| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,455.68 |
3,426.18 |
-29.50 |
-0.9% |
3,564.57 |
| High |
3,499.08 |
3,449.26 |
-49.82 |
-1.4% |
3,682.59 |
| Low |
3,401.17 |
3,406.79 |
5.62 |
0.2% |
3,359.46 |
| Close |
3,426.33 |
3,430.86 |
4.53 |
0.1% |
3,455.64 |
| Range |
97.91 |
42.47 |
-55.44 |
-56.6% |
323.13 |
| ATR |
166.13 |
157.29 |
-8.83 |
-5.3% |
0.00 |
| Volume |
28,110 |
30,397 |
2,287 |
8.1% |
262,668 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,556.38 |
3,536.09 |
3,454.22 |
|
| R3 |
3,513.91 |
3,493.62 |
3,442.54 |
|
| R2 |
3,471.44 |
3,471.44 |
3,438.65 |
|
| R1 |
3,451.15 |
3,451.15 |
3,434.75 |
3,461.30 |
| PP |
3,428.97 |
3,428.97 |
3,428.97 |
3,434.04 |
| S1 |
3,408.68 |
3,408.68 |
3,426.97 |
3,418.83 |
| S2 |
3,386.50 |
3,386.50 |
3,423.07 |
|
| S3 |
3,344.03 |
3,366.21 |
3,419.18 |
|
| S4 |
3,301.56 |
3,323.74 |
3,407.50 |
|
|
| 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 |
3,383.67 |
115.41 |
3.4% |
78.61 |
2.3% |
41% |
False |
False |
39,772 |
| 10 |
3,682.59 |
3,359.46 |
323.13 |
9.4% |
100.96 |
2.9% |
22% |
False |
False |
40,778 |
| 20 |
4,114.72 |
3,359.46 |
755.26 |
22.0% |
129.96 |
3.8% |
9% |
False |
False |
49,981 |
| 40 |
4,258.85 |
3,158.10 |
1,100.75 |
32.1% |
207.66 |
6.1% |
25% |
False |
False |
74,353 |
| 60 |
6,553.24 |
3,158.10 |
3,395.14 |
99.0% |
269.58 |
7.9% |
8% |
False |
False |
89,035 |
| 80 |
6,980.29 |
3,158.10 |
3,822.19 |
111.4% |
246.34 |
7.2% |
7% |
False |
False |
78,431 |
| 100 |
6,980.29 |
3,158.10 |
3,822.19 |
111.4% |
238.99 |
7.0% |
7% |
False |
False |
72,900 |
| 120 |
7,405.24 |
3,158.10 |
4,247.14 |
123.8% |
251.31 |
7.3% |
6% |
False |
False |
72,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,629.76 |
|
2.618 |
3,560.45 |
|
1.618 |
3,517.98 |
|
1.000 |
3,491.73 |
|
0.618 |
3,475.51 |
|
HIGH |
3,449.26 |
|
0.618 |
3,433.04 |
|
0.500 |
3,428.03 |
|
0.382 |
3,423.01 |
|
LOW |
3,406.79 |
|
0.618 |
3,380.54 |
|
1.000 |
3,364.32 |
|
1.618 |
3,338.07 |
|
2.618 |
3,295.60 |
|
4.250 |
3,226.29 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,429.92 |
3,441.38 |
| PP |
3,428.97 |
3,437.87 |
| S1 |
3,428.03 |
3,434.37 |
|