| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,233.0 |
11,192.0 |
-41.0 |
-0.4% |
11,253.0 |
| High |
11,306.0 |
11,214.0 |
-92.0 |
-0.8% |
11,306.0 |
| Low |
11,040.5 |
11,106.5 |
66.0 |
0.6% |
11,040.5 |
| Close |
11,154.0 |
11,178.5 |
24.5 |
0.2% |
11,178.5 |
| Range |
265.5 |
107.5 |
-158.0 |
-59.5% |
265.5 |
| ATR |
186.4 |
180.8 |
-5.6 |
-3.0% |
0.0 |
| Volume |
97,866 |
86,508 |
-11,358 |
-11.6% |
503,154 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,488.8 |
11,441.2 |
11,237.6 |
|
| R3 |
11,381.3 |
11,333.7 |
11,208.1 |
|
| R2 |
11,273.8 |
11,273.8 |
11,198.2 |
|
| R1 |
11,226.2 |
11,226.2 |
11,188.4 |
11,196.3 |
| PP |
11,166.3 |
11,166.3 |
11,166.3 |
11,151.4 |
| S1 |
11,118.7 |
11,118.7 |
11,168.6 |
11,088.8 |
| S2 |
11,058.8 |
11,058.8 |
11,158.8 |
|
| S3 |
10,951.3 |
11,011.2 |
11,148.9 |
|
| S4 |
10,843.8 |
10,903.7 |
11,119.4 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,971.5 |
11,840.5 |
11,324.5 |
|
| R3 |
11,706.0 |
11,575.0 |
11,251.5 |
|
| R2 |
11,440.5 |
11,440.5 |
11,227.2 |
|
| R1 |
11,309.5 |
11,309.5 |
11,202.8 |
11,242.3 |
| PP |
11,175.0 |
11,175.0 |
11,175.0 |
11,141.4 |
| S1 |
11,044.0 |
11,044.0 |
11,154.2 |
10,976.8 |
| S2 |
10,909.5 |
10,909.5 |
11,129.8 |
|
| S3 |
10,644.0 |
10,778.5 |
11,105.5 |
|
| S4 |
10,378.5 |
10,513.0 |
11,032.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,306.0 |
11,040.5 |
265.5 |
2.4% |
140.2 |
1.3% |
52% |
False |
False |
100,630 |
| 10 |
11,319.5 |
10,960.0 |
359.5 |
3.2% |
156.5 |
1.4% |
61% |
False |
False |
96,571 |
| 20 |
11,319.5 |
10,393.0 |
926.5 |
8.3% |
168.6 |
1.5% |
85% |
False |
False |
97,511 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.5% |
186.3 |
1.7% |
71% |
False |
False |
72,015 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.4% |
175.0 |
1.6% |
66% |
False |
False |
48,065 |
| 80 |
12,232.5 |
10,268.5 |
1,964.0 |
17.6% |
181.5 |
1.6% |
46% |
False |
False |
36,118 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.4% |
164.0 |
1.5% |
42% |
False |
False |
28,933 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.2% |
149.2 |
1.3% |
38% |
False |
False |
24,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,670.9 |
|
2.618 |
11,495.4 |
|
1.618 |
11,387.9 |
|
1.000 |
11,321.5 |
|
0.618 |
11,280.4 |
|
HIGH |
11,214.0 |
|
0.618 |
11,172.9 |
|
0.500 |
11,160.3 |
|
0.382 |
11,147.6 |
|
LOW |
11,106.5 |
|
0.618 |
11,040.1 |
|
1.000 |
10,999.0 |
|
1.618 |
10,932.6 |
|
2.618 |
10,825.1 |
|
4.250 |
10,649.6 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,172.4 |
11,176.8 |
| PP |
11,166.3 |
11,175.0 |
| S1 |
11,160.3 |
11,173.3 |
|