| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
10,169.79 |
10,023.61 |
-146.18 |
-1.4% |
11,325.75 |
| High |
10,342.55 |
10,235.03 |
-107.52 |
-1.0% |
12,998.57 |
| Low |
9,677.61 |
8,682.37 |
-995.24 |
-10.3% |
9,950.56 |
| Close |
10,022.51 |
9,192.56 |
-829.95 |
-8.3% |
10,880.70 |
| Range |
664.94 |
1,552.66 |
887.72 |
133.5% |
3,048.01 |
| ATR |
1,590.38 |
1,587.69 |
-2.69 |
-0.2% |
0.00 |
| Volume |
112,511 |
187,453 |
74,942 |
66.6% |
572,766 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,027.97 |
13,162.92 |
10,046.52 |
|
| R3 |
12,475.31 |
11,610.26 |
9,619.54 |
|
| R2 |
10,922.65 |
10,922.65 |
9,477.21 |
|
| R1 |
10,057.60 |
10,057.60 |
9,334.89 |
9,713.80 |
| PP |
9,369.99 |
9,369.99 |
9,369.99 |
9,198.08 |
| S1 |
8,504.94 |
8,504.94 |
9,050.23 |
8,161.14 |
| S2 |
7,817.33 |
7,817.33 |
8,907.91 |
|
| S3 |
6,264.67 |
6,952.28 |
8,765.58 |
|
| S4 |
4,712.01 |
5,399.62 |
8,338.60 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,420.64 |
18,698.68 |
12,557.11 |
|
| R3 |
17,372.63 |
15,650.67 |
11,718.90 |
|
| R2 |
14,324.62 |
14,324.62 |
11,439.50 |
|
| R1 |
12,602.66 |
12,602.66 |
11,160.10 |
11,939.64 |
| PP |
11,276.61 |
11,276.61 |
11,276.61 |
10,945.10 |
| S1 |
9,554.65 |
9,554.65 |
10,601.30 |
8,891.63 |
| S2 |
8,228.60 |
8,228.60 |
10,321.90 |
|
| S3 |
5,180.59 |
6,506.64 |
10,042.50 |
|
| S4 |
2,132.58 |
3,458.63 |
9,204.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,815.61 |
8,682.37 |
3,133.24 |
34.1% |
1,199.25 |
13.0% |
16% |
False |
True |
125,286 |
| 10 |
12,998.57 |
8,682.37 |
4,316.20 |
47.0% |
1,325.75 |
14.4% |
12% |
False |
True |
119,821 |
| 20 |
17,224.62 |
8,682.37 |
8,542.25 |
92.9% |
1,687.22 |
18.4% |
6% |
False |
True |
131,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,833.84 |
|
2.618 |
14,299.89 |
|
1.618 |
12,747.23 |
|
1.000 |
11,787.69 |
|
0.618 |
11,194.57 |
|
HIGH |
10,235.03 |
|
0.618 |
9,641.91 |
|
0.500 |
9,458.70 |
|
0.382 |
9,275.49 |
|
LOW |
8,682.37 |
|
0.618 |
7,722.83 |
|
1.000 |
7,129.71 |
|
1.618 |
6,170.17 |
|
2.618 |
4,617.51 |
|
4.250 |
2,083.57 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,458.70 |
9,971.40 |
| PP |
9,369.99 |
9,711.79 |
| S1 |
9,281.27 |
9,452.17 |
|