| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,702.00 |
2,710.75 |
8.75 |
0.3% |
2,699.25 |
| High |
2,709.00 |
2,721.50 |
12.50 |
0.5% |
2,737.75 |
| Low |
2,680.75 |
2,700.50 |
19.75 |
0.7% |
2,680.75 |
| Close |
2,706.25 |
2,708.25 |
2.00 |
0.1% |
2,706.25 |
| Range |
28.25 |
21.00 |
-7.25 |
-25.7% |
57.00 |
| ATR |
39.24 |
37.94 |
-1.30 |
-3.3% |
0.00 |
| Volume |
1,579,544 |
1,110,070 |
-469,474 |
-29.7% |
6,947,902 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.00 |
2,761.75 |
2,719.75 |
|
| R3 |
2,752.00 |
2,740.75 |
2,714.00 |
|
| R2 |
2,731.00 |
2,731.00 |
2,712.00 |
|
| R1 |
2,719.75 |
2,719.75 |
2,710.25 |
2,715.00 |
| PP |
2,710.00 |
2,710.00 |
2,710.00 |
2,707.75 |
| S1 |
2,698.75 |
2,698.75 |
2,706.25 |
2,694.00 |
| S2 |
2,689.00 |
2,689.00 |
2,704.50 |
|
| S3 |
2,668.00 |
2,677.75 |
2,702.50 |
|
| S4 |
2,647.00 |
2,656.75 |
2,696.75 |
|
|
| 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% |
25.75 |
1.0% |
48% |
False |
False |
1,406,678 |
| 10 |
2,737.75 |
2,628.50 |
109.25 |
4.0% |
29.00 |
1.1% |
73% |
False |
False |
1,428,945 |
| 20 |
2,737.75 |
2,567.25 |
170.50 |
6.3% |
33.25 |
1.2% |
83% |
False |
False |
1,456,756 |
| 40 |
2,737.75 |
2,313.00 |
424.75 |
15.7% |
49.75 |
1.8% |
93% |
False |
False |
1,756,887 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.7% |
51.25 |
1.9% |
78% |
False |
False |
1,183,523 |
| 80 |
2,831.50 |
2,313.00 |
518.50 |
19.1% |
52.25 |
1.9% |
76% |
False |
False |
890,898 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.7% |
48.75 |
1.8% |
62% |
False |
False |
714,580 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.7% |
44.00 |
1.6% |
62% |
False |
False |
595,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.75 |
|
2.618 |
2,776.50 |
|
1.618 |
2,755.50 |
|
1.000 |
2,742.50 |
|
0.618 |
2,734.50 |
|
HIGH |
2,721.50 |
|
0.618 |
2,713.50 |
|
0.500 |
2,711.00 |
|
0.382 |
2,708.50 |
|
LOW |
2,700.50 |
|
0.618 |
2,687.50 |
|
1.000 |
2,679.50 |
|
1.618 |
2,666.50 |
|
2.618 |
2,645.50 |
|
4.250 |
2,611.25 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.00 |
2,707.25 |
| PP |
2,710.00 |
2,706.00 |
| S1 |
2,709.25 |
2,705.00 |
|