| 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 |
6,965.0 |
6,993.5 |
28.5 |
0.4% |
6,730.0 |
| High |
7,003.5 |
7,124.0 |
120.5 |
1.7% |
6,971.0 |
| Low |
6,939.0 |
6,989.0 |
50.0 |
0.7% |
6,671.0 |
| Close |
6,966.5 |
7,110.0 |
143.5 |
2.1% |
6,961.0 |
| Range |
64.5 |
135.0 |
70.5 |
109.3% |
300.0 |
| ATR |
93.8 |
98.4 |
4.5 |
4.8% |
0.0 |
| Volume |
94,393 |
121,972 |
27,579 |
29.2% |
551,731 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,479.5 |
7,429.5 |
7,184.0 |
|
| R3 |
7,344.5 |
7,294.5 |
7,147.0 |
|
| R2 |
7,209.5 |
7,209.5 |
7,135.0 |
|
| R1 |
7,159.5 |
7,159.5 |
7,122.5 |
7,184.5 |
| PP |
7,074.5 |
7,074.5 |
7,074.5 |
7,087.0 |
| S1 |
7,024.5 |
7,024.5 |
7,097.5 |
7,049.5 |
| S2 |
6,939.5 |
6,939.5 |
7,085.0 |
|
| S3 |
6,804.5 |
6,889.5 |
7,073.0 |
|
| S4 |
6,669.5 |
6,754.5 |
7,036.0 |
|
|
| 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 |
7,124.0 |
6,789.5 |
334.5 |
4.7% |
90.0 |
1.3% |
96% |
True |
False |
112,006 |
| 10 |
7,124.0 |
6,671.0 |
453.0 |
6.4% |
86.5 |
1.2% |
97% |
True |
False |
107,178 |
| 20 |
7,124.0 |
6,671.0 |
453.0 |
6.4% |
87.5 |
1.2% |
97% |
True |
False |
98,632 |
| 40 |
7,124.0 |
6,475.0 |
649.0 |
9.1% |
99.5 |
1.4% |
98% |
True |
False |
103,602 |
| 60 |
7,124.0 |
6,475.0 |
649.0 |
9.1% |
88.0 |
1.2% |
98% |
True |
False |
70,206 |
| 80 |
7,124.0 |
6,475.0 |
649.0 |
9.1% |
75.5 |
1.1% |
98% |
True |
False |
52,656 |
| 100 |
7,453.5 |
6,475.0 |
978.5 |
13.8% |
63.0 |
0.9% |
65% |
False |
False |
42,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,698.0 |
|
2.618 |
7,477.5 |
|
1.618 |
7,342.5 |
|
1.000 |
7,259.0 |
|
0.618 |
7,207.5 |
|
HIGH |
7,124.0 |
|
0.618 |
7,072.5 |
|
0.500 |
7,056.5 |
|
0.382 |
7,040.5 |
|
LOW |
6,989.0 |
|
0.618 |
6,905.5 |
|
1.000 |
6,854.0 |
|
1.618 |
6,770.5 |
|
2.618 |
6,635.5 |
|
4.250 |
6,415.0 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,092.0 |
7,077.5 |
| PP |
7,074.5 |
7,045.5 |
| S1 |
7,056.5 |
7,013.0 |
|