| 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 |
3,167.0 |
3,163.0 |
-4.0 |
-0.1% |
3,146.0 |
| High |
3,175.0 |
3,172.0 |
-3.0 |
-0.1% |
3,175.0 |
| Low |
3,124.0 |
3,140.0 |
16.0 |
0.5% |
3,118.0 |
| Close |
3,152.0 |
3,168.0 |
16.0 |
0.5% |
3,168.0 |
| Range |
51.0 |
32.0 |
-19.0 |
-37.3% |
57.0 |
| ATR |
46.3 |
45.3 |
-1.0 |
-2.2% |
0.0 |
| Volume |
925,166 |
786,829 |
-138,337 |
-15.0% |
4,736,931 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.0 |
3,244.0 |
3,185.6 |
|
| R3 |
3,224.0 |
3,212.0 |
3,176.8 |
|
| R2 |
3,192.0 |
3,192.0 |
3,173.9 |
|
| R1 |
3,180.0 |
3,180.0 |
3,170.9 |
3,186.0 |
| PP |
3,160.0 |
3,160.0 |
3,160.0 |
3,163.0 |
| S1 |
3,148.0 |
3,148.0 |
3,165.1 |
3,154.0 |
| S2 |
3,128.0 |
3,128.0 |
3,162.1 |
|
| S3 |
3,096.0 |
3,116.0 |
3,159.2 |
|
| S4 |
3,064.0 |
3,084.0 |
3,150.4 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.7 |
3,303.3 |
3,199.4 |
|
| R3 |
3,267.7 |
3,246.3 |
3,183.7 |
|
| R2 |
3,210.7 |
3,210.7 |
3,178.5 |
|
| R1 |
3,189.3 |
3,189.3 |
3,173.2 |
3,200.0 |
| PP |
3,153.7 |
3,153.7 |
3,153.7 |
3,159.0 |
| S1 |
3,132.3 |
3,132.3 |
3,162.8 |
3,143.0 |
| S2 |
3,096.7 |
3,096.7 |
3,157.6 |
|
| S3 |
3,039.7 |
3,075.3 |
3,152.3 |
|
| S4 |
2,982.7 |
3,018.3 |
3,136.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,175.0 |
3,118.0 |
57.0 |
1.8% |
35.8 |
1.1% |
88% |
False |
False |
947,386 |
| 10 |
3,175.0 |
3,073.0 |
102.0 |
3.2% |
38.3 |
1.2% |
93% |
False |
False |
908,429 |
| 20 |
3,175.0 |
2,931.0 |
244.0 |
7.7% |
41.9 |
1.3% |
97% |
False |
False |
938,917 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.4% |
48.0 |
1.5% |
83% |
False |
False |
863,667 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.9% |
44.9 |
1.4% |
79% |
False |
False |
580,481 |
| 80 |
3,353.0 |
2,895.0 |
458.0 |
14.5% |
47.4 |
1.5% |
60% |
False |
False |
437,921 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
42.7 |
1.3% |
51% |
False |
False |
350,979 |
| 120 |
3,437.0 |
2,895.0 |
542.0 |
17.1% |
39.5 |
1.2% |
50% |
False |
False |
292,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,308.0 |
|
2.618 |
3,255.8 |
|
1.618 |
3,223.8 |
|
1.000 |
3,204.0 |
|
0.618 |
3,191.8 |
|
HIGH |
3,172.0 |
|
0.618 |
3,159.8 |
|
0.500 |
3,156.0 |
|
0.382 |
3,152.2 |
|
LOW |
3,140.0 |
|
0.618 |
3,120.2 |
|
1.000 |
3,108.0 |
|
1.618 |
3,088.2 |
|
2.618 |
3,056.2 |
|
4.250 |
3,004.0 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,164.0 |
3,161.8 |
| PP |
3,160.0 |
3,155.7 |
| S1 |
3,156.0 |
3,149.5 |
|