Trading Metrics calculated at close of trading on 11-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,150.0 |
3,144.0 |
-6.0 |
-0.2% |
3,168.0 |
High |
3,158.0 |
3,170.0 |
12.0 |
0.4% |
3,213.0 |
Low |
3,120.0 |
3,139.0 |
19.0 |
0.6% |
3,120.0 |
Close |
3,132.0 |
3,164.0 |
32.0 |
1.0% |
3,132.0 |
Range |
38.0 |
31.0 |
-7.0 |
-18.4% |
93.0 |
ATR |
44.4 |
43.9 |
-0.5 |
-1.0% |
0.0 |
Volume |
807,335 |
832,001 |
24,666 |
3.1% |
5,337,210 |
|
Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,250.7 |
3,238.3 |
3,181.1 |
|
R3 |
3,219.7 |
3,207.3 |
3,172.5 |
|
R2 |
3,188.7 |
3,188.7 |
3,169.7 |
|
R1 |
3,176.3 |
3,176.3 |
3,166.8 |
3,182.5 |
PP |
3,157.7 |
3,157.7 |
3,157.7 |
3,160.8 |
S1 |
3,145.3 |
3,145.3 |
3,161.2 |
3,151.5 |
S2 |
3,126.7 |
3,126.7 |
3,158.3 |
|
S3 |
3,095.7 |
3,114.3 |
3,155.5 |
|
S4 |
3,064.7 |
3,083.3 |
3,147.0 |
|
|
Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,434.0 |
3,376.0 |
3,183.2 |
|
R3 |
3,341.0 |
3,283.0 |
3,157.6 |
|
R2 |
3,248.0 |
3,248.0 |
3,149.1 |
|
R1 |
3,190.0 |
3,190.0 |
3,140.5 |
3,172.5 |
PP |
3,155.0 |
3,155.0 |
3,155.0 |
3,146.3 |
S1 |
3,097.0 |
3,097.0 |
3,123.5 |
3,079.5 |
S2 |
3,062.0 |
3,062.0 |
3,115.0 |
|
S3 |
2,969.0 |
3,004.0 |
3,106.4 |
|
S4 |
2,876.0 |
2,911.0 |
3,080.9 |
|
|
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 |
3,120.0 |
93.0 |
2.9% |
40.8 |
1.3% |
47% |
False |
False |
1,018,737 |
10 |
3,213.0 |
3,120.0 |
93.0 |
2.9% |
38.5 |
1.2% |
47% |
False |
False |
1,013,707 |
20 |
3,213.0 |
3,025.0 |
188.0 |
5.9% |
37.6 |
1.2% |
74% |
False |
False |
979,477 |
40 |
3,213.0 |
2,895.0 |
318.0 |
10.1% |
46.1 |
1.5% |
85% |
False |
False |
1,006,523 |
60 |
3,226.0 |
2,895.0 |
331.0 |
10.5% |
45.7 |
1.4% |
81% |
False |
False |
682,824 |
80 |
3,258.0 |
2,895.0 |
363.0 |
11.5% |
45.8 |
1.4% |
74% |
False |
False |
513,557 |
100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
44.0 |
1.4% |
50% |
False |
False |
412,649 |
120 |
3,431.0 |
2,895.0 |
536.0 |
16.9% |
40.1 |
1.3% |
50% |
False |
False |
344,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,301.8 |
2.618 |
3,251.2 |
1.618 |
3,220.2 |
1.000 |
3,201.0 |
0.618 |
3,189.2 |
HIGH |
3,170.0 |
0.618 |
3,158.2 |
0.500 |
3,154.5 |
0.382 |
3,150.8 |
LOW |
3,139.0 |
0.618 |
3,119.8 |
1.000 |
3,108.0 |
1.618 |
3,088.8 |
2.618 |
3,057.8 |
4.250 |
3,007.3 |
|
|
Fisher Pivots for day following 11-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,160.8 |
3,163.5 |
PP |
3,157.7 |
3,163.0 |
S1 |
3,154.5 |
3,162.5 |
|