| 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 |
6,972.81 |
6,910.57 |
-62.24 |
-0.9% |
6,829.55 |
| High |
6,983.61 |
6,970.76 |
-12.85 |
-0.2% |
7,022.97 |
| Low |
6,915.48 |
6,879.02 |
-36.46 |
-0.5% |
6,822.85 |
| Close |
6,949.99 |
6,901.50 |
-48.49 |
-0.7% |
7,022.97 |
| Range |
68.13 |
91.74 |
23.61 |
34.7% |
200.12 |
| ATR |
67.43 |
69.16 |
1.74 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,192.31 |
7,138.65 |
6,951.96 |
|
| R3 |
7,100.57 |
7,046.91 |
6,926.73 |
|
| R2 |
7,008.83 |
7,008.83 |
6,918.32 |
|
| R1 |
6,955.17 |
6,955.17 |
6,909.91 |
6,936.13 |
| PP |
6,917.09 |
6,917.09 |
6,917.09 |
6,907.58 |
| S1 |
6,863.43 |
6,863.43 |
6,893.09 |
6,844.39 |
| S2 |
6,825.35 |
6,825.35 |
6,884.68 |
|
| S3 |
6,733.61 |
6,771.69 |
6,876.27 |
|
| S4 |
6,641.87 |
6,679.95 |
6,851.04 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,556.62 |
7,489.92 |
7,133.04 |
|
| R3 |
7,356.50 |
7,289.80 |
7,078.00 |
|
| R2 |
7,156.38 |
7,156.38 |
7,059.66 |
|
| R1 |
7,089.68 |
7,089.68 |
7,041.31 |
7,123.03 |
| PP |
6,956.26 |
6,956.26 |
6,956.26 |
6,972.94 |
| S1 |
6,889.56 |
6,889.56 |
7,004.63 |
6,922.91 |
| S2 |
6,756.14 |
6,756.14 |
6,986.28 |
|
| S3 |
6,556.02 |
6,689.44 |
6,967.94 |
|
| S4 |
6,355.90 |
6,489.32 |
6,912.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,022.97 |
6,879.02 |
143.95 |
2.1% |
70.29 |
1.0% |
16% |
False |
True |
|
| 10 |
7,022.97 |
6,801.59 |
221.38 |
3.2% |
70.46 |
1.0% |
45% |
False |
False |
|
| 20 |
7,022.97 |
6,576.92 |
446.05 |
6.5% |
62.32 |
0.9% |
73% |
False |
False |
|
| 40 |
7,022.97 |
6,236.14 |
786.83 |
11.4% |
54.21 |
0.8% |
85% |
False |
False |
|
| 60 |
7,022.97 |
6,229.25 |
793.72 |
11.5% |
53.01 |
0.8% |
85% |
False |
False |
|
| 80 |
7,022.97 |
6,011.24 |
1,011.73 |
14.7% |
49.80 |
0.7% |
88% |
False |
False |
|
| 100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.1% |
48.09 |
0.7% |
90% |
False |
False |
|
| 120 |
7,022.97 |
5,750.50 |
1,272.47 |
18.4% |
49.34 |
0.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,360.66 |
|
2.618 |
7,210.94 |
|
1.618 |
7,119.20 |
|
1.000 |
7,062.50 |
|
0.618 |
7,027.46 |
|
HIGH |
6,970.76 |
|
0.618 |
6,935.72 |
|
0.500 |
6,924.89 |
|
0.382 |
6,914.06 |
|
LOW |
6,879.02 |
|
0.618 |
6,822.32 |
|
1.000 |
6,787.28 |
|
1.618 |
6,730.58 |
|
2.618 |
6,638.84 |
|
4.250 |
6,489.13 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,924.89 |
6,931.32 |
| PP |
6,917.09 |
6,921.38 |
| S1 |
6,909.30 |
6,911.44 |
|