| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,687.47 |
6,378.60 |
-308.87 |
-4.6% |
7,000.68 |
| High |
6,807.96 |
6,673.41 |
-134.55 |
-2.0% |
7,020.64 |
| Low |
6,495.39 |
6,370.48 |
-124.91 |
-1.9% |
6,756.54 |
| Close |
6,495.92 |
6,665.98 |
170.06 |
2.6% |
6,760.29 |
| Range |
312.57 |
302.93 |
-9.64 |
-3.1% |
264.10 |
| ATR |
91.58 |
106.67 |
15.10 |
16.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,478.75 |
7,375.29 |
6,832.59 |
|
| R3 |
7,175.82 |
7,072.36 |
6,749.29 |
|
| R2 |
6,872.89 |
6,872.89 |
6,721.52 |
|
| R1 |
6,769.43 |
6,769.43 |
6,693.75 |
6,821.16 |
| PP |
6,569.96 |
6,569.96 |
6,569.96 |
6,595.82 |
| S1 |
6,466.50 |
6,466.50 |
6,638.21 |
6,518.23 |
| S2 |
6,267.03 |
6,267.03 |
6,610.44 |
|
| S3 |
5,964.10 |
6,163.57 |
6,582.67 |
|
| S4 |
5,661.17 |
5,860.64 |
6,499.37 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,638.12 |
7,463.31 |
6,905.55 |
|
| R3 |
7,374.02 |
7,199.21 |
6,832.92 |
|
| R2 |
7,109.92 |
7,109.92 |
6,808.71 |
|
| R1 |
6,935.11 |
6,935.11 |
6,784.50 |
6,890.47 |
| PP |
6,845.82 |
6,845.82 |
6,845.82 |
6,823.50 |
| S1 |
6,671.01 |
6,671.01 |
6,736.08 |
6,626.37 |
| S2 |
6,581.72 |
6,581.72 |
6,711.87 |
|
| S3 |
6,317.62 |
6,406.91 |
6,687.66 |
|
| S4 |
6,053.52 |
6,142.81 |
6,615.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,983.61 |
6,370.48 |
613.13 |
9.2% |
181.58 |
2.7% |
48% |
False |
True |
|
| 10 |
7,022.97 |
6,370.48 |
652.49 |
9.8% |
128.45 |
1.9% |
45% |
False |
True |
|
| 20 |
7,022.97 |
6,370.48 |
652.49 |
9.8% |
94.36 |
1.4% |
45% |
False |
True |
|
| 40 |
7,022.97 |
6,335.23 |
687.74 |
10.3% |
67.64 |
1.0% |
48% |
False |
False |
|
| 60 |
7,022.97 |
6,229.25 |
793.72 |
11.9% |
63.90 |
1.0% |
55% |
False |
False |
|
| 80 |
7,022.97 |
6,011.24 |
1,011.73 |
15.2% |
57.84 |
0.9% |
65% |
False |
False |
|
| 100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.7% |
54.63 |
0.8% |
70% |
False |
False |
|
| 120 |
7,022.97 |
5,750.50 |
1,272.47 |
19.1% |
54.54 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,960.86 |
|
2.618 |
7,466.48 |
|
1.618 |
7,163.55 |
|
1.000 |
6,976.34 |
|
0.618 |
6,860.62 |
|
HIGH |
6,673.41 |
|
0.618 |
6,557.69 |
|
0.500 |
6,521.95 |
|
0.382 |
6,486.20 |
|
LOW |
6,370.48 |
|
0.618 |
6,183.27 |
|
1.000 |
6,067.55 |
|
1.618 |
5,880.34 |
|
2.618 |
5,577.41 |
|
4.250 |
5,083.03 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,617.97 |
6,653.91 |
| PP |
6,569.96 |
6,641.84 |
| S1 |
6,521.95 |
6,629.78 |
|