| 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 |
1,499.6 |
1,517.8 |
18.2 |
1.2% |
1,481.2 |
| High |
1,519.6 |
1,525.7 |
6.1 |
0.4% |
1,506.7 |
| Low |
1,498.3 |
1,511.9 |
13.6 |
0.9% |
1,463.3 |
| Close |
1,517.4 |
1,518.4 |
1.0 |
0.1% |
1,503.5 |
| Range |
21.3 |
13.8 |
-7.5 |
-35.2% |
43.4 |
| ATR |
26.0 |
25.1 |
-0.9 |
-3.3% |
0.0 |
| Volume |
101,524 |
91,034 |
-10,490 |
-10.3% |
649,289 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.1 |
1,553.0 |
1,526.0 |
|
| R3 |
1,546.3 |
1,539.2 |
1,522.2 |
|
| R2 |
1,532.5 |
1,532.5 |
1,520.9 |
|
| R1 |
1,525.4 |
1,525.4 |
1,519.7 |
1,529.0 |
| PP |
1,518.7 |
1,518.7 |
1,518.7 |
1,520.4 |
| S1 |
1,511.6 |
1,511.6 |
1,517.1 |
1,515.2 |
| S2 |
1,504.9 |
1,504.9 |
1,515.9 |
|
| S3 |
1,491.1 |
1,497.8 |
1,514.6 |
|
| S4 |
1,477.3 |
1,484.0 |
1,510.8 |
|
|
| 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 |
1,525.7 |
1,466.1 |
59.6 |
3.9% |
18.8 |
1.2% |
88% |
True |
False |
123,345 |
| 10 |
1,525.7 |
1,444.4 |
81.3 |
5.4% |
19.6 |
1.3% |
91% |
True |
False |
117,969 |
| 20 |
1,525.7 |
1,404.6 |
121.1 |
8.0% |
21.0 |
1.4% |
94% |
True |
False |
126,739 |
| 40 |
1,525.7 |
1,252.0 |
273.7 |
18.0% |
32.2 |
2.1% |
97% |
True |
False |
145,640 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
22.5% |
32.1 |
2.1% |
78% |
False |
False |
97,132 |
| 80 |
1,607.0 |
1,252.0 |
355.0 |
23.4% |
32.8 |
2.2% |
75% |
False |
False |
72,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,584.4 |
|
2.618 |
1,561.8 |
|
1.618 |
1,548.0 |
|
1.000 |
1,539.5 |
|
0.618 |
1,534.2 |
|
HIGH |
1,525.7 |
|
0.618 |
1,520.4 |
|
0.500 |
1,518.8 |
|
0.382 |
1,517.2 |
|
LOW |
1,511.9 |
|
0.618 |
1,503.4 |
|
1.000 |
1,498.1 |
|
1.618 |
1,489.6 |
|
2.618 |
1,475.8 |
|
4.250 |
1,453.3 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,518.8 |
1,515.8 |
| PP |
1,518.7 |
1,513.1 |
| S1 |
1,518.5 |
1,510.5 |
|