| 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 |
6,911.00 |
6,863.75 |
-47.25 |
-0.7% |
6,784.25 |
| High |
6,927.50 |
6,983.00 |
55.50 |
0.8% |
6,943.00 |
| Low |
6,860.50 |
6,858.25 |
-2.25 |
0.0% |
6,616.75 |
| Close |
6,877.75 |
6,937.50 |
59.75 |
0.9% |
6,877.75 |
| Range |
67.00 |
124.75 |
57.75 |
86.2% |
326.25 |
| ATR |
144.52 |
143.11 |
-1.41 |
-1.0% |
0.00 |
| Volume |
461,403 |
353,660 |
-107,743 |
-23.4% |
2,476,226 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,300.50 |
7,243.75 |
7,006.00 |
|
| R3 |
7,175.75 |
7,119.00 |
6,971.75 |
|
| R2 |
7,051.00 |
7,051.00 |
6,960.25 |
|
| R1 |
6,994.25 |
6,994.25 |
6,949.00 |
7,022.50 |
| PP |
6,926.25 |
6,926.25 |
6,926.25 |
6,940.50 |
| S1 |
6,869.50 |
6,869.50 |
6,926.00 |
6,898.00 |
| S2 |
6,801.50 |
6,801.50 |
6,914.75 |
|
| S3 |
6,676.75 |
6,744.75 |
6,903.25 |
|
| S4 |
6,552.00 |
6,620.00 |
6,869.00 |
|
|
| 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 |
6,983.00 |
6,616.75 |
366.25 |
5.3% |
117.50 |
1.7% |
88% |
True |
False |
467,968 |
| 10 |
6,983.00 |
6,592.25 |
390.75 |
5.6% |
124.50 |
1.8% |
88% |
True |
False |
489,202 |
| 20 |
6,983.00 |
6,402.50 |
580.50 |
8.4% |
116.75 |
1.7% |
92% |
True |
False |
478,965 |
| 40 |
6,983.00 |
5,820.50 |
1,162.50 |
16.8% |
170.50 |
2.5% |
96% |
True |
False |
474,938 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
20.8% |
169.50 |
2.4% |
77% |
False |
False |
317,301 |
| 80 |
7,448.50 |
5,820.50 |
1,628.00 |
23.5% |
182.25 |
2.6% |
69% |
False |
False |
238,466 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.0% |
166.50 |
2.4% |
57% |
False |
False |
190,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,513.25 |
|
2.618 |
7,309.50 |
|
1.618 |
7,184.75 |
|
1.000 |
7,107.75 |
|
0.618 |
7,060.00 |
|
HIGH |
6,983.00 |
|
0.618 |
6,935.25 |
|
0.500 |
6,920.50 |
|
0.382 |
6,906.00 |
|
LOW |
6,858.25 |
|
0.618 |
6,781.25 |
|
1.000 |
6,733.50 |
|
1.618 |
6,656.50 |
|
2.618 |
6,531.75 |
|
4.250 |
6,328.00 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,932.00 |
6,928.75 |
| PP |
6,926.25 |
6,920.00 |
| S1 |
6,920.50 |
6,911.00 |
|