| 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 |
6,863.75 |
6,937.50 |
73.75 |
1.1% |
6,784.25 |
| High |
6,983.00 |
7,033.75 |
50.75 |
0.7% |
6,943.00 |
| Low |
6,858.25 |
6,928.25 |
70.00 |
1.0% |
6,616.75 |
| Close |
6,937.50 |
7,008.00 |
70.50 |
1.0% |
6,877.75 |
| Range |
124.75 |
105.50 |
-19.25 |
-15.4% |
326.25 |
| ATR |
143.11 |
140.42 |
-2.69 |
-1.9% |
0.00 |
| Volume |
353,660 |
369,764 |
16,104 |
4.6% |
2,476,226 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,306.50 |
7,262.75 |
7,066.00 |
|
| R3 |
7,201.00 |
7,157.25 |
7,037.00 |
|
| R2 |
7,095.50 |
7,095.50 |
7,027.25 |
|
| R1 |
7,051.75 |
7,051.75 |
7,017.75 |
7,073.50 |
| PP |
6,990.00 |
6,990.00 |
6,990.00 |
7,001.00 |
| S1 |
6,946.25 |
6,946.25 |
6,998.25 |
6,968.00 |
| S2 |
6,884.50 |
6,884.50 |
6,988.75 |
|
| S3 |
6,779.00 |
6,840.75 |
6,979.00 |
|
| S4 |
6,673.50 |
6,735.25 |
6,950.00 |
|
|
| 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 |
7,033.75 |
6,657.75 |
376.00 |
5.4% |
117.75 |
1.7% |
93% |
True |
False |
453,596 |
| 10 |
7,033.75 |
6,592.25 |
441.50 |
6.3% |
116.75 |
1.7% |
94% |
True |
False |
461,053 |
| 20 |
7,033.75 |
6,467.25 |
566.50 |
8.1% |
115.25 |
1.6% |
95% |
True |
False |
471,623 |
| 40 |
7,033.75 |
5,820.50 |
1,213.25 |
17.3% |
167.75 |
2.4% |
98% |
True |
False |
483,981 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
20.6% |
167.00 |
2.4% |
82% |
False |
False |
323,438 |
| 80 |
7,403.25 |
5,820.50 |
1,582.75 |
22.6% |
178.50 |
2.5% |
75% |
False |
False |
243,046 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
27.7% |
166.50 |
2.4% |
61% |
False |
False |
194,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,482.00 |
|
2.618 |
7,310.00 |
|
1.618 |
7,204.50 |
|
1.000 |
7,139.25 |
|
0.618 |
7,099.00 |
|
HIGH |
7,033.75 |
|
0.618 |
6,993.50 |
|
0.500 |
6,981.00 |
|
0.382 |
6,968.50 |
|
LOW |
6,928.25 |
|
0.618 |
6,863.00 |
|
1.000 |
6,822.75 |
|
1.618 |
6,757.50 |
|
2.618 |
6,652.00 |
|
4.250 |
6,480.00 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,999.00 |
6,987.25 |
| PP |
6,990.00 |
6,966.75 |
| S1 |
6,981.00 |
6,946.00 |
|