| 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 |
6,844.25 |
6,911.00 |
66.75 |
1.0% |
6,784.25 |
| High |
6,943.00 |
6,927.50 |
-15.50 |
-0.2% |
6,943.00 |
| Low |
6,839.25 |
6,860.50 |
21.25 |
0.3% |
6,616.75 |
| Close |
6,914.75 |
6,877.75 |
-37.00 |
-0.5% |
6,877.75 |
| Range |
103.75 |
67.00 |
-36.75 |
-35.4% |
326.25 |
| ATR |
150.49 |
144.52 |
-5.96 |
-4.0% |
0.00 |
| Volume |
557,023 |
461,403 |
-95,620 |
-17.2% |
2,476,226 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,089.50 |
7,050.75 |
6,914.50 |
|
| R3 |
7,022.50 |
6,983.75 |
6,896.25 |
|
| R2 |
6,955.50 |
6,955.50 |
6,890.00 |
|
| R1 |
6,916.75 |
6,916.75 |
6,884.00 |
6,902.50 |
| PP |
6,888.50 |
6,888.50 |
6,888.50 |
6,881.50 |
| S1 |
6,849.75 |
6,849.75 |
6,871.50 |
6,835.50 |
| S2 |
6,821.50 |
6,821.50 |
6,865.50 |
|
| S3 |
6,754.50 |
6,782.75 |
6,859.25 |
|
| S4 |
6,687.50 |
6,715.75 |
6,841.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,791.25 |
7,660.75 |
7,057.25 |
|
| R3 |
7,465.00 |
7,334.50 |
6,967.50 |
|
| R2 |
7,138.75 |
7,138.75 |
6,937.50 |
|
| R1 |
7,008.25 |
7,008.25 |
6,907.75 |
7,073.50 |
| PP |
6,812.50 |
6,812.50 |
6,812.50 |
6,845.00 |
| S1 |
6,682.00 |
6,682.00 |
6,847.75 |
6,747.25 |
| S2 |
6,486.25 |
6,486.25 |
6,818.00 |
|
| S3 |
6,160.00 |
6,355.75 |
6,788.00 |
|
| S4 |
5,833.75 |
6,029.50 |
6,698.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,943.00 |
6,616.75 |
326.25 |
4.7% |
121.00 |
1.8% |
80% |
False |
False |
495,245 |
| 10 |
6,943.00 |
6,592.25 |
350.75 |
5.1% |
123.50 |
1.8% |
81% |
False |
False |
503,824 |
| 20 |
6,943.00 |
6,136.50 |
806.50 |
11.7% |
126.75 |
1.8% |
92% |
False |
False |
496,109 |
| 40 |
6,943.00 |
5,820.50 |
1,122.50 |
16.3% |
169.00 |
2.5% |
94% |
False |
False |
466,109 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.0% |
169.50 |
2.5% |
73% |
False |
False |
311,425 |
| 80 |
7,492.75 |
5,820.50 |
1,672.25 |
24.3% |
182.25 |
2.6% |
63% |
False |
False |
234,059 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.3% |
166.25 |
2.4% |
54% |
False |
False |
187,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,212.25 |
|
2.618 |
7,103.00 |
|
1.618 |
7,036.00 |
|
1.000 |
6,994.50 |
|
0.618 |
6,969.00 |
|
HIGH |
6,927.50 |
|
0.618 |
6,902.00 |
|
0.500 |
6,894.00 |
|
0.382 |
6,886.00 |
|
LOW |
6,860.50 |
|
0.618 |
6,819.00 |
|
1.000 |
6,793.50 |
|
1.618 |
6,752.00 |
|
2.618 |
6,685.00 |
|
4.250 |
6,575.75 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,894.00 |
6,852.00 |
| PP |
6,888.50 |
6,826.25 |
| S1 |
6,883.25 |
6,800.50 |
|