Trading Metrics calculated at close of trading on 01-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,448.32 |
3,423.12 |
-25.20 |
-0.7% |
3,564.57 |
High |
3,484.22 |
3,467.51 |
-16.71 |
-0.5% |
3,682.59 |
Low |
3,407.75 |
3,383.67 |
-24.08 |
-0.7% |
3,359.46 |
Close |
3,428.35 |
3,455.64 |
27.29 |
0.8% |
3,455.64 |
Range |
76.47 |
83.84 |
7.37 |
9.6% |
323.13 |
ATR |
178.11 |
171.37 |
-6.73 |
-3.8% |
0.00 |
Volume |
40,054 |
44,920 |
4,866 |
12.1% |
262,668 |
|
Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,687.13 |
3,655.22 |
3,501.75 |
|
R3 |
3,603.29 |
3,571.38 |
3,478.70 |
|
R2 |
3,519.45 |
3,519.45 |
3,471.01 |
|
R1 |
3,487.54 |
3,487.54 |
3,463.33 |
3,503.50 |
PP |
3,435.61 |
3,435.61 |
3,435.61 |
3,443.58 |
S1 |
3,403.70 |
3,403.70 |
3,447.95 |
3,419.66 |
S2 |
3,351.77 |
3,351.77 |
3,440.27 |
|
S3 |
3,267.93 |
3,319.86 |
3,432.58 |
|
S4 |
3,184.09 |
3,236.02 |
3,409.53 |
|
|
Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,468.62 |
4,285.26 |
3,633.36 |
|
R3 |
4,145.49 |
3,962.13 |
3,544.50 |
|
R2 |
3,822.36 |
3,822.36 |
3,514.88 |
|
R1 |
3,639.00 |
3,639.00 |
3,485.26 |
3,569.12 |
PP |
3,499.23 |
3,499.23 |
3,499.23 |
3,464.29 |
S1 |
3,315.87 |
3,315.87 |
3,426.02 |
3,245.99 |
S2 |
3,176.10 |
3,176.10 |
3,396.40 |
|
S3 |
2,852.97 |
2,992.74 |
3,366.78 |
|
S4 |
2,529.84 |
2,669.61 |
3,277.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,682.59 |
3,359.46 |
323.13 |
9.4% |
126.54 |
3.7% |
30% |
False |
False |
52,533 |
10 |
3,682.59 |
3,359.46 |
323.13 |
9.4% |
109.43 |
3.2% |
30% |
False |
False |
45,092 |
20 |
4,114.72 |
3,359.46 |
755.26 |
21.9% |
143.73 |
4.2% |
13% |
False |
False |
51,147 |
40 |
4,258.85 |
3,158.10 |
1,100.75 |
31.9% |
216.33 |
6.3% |
27% |
False |
False |
78,390 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
98.7% |
270.38 |
7.8% |
9% |
False |
False |
89,310 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
110.6% |
247.35 |
7.2% |
8% |
False |
False |
78,602 |
100 |
6,980.29 |
3,158.10 |
3,822.19 |
110.6% |
241.03 |
7.0% |
8% |
False |
False |
73,345 |
120 |
7,405.24 |
3,158.10 |
4,247.14 |
122.9% |
257.75 |
7.5% |
7% |
False |
False |
73,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,823.83 |
2.618 |
3,687.00 |
1.618 |
3,603.16 |
1.000 |
3,551.35 |
0.618 |
3,519.32 |
HIGH |
3,467.51 |
0.618 |
3,435.48 |
0.500 |
3,425.59 |
0.382 |
3,415.70 |
LOW |
3,383.67 |
0.618 |
3,331.86 |
1.000 |
3,299.83 |
1.618 |
3,248.02 |
2.618 |
3,164.18 |
4.250 |
3,027.35 |
|
|
Fisher Pivots for day following 01-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,445.62 |
3,448.41 |
PP |
3,435.61 |
3,441.18 |
S1 |
3,425.59 |
3,433.95 |
|