| 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 |
2,683.50 |
2,707.75 |
24.25 |
0.9% |
2,660.00 |
| High |
2,713.00 |
2,716.00 |
3.00 |
0.1% |
2,716.00 |
| Low |
2,675.75 |
2,695.50 |
19.75 |
0.7% |
2,622.25 |
| Close |
2,704.50 |
2,704.25 |
-0.25 |
0.0% |
2,704.25 |
| Range |
37.25 |
20.50 |
-16.75 |
-45.0% |
93.75 |
| ATR |
46.33 |
44.48 |
-1.84 |
-4.0% |
0.00 |
| Volume |
1,935,195 |
1,469,597 |
-465,598 |
-24.1% |
7,640,118 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.75 |
2,756.00 |
2,715.50 |
|
| R3 |
2,746.25 |
2,735.50 |
2,710.00 |
|
| R2 |
2,725.75 |
2,725.75 |
2,708.00 |
|
| R1 |
2,715.00 |
2,715.00 |
2,706.25 |
2,710.00 |
| PP |
2,705.25 |
2,705.25 |
2,705.25 |
2,702.75 |
| S1 |
2,694.50 |
2,694.50 |
2,702.25 |
2,689.50 |
| S2 |
2,684.75 |
2,684.75 |
2,700.50 |
|
| S3 |
2,664.25 |
2,674.00 |
2,698.50 |
|
| S4 |
2,643.75 |
2,653.50 |
2,693.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.00 |
2,927.00 |
2,755.75 |
|
| R3 |
2,868.25 |
2,833.25 |
2,730.00 |
|
| R2 |
2,774.50 |
2,774.50 |
2,721.50 |
|
| R1 |
2,739.50 |
2,739.50 |
2,712.75 |
2,757.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,689.50 |
| S1 |
2,645.75 |
2,645.75 |
2,695.75 |
2,663.25 |
| S2 |
2,587.00 |
2,587.00 |
2,687.00 |
|
| S3 |
2,493.25 |
2,552.00 |
2,678.50 |
|
| S4 |
2,399.50 |
2,458.25 |
2,652.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.00 |
2,622.25 |
93.75 |
3.5% |
34.75 |
1.3% |
87% |
True |
False |
1,528,023 |
| 10 |
2,716.00 |
2,612.50 |
103.50 |
3.8% |
37.75 |
1.4% |
89% |
True |
False |
1,550,605 |
| 20 |
2,716.00 |
2,438.50 |
277.50 |
10.3% |
38.75 |
1.4% |
96% |
True |
False |
1,553,454 |
| 40 |
2,725.75 |
2,313.00 |
412.75 |
15.3% |
55.25 |
2.0% |
95% |
False |
False |
1,568,378 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
18.9% |
53.50 |
2.0% |
76% |
False |
False |
1,050,465 |
| 80 |
2,908.50 |
2,313.00 |
595.50 |
22.0% |
55.00 |
2.0% |
66% |
False |
False |
791,291 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
48.50 |
1.8% |
61% |
False |
False |
634,146 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
43.75 |
1.6% |
61% |
False |
False |
528,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.00 |
|
2.618 |
2,769.75 |
|
1.618 |
2,749.25 |
|
1.000 |
2,736.50 |
|
0.618 |
2,728.75 |
|
HIGH |
2,716.00 |
|
0.618 |
2,708.25 |
|
0.500 |
2,705.75 |
|
0.382 |
2,703.25 |
|
LOW |
2,695.50 |
|
0.618 |
2,682.75 |
|
1.000 |
2,675.00 |
|
1.618 |
2,662.25 |
|
2.618 |
2,641.75 |
|
4.250 |
2,608.50 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.75 |
2,695.00 |
| PP |
2,705.25 |
2,685.50 |
| S1 |
2,704.75 |
2,676.00 |
|