| 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 |
2,730.75 |
2,727.00 |
-3.75 |
-0.1% |
2,660.00 |
| High |
2,736.50 |
2,729.25 |
-7.25 |
-0.3% |
2,716.00 |
| Low |
2,722.25 |
2,685.50 |
-36.75 |
-1.3% |
2,622.25 |
| Close |
2,729.50 |
2,704.00 |
-25.50 |
-0.9% |
2,704.25 |
| Range |
14.25 |
43.75 |
29.50 |
207.0% |
93.75 |
| ATR |
39.79 |
40.09 |
0.30 |
0.8% |
0.00 |
| Volume |
1,196,377 |
1,921,663 |
725,286 |
60.6% |
7,640,118 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.50 |
2,814.50 |
2,728.00 |
|
| R3 |
2,793.75 |
2,770.75 |
2,716.00 |
|
| R2 |
2,750.00 |
2,750.00 |
2,712.00 |
|
| R1 |
2,727.00 |
2,727.00 |
2,708.00 |
2,716.50 |
| PP |
2,706.25 |
2,706.25 |
2,706.25 |
2,701.00 |
| S1 |
2,683.25 |
2,683.25 |
2,700.00 |
2,673.00 |
| S2 |
2,662.50 |
2,662.50 |
2,696.00 |
|
| S3 |
2,618.75 |
2,639.50 |
2,692.00 |
|
| S4 |
2,575.00 |
2,595.75 |
2,680.00 |
|
|
| 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 |
2,737.75 |
2,685.50 |
52.25 |
1.9% |
25.50 |
0.9% |
35% |
False |
True |
1,367,591 |
| 10 |
2,737.75 |
2,622.25 |
115.50 |
4.3% |
32.00 |
1.2% |
71% |
False |
False |
1,439,721 |
| 20 |
2,737.75 |
2,560.50 |
177.25 |
6.6% |
33.75 |
1.2% |
81% |
False |
False |
1,459,632 |
| 40 |
2,737.75 |
2,313.00 |
424.75 |
15.7% |
51.25 |
1.9% |
92% |
False |
False |
1,696,879 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.7% |
52.50 |
1.9% |
77% |
False |
False |
1,139,125 |
| 80 |
2,831.50 |
2,313.00 |
518.50 |
19.2% |
53.00 |
2.0% |
75% |
False |
False |
857,620 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
48.75 |
1.8% |
61% |
False |
False |
687,776 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
43.75 |
1.6% |
61% |
False |
False |
573,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.25 |
|
2.618 |
2,843.75 |
|
1.618 |
2,800.00 |
|
1.000 |
2,773.00 |
|
0.618 |
2,756.25 |
|
HIGH |
2,729.25 |
|
0.618 |
2,712.50 |
|
0.500 |
2,707.50 |
|
0.382 |
2,702.25 |
|
LOW |
2,685.50 |
|
0.618 |
2,658.50 |
|
1.000 |
2,641.75 |
|
1.618 |
2,614.75 |
|
2.618 |
2,571.00 |
|
4.250 |
2,499.50 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.50 |
2,711.50 |
| PP |
2,706.25 |
2,709.00 |
| S1 |
2,705.00 |
2,706.50 |
|