| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
10,023.61 |
9,193.57 |
-830.04 |
-8.3% |
10,880.71 |
| High |
10,235.03 |
9,229.88 |
-1,005.15 |
-9.8% |
11,815.61 |
| Low |
8,682.37 |
7,773.81 |
-908.56 |
-10.5% |
7,773.81 |
| Close |
9,192.56 |
8,595.03 |
-597.53 |
-6.5% |
8,595.03 |
| Range |
1,552.66 |
1,456.07 |
-96.59 |
-6.2% |
4,041.80 |
| ATR |
1,587.69 |
1,578.29 |
-9.40 |
-0.6% |
0.00 |
| Volume |
187,453 |
281,872 |
94,419 |
50.4% |
789,079 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,901.12 |
12,204.14 |
9,395.87 |
|
| R3 |
11,445.05 |
10,748.07 |
8,995.45 |
|
| R2 |
9,988.98 |
9,988.98 |
8,861.98 |
|
| R1 |
9,292.00 |
9,292.00 |
8,728.50 |
8,912.46 |
| PP |
8,532.91 |
8,532.91 |
8,532.91 |
8,343.13 |
| S1 |
7,835.93 |
7,835.93 |
8,461.56 |
7,456.39 |
| S2 |
7,076.84 |
7,076.84 |
8,328.08 |
|
| S3 |
5,620.77 |
6,379.86 |
8,194.61 |
|
| S4 |
4,164.70 |
4,923.79 |
7,794.19 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,520.22 |
19,099.42 |
10,818.02 |
|
| R3 |
17,478.42 |
15,057.62 |
9,706.53 |
|
| R2 |
13,436.62 |
13,436.62 |
9,336.03 |
|
| R1 |
11,015.82 |
11,015.82 |
8,965.53 |
10,205.32 |
| PP |
9,394.82 |
9,394.82 |
9,394.82 |
8,989.57 |
| S1 |
6,974.02 |
6,974.02 |
8,224.53 |
6,163.52 |
| S2 |
5,353.02 |
5,353.02 |
7,854.03 |
|
| S3 |
1,311.22 |
2,932.22 |
7,483.54 |
|
| S4 |
-2,730.58 |
-1,109.58 |
6,372.04 |
|
|
| 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 |
7,773.81 |
4,041.80 |
47.0% |
1,228.30 |
14.3% |
20% |
False |
True |
157,815 |
| 10 |
12,998.57 |
7,773.81 |
5,224.76 |
60.8% |
1,365.32 |
15.9% |
16% |
False |
True |
136,184 |
| 20 |
17,224.62 |
7,773.81 |
9,450.81 |
110.0% |
1,654.11 |
19.2% |
9% |
False |
True |
143,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,418.18 |
|
2.618 |
13,041.87 |
|
1.618 |
11,585.80 |
|
1.000 |
10,685.95 |
|
0.618 |
10,129.73 |
|
HIGH |
9,229.88 |
|
0.618 |
8,673.66 |
|
0.500 |
8,501.85 |
|
0.382 |
8,330.03 |
|
LOW |
7,773.81 |
|
0.618 |
6,873.96 |
|
1.000 |
6,317.74 |
|
1.618 |
5,417.89 |
|
2.618 |
3,961.82 |
|
4.250 |
1,585.51 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,563.97 |
9,058.18 |
| PP |
8,532.91 |
8,903.80 |
| S1 |
8,501.85 |
8,749.41 |
|