| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
7,009.25 |
6,988.00 |
-21.25 |
-0.3% |
6,784.25 |
| High |
7,038.75 |
6,994.75 |
-44.00 |
-0.6% |
6,943.00 |
| Low |
6,972.25 |
6,856.25 |
-116.00 |
-1.7% |
6,616.75 |
| Close |
6,995.75 |
6,905.50 |
-90.25 |
-1.3% |
6,877.75 |
| Range |
66.50 |
138.50 |
72.00 |
108.3% |
326.25 |
| ATR |
135.14 |
135.45 |
0.31 |
0.2% |
0.00 |
| Volume |
376,560 |
595,400 |
218,840 |
58.1% |
2,476,226 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,334.25 |
7,258.50 |
6,981.75 |
|
| R3 |
7,195.75 |
7,120.00 |
6,943.50 |
|
| R2 |
7,057.25 |
7,057.25 |
6,931.00 |
|
| R1 |
6,981.50 |
6,981.50 |
6,918.25 |
6,950.00 |
| PP |
6,918.75 |
6,918.75 |
6,918.75 |
6,903.25 |
| S1 |
6,843.00 |
6,843.00 |
6,892.75 |
6,811.50 |
| S2 |
6,780.25 |
6,780.25 |
6,880.00 |
|
| S3 |
6,641.75 |
6,704.50 |
6,867.50 |
|
| S4 |
6,503.25 |
6,566.00 |
6,829.25 |
|
|
| 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 |
7,038.75 |
6,856.25 |
182.50 |
2.6% |
100.50 |
1.5% |
27% |
False |
True |
431,357 |
| 10 |
7,038.75 |
6,616.75 |
422.00 |
6.1% |
117.50 |
1.7% |
68% |
False |
False |
461,843 |
| 20 |
7,038.75 |
6,521.50 |
517.25 |
7.5% |
114.75 |
1.7% |
74% |
False |
False |
468,430 |
| 40 |
7,038.75 |
5,820.50 |
1,218.25 |
17.6% |
161.75 |
2.3% |
89% |
False |
False |
507,906 |
| 60 |
7,169.00 |
5,820.50 |
1,348.50 |
19.5% |
166.00 |
2.4% |
80% |
False |
False |
339,603 |
| 80 |
7,403.25 |
5,820.50 |
1,582.75 |
22.9% |
176.00 |
2.6% |
69% |
False |
False |
255,113 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.2% |
166.75 |
2.4% |
56% |
False |
False |
204,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,583.50 |
|
2.618 |
7,357.25 |
|
1.618 |
7,218.75 |
|
1.000 |
7,133.25 |
|
0.618 |
7,080.25 |
|
HIGH |
6,994.75 |
|
0.618 |
6,941.75 |
|
0.500 |
6,925.50 |
|
0.382 |
6,909.25 |
|
LOW |
6,856.25 |
|
0.618 |
6,770.75 |
|
1.000 |
6,717.75 |
|
1.618 |
6,632.25 |
|
2.618 |
6,493.75 |
|
4.250 |
6,267.50 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,925.50 |
6,947.50 |
| PP |
6,918.75 |
6,933.50 |
| S1 |
6,912.25 |
6,919.50 |
|