| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,727.00 |
2,702.00 |
-25.00 |
-0.9% |
2,699.25 |
| High |
2,729.25 |
2,709.00 |
-20.25 |
-0.7% |
2,737.75 |
| Low |
2,685.50 |
2,680.75 |
-4.75 |
-0.2% |
2,680.75 |
| Close |
2,704.00 |
2,706.25 |
2.25 |
0.1% |
2,706.25 |
| Range |
43.75 |
28.25 |
-15.50 |
-35.4% |
57.00 |
| ATR |
40.09 |
39.24 |
-0.85 |
-2.1% |
0.00 |
| Volume |
1,921,663 |
1,579,544 |
-342,119 |
-17.8% |
6,947,902 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.50 |
2,773.00 |
2,721.75 |
|
| R3 |
2,755.25 |
2,744.75 |
2,714.00 |
|
| R2 |
2,727.00 |
2,727.00 |
2,711.50 |
|
| R1 |
2,716.50 |
2,716.50 |
2,708.75 |
2,721.75 |
| PP |
2,698.75 |
2,698.75 |
2,698.75 |
2,701.25 |
| S1 |
2,688.25 |
2,688.25 |
2,703.75 |
2,693.50 |
| S2 |
2,670.50 |
2,670.50 |
2,701.00 |
|
| S3 |
2,642.25 |
2,660.00 |
2,698.50 |
|
| S4 |
2,614.00 |
2,631.75 |
2,690.75 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.25 |
2,849.75 |
2,737.50 |
|
| R3 |
2,822.25 |
2,792.75 |
2,722.00 |
|
| R2 |
2,765.25 |
2,765.25 |
2,716.75 |
|
| R1 |
2,735.75 |
2,735.75 |
2,711.50 |
2,750.50 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,715.50 |
| S1 |
2,678.75 |
2,678.75 |
2,701.00 |
2,693.50 |
| S2 |
2,651.25 |
2,651.25 |
2,695.75 |
|
| S3 |
2,594.25 |
2,621.75 |
2,690.50 |
|
| S4 |
2,537.25 |
2,564.75 |
2,675.00 |
|
|
| 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 |
2,680.75 |
57.00 |
2.1% |
27.25 |
1.0% |
45% |
False |
True |
1,389,580 |
| 10 |
2,737.75 |
2,622.25 |
115.50 |
4.3% |
31.00 |
1.1% |
73% |
False |
False |
1,458,802 |
| 20 |
2,737.75 |
2,567.25 |
170.50 |
6.3% |
33.25 |
1.2% |
82% |
False |
False |
1,461,903 |
| 40 |
2,737.75 |
2,313.00 |
424.75 |
15.7% |
50.50 |
1.9% |
93% |
False |
False |
1,733,685 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.7% |
51.75 |
1.9% |
78% |
False |
False |
1,165,161 |
| 80 |
2,831.50 |
2,313.00 |
518.50 |
19.2% |
52.75 |
2.0% |
76% |
False |
False |
877,272 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.7% |
49.00 |
1.8% |
61% |
False |
False |
703,549 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.7% |
43.75 |
1.6% |
61% |
False |
False |
586,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.00 |
|
2.618 |
2,783.00 |
|
1.618 |
2,754.75 |
|
1.000 |
2,737.25 |
|
0.618 |
2,726.50 |
|
HIGH |
2,709.00 |
|
0.618 |
2,698.25 |
|
0.500 |
2,695.00 |
|
0.382 |
2,691.50 |
|
LOW |
2,680.75 |
|
0.618 |
2,663.25 |
|
1.000 |
2,652.50 |
|
1.618 |
2,635.00 |
|
2.618 |
2,606.75 |
|
4.250 |
2,560.75 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.50 |
2,708.50 |
| PP |
2,698.75 |
2,707.75 |
| S1 |
2,695.00 |
2,707.00 |
|