| 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 |
3,163.0 |
3,168.0 |
5.0 |
0.2% |
3,146.0 |
| High |
3,172.0 |
3,172.0 |
0.0 |
0.0% |
3,175.0 |
| Low |
3,140.0 |
3,140.0 |
0.0 |
0.0% |
3,118.0 |
| Close |
3,168.0 |
3,154.0 |
-14.0 |
-0.4% |
3,168.0 |
| Range |
32.0 |
32.0 |
0.0 |
0.0% |
57.0 |
| ATR |
45.3 |
44.3 |
-0.9 |
-2.1% |
0.0 |
| Volume |
786,829 |
1,075,524 |
288,695 |
36.7% |
4,736,931 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.3 |
3,234.7 |
3,171.6 |
|
| R3 |
3,219.3 |
3,202.7 |
3,162.8 |
|
| R2 |
3,187.3 |
3,187.3 |
3,159.9 |
|
| R1 |
3,170.7 |
3,170.7 |
3,156.9 |
3,163.0 |
| PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,151.5 |
| S1 |
3,138.7 |
3,138.7 |
3,151.1 |
3,131.0 |
| S2 |
3,123.3 |
3,123.3 |
3,148.1 |
|
| S3 |
3,091.3 |
3,106.7 |
3,145.2 |
|
| S4 |
3,059.3 |
3,074.7 |
3,136.4 |
|
|
| 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 |
3,122.0 |
53.0 |
1.7% |
36.2 |
1.1% |
60% |
False |
False |
1,008,678 |
| 10 |
3,175.0 |
3,081.0 |
94.0 |
3.0% |
35.6 |
1.1% |
78% |
False |
False |
968,117 |
| 20 |
3,175.0 |
3,002.0 |
173.0 |
5.5% |
37.9 |
1.2% |
88% |
False |
False |
946,548 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.5% |
48.2 |
1.5% |
78% |
False |
False |
890,447 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.9% |
44.7 |
1.4% |
75% |
False |
False |
598,323 |
| 80 |
3,316.0 |
2,895.0 |
421.0 |
13.3% |
47.2 |
1.5% |
62% |
False |
False |
451,267 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
42.9 |
1.4% |
49% |
False |
False |
361,731 |
| 120 |
3,431.0 |
2,895.0 |
536.0 |
17.0% |
39.3 |
1.2% |
48% |
False |
False |
301,621 |
|
|
|
| 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 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,156.0 |
3,152.5 |
| PP |
3,155.3 |
3,151.0 |
| S1 |
3,154.7 |
3,149.5 |
|