| 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 |
2,707.75 |
2,699.25 |
-8.50 |
-0.3% |
2,660.00 |
| High |
2,716.00 |
2,725.00 |
9.00 |
0.3% |
2,716.00 |
| Low |
2,695.50 |
2,697.00 |
1.50 |
0.1% |
2,622.25 |
| Close |
2,704.25 |
2,721.25 |
17.00 |
0.6% |
2,704.25 |
| Range |
20.50 |
28.00 |
7.50 |
36.6% |
93.75 |
| ATR |
44.48 |
43.31 |
-1.18 |
-2.6% |
0.00 |
| Volume |
1,469,597 |
1,024,581 |
-445,016 |
-30.3% |
7,640,118 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.50 |
2,787.75 |
2,736.75 |
|
| R3 |
2,770.50 |
2,759.75 |
2,729.00 |
|
| R2 |
2,742.50 |
2,742.50 |
2,726.50 |
|
| R1 |
2,731.75 |
2,731.75 |
2,723.75 |
2,737.00 |
| PP |
2,714.50 |
2,714.50 |
2,714.50 |
2,717.00 |
| S1 |
2,703.75 |
2,703.75 |
2,718.75 |
2,709.00 |
| S2 |
2,686.50 |
2,686.50 |
2,716.00 |
|
| S3 |
2,658.50 |
2,675.75 |
2,713.50 |
|
| S4 |
2,630.50 |
2,647.75 |
2,705.75 |
|
|
| 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 |
2,725.00 |
2,628.50 |
96.50 |
3.5% |
32.25 |
1.2% |
96% |
True |
False |
1,451,212 |
| 10 |
2,725.00 |
2,612.50 |
112.50 |
4.1% |
36.00 |
1.3% |
97% |
True |
False |
1,477,678 |
| 20 |
2,725.00 |
2,523.25 |
201.75 |
7.4% |
35.00 |
1.3% |
98% |
True |
False |
1,487,141 |
| 40 |
2,725.00 |
2,313.00 |
412.00 |
15.1% |
55.50 |
2.0% |
99% |
True |
False |
1,593,865 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
18.8% |
53.50 |
2.0% |
80% |
False |
False |
1,067,367 |
| 80 |
2,899.75 |
2,313.00 |
586.75 |
21.6% |
55.25 |
2.0% |
70% |
False |
False |
803,990 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.6% |
48.50 |
1.8% |
64% |
False |
False |
644,382 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.6% |
43.75 |
1.6% |
64% |
False |
False |
537,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.00 |
|
2.618 |
2,798.25 |
|
1.618 |
2,770.25 |
|
1.000 |
2,753.00 |
|
0.618 |
2,742.25 |
|
HIGH |
2,725.00 |
|
0.618 |
2,714.25 |
|
0.500 |
2,711.00 |
|
0.382 |
2,707.75 |
|
LOW |
2,697.00 |
|
0.618 |
2,679.75 |
|
1.000 |
2,669.00 |
|
1.618 |
2,651.75 |
|
2.618 |
2,623.75 |
|
4.250 |
2,578.00 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.75 |
2,714.25 |
| PP |
2,714.50 |
2,707.25 |
| S1 |
2,711.00 |
2,700.50 |
|