| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,719.50 |
2,730.75 |
11.25 |
0.4% |
2,660.00 |
| High |
2,737.75 |
2,736.50 |
-1.25 |
0.0% |
2,716.00 |
| Low |
2,716.25 |
2,722.25 |
6.00 |
0.2% |
2,622.25 |
| Close |
2,731.00 |
2,729.50 |
-1.50 |
-0.1% |
2,704.25 |
| Range |
21.50 |
14.25 |
-7.25 |
-33.7% |
93.75 |
| ATR |
41.75 |
39.79 |
-1.96 |
-4.7% |
0.00 |
| Volume |
1,225,737 |
1,196,377 |
-29,360 |
-2.4% |
7,640,118 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.25 |
2,765.00 |
2,737.25 |
|
| R3 |
2,758.00 |
2,750.75 |
2,733.50 |
|
| R2 |
2,743.75 |
2,743.75 |
2,732.00 |
|
| R1 |
2,736.50 |
2,736.50 |
2,730.75 |
2,733.00 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,727.50 |
| S1 |
2,722.25 |
2,722.25 |
2,728.25 |
2,718.75 |
| S2 |
2,715.25 |
2,715.25 |
2,727.00 |
|
| S3 |
2,701.00 |
2,708.00 |
2,725.50 |
|
| S4 |
2,686.75 |
2,693.75 |
2,721.75 |
|
|
| 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 |
2,737.75 |
2,675.75 |
62.00 |
2.3% |
24.25 |
0.9% |
87% |
False |
False |
1,370,297 |
| 10 |
2,737.75 |
2,622.25 |
115.50 |
4.2% |
29.75 |
1.1% |
93% |
False |
False |
1,374,226 |
| 20 |
2,737.75 |
2,560.50 |
177.25 |
6.5% |
33.00 |
1.2% |
95% |
False |
False |
1,443,396 |
| 40 |
2,737.75 |
2,313.00 |
424.75 |
15.6% |
51.75 |
1.9% |
98% |
False |
False |
1,650,830 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.5% |
52.50 |
1.9% |
82% |
False |
False |
1,107,286 |
| 80 |
2,831.50 |
2,313.00 |
518.50 |
19.0% |
53.00 |
1.9% |
80% |
False |
False |
833,747 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.5% |
48.50 |
1.8% |
65% |
False |
False |
668,582 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.5% |
43.50 |
1.6% |
65% |
False |
False |
557,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.00 |
|
2.618 |
2,773.75 |
|
1.618 |
2,759.50 |
|
1.000 |
2,750.75 |
|
0.618 |
2,745.25 |
|
HIGH |
2,736.50 |
|
0.618 |
2,731.00 |
|
0.500 |
2,729.50 |
|
0.382 |
2,727.75 |
|
LOW |
2,722.25 |
|
0.618 |
2,713.50 |
|
1.000 |
2,708.00 |
|
1.618 |
2,699.25 |
|
2.618 |
2,685.00 |
|
4.250 |
2,661.75 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.50 |
2,725.50 |
| PP |
2,729.50 |
2,721.50 |
| S1 |
2,729.50 |
2,717.50 |
|