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 |
6,878.5 |
6,926.5 |
48.0 |
0.7% |
6,730.0 |
High |
6,933.0 |
6,971.0 |
38.0 |
0.5% |
6,971.0 |
Low |
6,869.0 |
6,902.0 |
33.0 |
0.5% |
6,671.0 |
Close |
6,902.5 |
6,961.0 |
58.5 |
0.8% |
6,961.0 |
Range |
64.0 |
69.0 |
5.0 |
7.8% |
300.0 |
ATR |
98.2 |
96.1 |
-2.1 |
-2.1% |
0.0 |
Volume |
125,749 |
99,259 |
-26,490 |
-21.1% |
551,731 |
|
Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,151.5 |
7,125.5 |
6,999.0 |
|
R3 |
7,082.5 |
7,056.5 |
6,980.0 |
|
R2 |
7,013.5 |
7,013.5 |
6,973.5 |
|
R1 |
6,987.5 |
6,987.5 |
6,967.5 |
7,000.5 |
PP |
6,944.5 |
6,944.5 |
6,944.5 |
6,951.0 |
S1 |
6,918.5 |
6,918.5 |
6,954.5 |
6,931.5 |
S2 |
6,875.5 |
6,875.5 |
6,948.5 |
|
S3 |
6,806.5 |
6,849.5 |
6,942.0 |
|
S4 |
6,737.5 |
6,780.5 |
6,923.0 |
|
|
Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,767.5 |
7,664.5 |
7,126.0 |
|
R3 |
7,467.5 |
7,364.5 |
7,043.5 |
|
R2 |
7,167.5 |
7,167.5 |
7,016.0 |
|
R1 |
7,064.5 |
7,064.5 |
6,988.5 |
7,116.0 |
PP |
6,867.5 |
6,867.5 |
6,867.5 |
6,893.5 |
S1 |
6,764.5 |
6,764.5 |
6,933.5 |
6,816.0 |
S2 |
6,567.5 |
6,567.5 |
6,906.0 |
|
S3 |
6,267.5 |
6,464.5 |
6,878.5 |
|
S4 |
5,967.5 |
6,164.5 |
6,796.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,971.0 |
6,671.0 |
300.0 |
4.3% |
91.5 |
1.3% |
97% |
True |
False |
110,346 |
10 |
6,971.0 |
6,671.0 |
300.0 |
4.3% |
84.0 |
1.2% |
97% |
True |
False |
99,638 |
20 |
6,971.0 |
6,671.0 |
300.0 |
4.3% |
87.5 |
1.3% |
97% |
True |
False |
97,156 |
40 |
6,971.0 |
6,475.0 |
496.0 |
7.1% |
101.0 |
1.5% |
98% |
True |
False |
98,244 |
60 |
7,080.0 |
6,475.0 |
605.0 |
8.7% |
85.0 |
1.2% |
80% |
False |
False |
66,600 |
80 |
7,082.5 |
6,475.0 |
607.5 |
8.7% |
73.0 |
1.1% |
80% |
False |
False |
49,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,264.0 |
2.618 |
7,151.5 |
1.618 |
7,082.5 |
1.000 |
7,040.0 |
0.618 |
7,013.5 |
HIGH |
6,971.0 |
0.618 |
6,944.5 |
0.500 |
6,936.5 |
0.382 |
6,928.5 |
LOW |
6,902.0 |
0.618 |
6,859.5 |
1.000 |
6,833.0 |
1.618 |
6,790.5 |
2.618 |
6,721.5 |
4.250 |
6,609.0 |
|
|
Fisher Pivots for day following 01-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
6,953.0 |
6,934.0 |
PP |
6,944.5 |
6,907.0 |
S1 |
6,936.5 |
6,880.0 |
|