| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1,502.6 |
1,499.6 |
-3.0 |
-0.2% |
1,481.2 |
| High |
1,506.7 |
1,519.6 |
12.9 |
0.9% |
1,506.7 |
| Low |
1,495.3 |
1,498.3 |
3.0 |
0.2% |
1,463.3 |
| Close |
1,503.5 |
1,517.4 |
13.9 |
0.9% |
1,503.5 |
| Range |
11.4 |
21.3 |
9.9 |
86.8% |
43.4 |
| ATR |
26.3 |
26.0 |
-0.4 |
-1.4% |
0.0 |
| Volume |
122,022 |
101,524 |
-20,498 |
-16.8% |
649,289 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.7 |
1,567.8 |
1,529.1 |
|
| R3 |
1,554.4 |
1,546.5 |
1,523.3 |
|
| R2 |
1,533.1 |
1,533.1 |
1,521.3 |
|
| R1 |
1,525.2 |
1,525.2 |
1,519.4 |
1,529.2 |
| PP |
1,511.8 |
1,511.8 |
1,511.8 |
1,513.7 |
| S1 |
1,503.9 |
1,503.9 |
1,515.4 |
1,507.9 |
| S2 |
1,490.5 |
1,490.5 |
1,513.5 |
|
| S3 |
1,469.2 |
1,482.6 |
1,511.5 |
|
| S4 |
1,447.9 |
1,461.3 |
1,505.7 |
|
|
| 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 |
1,519.6 |
1,466.1 |
53.5 |
3.5% |
18.4 |
1.2% |
96% |
True |
False |
124,398 |
| 10 |
1,519.6 |
1,444.4 |
75.2 |
5.0% |
21.5 |
1.4% |
97% |
True |
False |
123,927 |
| 20 |
1,519.6 |
1,375.8 |
143.8 |
9.5% |
22.2 |
1.5% |
98% |
True |
False |
130,838 |
| 40 |
1,519.6 |
1,252.0 |
267.6 |
17.6% |
33.1 |
2.2% |
99% |
True |
False |
143,384 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
22.5% |
32.4 |
2.1% |
78% |
False |
False |
95,616 |
| 80 |
1,634.6 |
1,252.0 |
382.6 |
25.2% |
33.4 |
2.2% |
69% |
False |
False |
71,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,610.1 |
|
2.618 |
1,575.4 |
|
1.618 |
1,554.1 |
|
1.000 |
1,540.9 |
|
0.618 |
1,532.8 |
|
HIGH |
1,519.6 |
|
0.618 |
1,511.5 |
|
0.500 |
1,509.0 |
|
0.382 |
1,506.4 |
|
LOW |
1,498.3 |
|
0.618 |
1,485.1 |
|
1.000 |
1,477.0 |
|
1.618 |
1,463.8 |
|
2.618 |
1,442.5 |
|
4.250 |
1,407.8 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.6 |
1,512.3 |
| PP |
1,511.8 |
1,507.1 |
| S1 |
1,509.0 |
1,502.0 |
|