435 |
| 10 |
1,370.5 |
1,313.5 |
57.0 |
4.3% |
18.1 |
1.4% |
2% |
False |
True |
318,044 |
| 20 |
1,370.5 |
1,313.5 |
57.0 |
4.3% |
15.9 |
1.2% |
2% |
False |
True |
188,284 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
56% |
False |
False |
100,002 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.9 |
1.0% |
56% |
False |
False |
67,791 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.4 |
0.9% |
56% |
False |
False |
51,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,425.3 |
|
2.618 |
1,390.6 |
|
1.618 |
1,369.3 |
|
1.000 |
1,356.1 |
|
0.618 |
1,348.0 |
|
HIGH |
1,334.8 |
|
0.618 |
1,326.7 |
|
0.500 |
1,324.2 |
|
0.382 |
1,321.6 |
|
LOW |
1,313.5 |
|
0.618 |
1,300.3 |
|
1.000 |
1,292.2 |
|
1.618 |
1,279.0 |
|
2.618 |
1,257.7 |
|
4.250 |
1,223.0 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.2 |
1,331.4 |
| PP |
1,321.0 |
1,325.8 |
| S1 |
1,317.8 |
1,320.2 |
|