| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,423.12 |
3,455.68 |
32.56 |
1.0% |
3,564.57 |
| High |
3,467.51 |
3,499.08 |
31.57 |
0.9% |
3,682.59 |
| Low |
3,383.67 |
3,401.17 |
17.50 |
0.5% |
3,359.46 |
| Close |
3,455.64 |
3,426.33 |
-29.31 |
-0.8% |
3,455.64 |
| Range |
83.84 |
97.91 |
14.07 |
16.8% |
323.13 |
| ATR |
171.37 |
166.13 |
-5.25 |
-3.1% |
0.00 |
| Volume |
44,920 |
28,110 |
-16,810 |
-37.4% |
262,668 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,735.92 |
3,679.04 |
3,480.18 |
|
| R3 |
3,638.01 |
3,581.13 |
3,453.26 |
|
| R2 |
3,540.10 |
3,540.10 |
3,444.28 |
|
| R1 |
3,483.22 |
3,483.22 |
3,435.31 |
3,462.71 |
| PP |
3,442.19 |
3,442.19 |
3,442.19 |
3,431.94 |
| S1 |
3,385.31 |
3,385.31 |
3,417.35 |
3,364.80 |
| S2 |
3,344.28 |
3,344.28 |
3,408.38 |
|
| S3 |
3,246.37 |
3,287.40 |
3,399.40 |
|
| S4 |
3,148.46 |
3,189.49 |
3,372.48 |
|
|
| 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 |
3,499.08 |
3,359.46 |
139.62 |
4.1% |
88.05 |
2.6% |
48% |
True |
False |
42,787 |
| 10 |
3,682.59 |
3,359.46 |
323.13 |
9.4% |
112.68 |
3.3% |
21% |
False |
False |
45,152 |
| 20 |
4,114.72 |
3,359.46 |
755.26 |
22.0% |
142.84 |
4.2% |
9% |
False |
False |
50,540 |
| 40 |
4,258.85 |
3,158.10 |
1,100.75 |
32.1% |
213.35 |
6.2% |
24% |
False |
False |
76,595 |
| 60 |
6,568.87 |
3,158.10 |
3,410.77 |
99.5% |
270.92 |
7.9% |
8% |
False |
False |
89,240 |
| 80 |
6,980.29 |
3,158.10 |
3,822.19 |
111.6% |
247.62 |
7.2% |
7% |
False |
False |
78,568 |
| 100 |
6,980.29 |
3,158.10 |
3,822.19 |
111.6% |
240.05 |
7.0% |
7% |
False |
False |
73,100 |
| 120 |
7,405.24 |
3,158.10 |
4,247.14 |
124.0% |
254.21 |
7.4% |
6% |
False |
False |
72,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,915.20 |
|
2.618 |
3,755.41 |
|
1.618 |
3,657.50 |
|
1.000 |
3,596.99 |
|
0.618 |
3,559.59 |
|
HIGH |
3,499.08 |
|
0.618 |
3,461.68 |
|
0.500 |
3,450.13 |
|
0.382 |
3,438.57 |
|
LOW |
3,401.17 |
|
0.618 |
3,340.66 |
|
1.000 |
3,303.26 |
|
1.618 |
3,242.75 |
|
2.618 |
3,144.84 |
|
4.250 |
2,985.05 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,450.13 |
3,441.38 |
| PP |
3,442.19 |
3,436.36 |
| S1 |
3,434.26 |
3,431.35 |
|