| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,208.0 |
3,201.0 |
-7.0 |
-0.2% |
3,146.0 |
| High |
3,213.0 |
3,205.0 |
-8.0 |
-0.2% |
3,175.0 |
| Low |
3,195.0 |
3,142.0 |
-53.0 |
-1.7% |
3,118.0 |
| Close |
3,206.0 |
3,152.0 |
-54.0 |
-1.7% |
3,168.0 |
| Range |
18.0 |
63.0 |
45.0 |
250.0% |
57.0 |
| ATR |
43.4 |
44.9 |
1.5 |
3.4% |
0.0 |
| Volume |
1,493,643 |
1,099,553 |
-394,090 |
-26.4% |
4,736,931 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,355.3 |
3,316.7 |
3,186.7 |
|
| R3 |
3,292.3 |
3,253.7 |
3,169.3 |
|
| R2 |
3,229.3 |
3,229.3 |
3,163.6 |
|
| R1 |
3,190.7 |
3,190.7 |
3,157.8 |
3,178.5 |
| PP |
3,166.3 |
3,166.3 |
3,166.3 |
3,160.3 |
| S1 |
3,127.7 |
3,127.7 |
3,146.2 |
3,115.5 |
| S2 |
3,103.3 |
3,103.3 |
3,140.5 |
|
| S3 |
3,040.3 |
3,064.7 |
3,134.7 |
|
| S4 |
2,977.3 |
3,001.7 |
3,117.4 |
|
|
| 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 |
3,213.0 |
3,140.0 |
73.0 |
2.3% |
39.8 |
1.3% |
16% |
False |
False |
1,063,340 |
| 10 |
3,213.0 |
3,118.0 |
95.0 |
3.0% |
38.5 |
1.2% |
36% |
False |
False |
1,009,647 |
| 20 |
3,213.0 |
3,025.0 |
188.0 |
6.0% |
37.9 |
1.2% |
68% |
False |
False |
980,132 |
| 40 |
3,213.0 |
2,895.0 |
318.0 |
10.1% |
48.2 |
1.5% |
81% |
False |
False |
969,802 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.9% |
45.5 |
1.4% |
74% |
False |
False |
655,543 |
| 80 |
3,258.0 |
2,895.0 |
363.0 |
11.5% |
46.7 |
1.5% |
71% |
False |
False |
493,817 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
43.7 |
1.4% |
48% |
False |
False |
396,271 |
| 120 |
3,431.0 |
2,895.0 |
536.0 |
17.0% |
39.9 |
1.3% |
48% |
False |
False |
330,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,472.8 |
|
2.618 |
3,369.9 |
|
1.618 |
3,306.9 |
|
1.000 |
3,268.0 |
|
0.618 |
3,243.9 |
|
HIGH |
3,205.0 |
|
0.618 |
3,180.9 |
|
0.500 |
3,173.5 |
|
0.382 |
3,166.1 |
|
LOW |
3,142.0 |
|
0.618 |
3,103.1 |
|
1.000 |
3,079.0 |
|
1.618 |
3,040.1 |
|
2.618 |
2,977.1 |
|
4.250 |
2,874.3 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,173.5 |
3,177.5 |
| PP |
3,166.3 |
3,169.0 |
| S1 |
3,159.2 |
3,160.5 |
|