| 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 |
1,488.5 |
1,502.6 |
14.1 |
0.9% |
1,481.2 |
| High |
1,504.7 |
1,506.7 |
2.0 |
0.1% |
1,506.7 |
| Low |
1,484.4 |
1,495.3 |
10.9 |
0.7% |
1,463.3 |
| Close |
1,500.2 |
1,503.5 |
3.3 |
0.2% |
1,503.5 |
| Range |
20.3 |
11.4 |
-8.9 |
-43.8% |
43.4 |
| ATR |
27.5 |
26.3 |
-1.1 |
-4.2% |
0.0 |
| Volume |
169,049 |
122,022 |
-47,027 |
-27.8% |
649,289 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.0 |
1,531.2 |
1,509.8 |
|
| R3 |
1,524.6 |
1,519.8 |
1,506.6 |
|
| R2 |
1,513.2 |
1,513.2 |
1,505.6 |
|
| R1 |
1,508.4 |
1,508.4 |
1,504.5 |
1,510.8 |
| PP |
1,501.8 |
1,501.8 |
1,501.8 |
1,503.1 |
| S1 |
1,497.0 |
1,497.0 |
1,502.5 |
1,499.4 |
| S2 |
1,490.4 |
1,490.4 |
1,501.4 |
|
| S3 |
1,479.0 |
1,485.6 |
1,500.4 |
|
| S4 |
1,467.6 |
1,474.2 |
1,497.2 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.4 |
1,605.8 |
1,527.4 |
|
| R3 |
1,578.0 |
1,562.4 |
1,515.4 |
|
| R2 |
1,534.6 |
1,534.6 |
1,511.5 |
|
| R1 |
1,519.0 |
1,519.0 |
1,507.5 |
1,526.8 |
| PP |
1,491.2 |
1,491.2 |
1,491.2 |
1,495.1 |
| S1 |
1,475.6 |
1,475.6 |
1,499.5 |
1,483.4 |
| S2 |
1,447.8 |
1,447.8 |
1,495.5 |
|
| S3 |
1,404.4 |
1,432.2 |
1,491.6 |
|
| S4 |
1,361.0 |
1,388.8 |
1,479.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,506.7 |
1,463.3 |
43.4 |
2.9% |
18.0 |
1.2% |
93% |
True |
False |
129,857 |
| 10 |
1,506.7 |
1,444.4 |
62.3 |
4.1% |
21.7 |
1.4% |
95% |
True |
False |
127,652 |
| 20 |
1,506.7 |
1,325.3 |
181.4 |
12.1% |
24.2 |
1.6% |
98% |
True |
False |
134,875 |
| 40 |
1,506.7 |
1,252.0 |
254.7 |
16.9% |
32.7 |
2.2% |
99% |
True |
False |
140,847 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
22.7% |
32.4 |
2.2% |
74% |
False |
False |
93,924 |
| 80 |
1,646.6 |
1,252.0 |
394.6 |
26.2% |
33.4 |
2.2% |
64% |
False |
False |
70,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,555.2 |
|
2.618 |
1,536.5 |
|
1.618 |
1,525.1 |
|
1.000 |
1,518.1 |
|
0.618 |
1,513.7 |
|
HIGH |
1,506.7 |
|
0.618 |
1,502.3 |
|
0.500 |
1,501.0 |
|
0.382 |
1,499.7 |
|
LOW |
1,495.3 |
|
0.618 |
1,488.3 |
|
1.000 |
1,483.9 |
|
1.618 |
1,476.9 |
|
2.618 |
1,465.5 |
|
4.250 |
1,446.9 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,502.7 |
1,497.8 |
| PP |
1,501.8 |
1,492.1 |
| S1 |
1,501.0 |
1,486.4 |
|