| 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 |
3,168.0 |
3,171.0 |
3.0 |
0.1% |
3,146.0 |
| High |
3,172.0 |
3,213.0 |
41.0 |
1.3% |
3,175.0 |
| Low |
3,140.0 |
3,159.0 |
19.0 |
0.6% |
3,118.0 |
| Close |
3,154.0 |
3,208.0 |
54.0 |
1.7% |
3,168.0 |
| Range |
32.0 |
54.0 |
22.0 |
68.8% |
57.0 |
| ATR |
44.3 |
45.4 |
1.0 |
2.4% |
0.0 |
| Volume |
1,075,524 |
861,155 |
-214,369 |
-19.9% |
4,736,931 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,355.3 |
3,335.7 |
3,237.7 |
|
| R3 |
3,301.3 |
3,281.7 |
3,222.9 |
|
| R2 |
3,247.3 |
3,247.3 |
3,217.9 |
|
| R1 |
3,227.7 |
3,227.7 |
3,213.0 |
3,237.5 |
| PP |
3,193.3 |
3,193.3 |
3,193.3 |
3,198.3 |
| S1 |
3,173.7 |
3,173.7 |
3,203.1 |
3,183.5 |
| S2 |
3,139.3 |
3,139.3 |
3,198.1 |
|
| S3 |
3,085.3 |
3,119.7 |
3,193.2 |
|
| S4 |
3,031.3 |
3,065.7 |
3,178.3 |
|
|
| 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 |
3,213.0 |
3,124.0 |
89.0 |
2.8% |
39.8 |
1.2% |
94% |
True |
False |
1,024,391 |
| 10 |
3,213.0 |
3,084.0 |
129.0 |
4.0% |
37.4 |
1.2% |
96% |
True |
False |
964,793 |
| 20 |
3,213.0 |
3,019.0 |
194.0 |
6.0% |
37.8 |
1.2% |
97% |
True |
False |
936,113 |
| 40 |
3,213.0 |
2,895.0 |
318.0 |
9.9% |
48.7 |
1.5% |
98% |
True |
False |
909,891 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.8% |
45.3 |
1.4% |
91% |
False |
False |
612,661 |
| 80 |
3,306.0 |
2,895.0 |
411.0 |
12.8% |
47.4 |
1.5% |
76% |
False |
False |
462,031 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.6% |
43.2 |
1.3% |
59% |
False |
False |
370,343 |
| 120 |
3,431.0 |
2,895.0 |
536.0 |
16.7% |
39.7 |
1.2% |
58% |
False |
False |
308,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,442.5 |
|
2.618 |
3,354.4 |
|
1.618 |
3,300.4 |
|
1.000 |
3,267.0 |
|
0.618 |
3,246.4 |
|
HIGH |
3,213.0 |
|
0.618 |
3,192.4 |
|
0.500 |
3,186.0 |
|
0.382 |
3,179.6 |
|
LOW |
3,159.0 |
|
0.618 |
3,125.6 |
|
1.000 |
3,105.0 |
|
1.618 |
3,071.6 |
|
2.618 |
3,017.6 |
|
4.250 |
2,929.5 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,200.7 |
3,197.5 |
| PP |
3,193.3 |
3,187.0 |
| S1 |
3,186.0 |
3,176.5 |
|