| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,192.0 |
11,190.0 |
-2.0 |
0.0% |
11,253.0 |
| High |
11,214.0 |
11,207.0 |
-7.0 |
-0.1% |
11,306.0 |
| Low |
11,106.5 |
11,091.5 |
-15.0 |
-0.1% |
11,040.5 |
| Close |
11,178.5 |
11,141.5 |
-37.0 |
-0.3% |
11,178.5 |
| Range |
107.5 |
115.5 |
8.0 |
7.4% |
265.5 |
| ATR |
180.8 |
176.1 |
-4.7 |
-2.6% |
0.0 |
| Volume |
86,508 |
103,626 |
17,118 |
19.8% |
503,154 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,493.2 |
11,432.8 |
11,205.0 |
|
| R3 |
11,377.7 |
11,317.3 |
11,173.3 |
|
| R2 |
11,262.2 |
11,262.2 |
11,162.7 |
|
| R1 |
11,201.8 |
11,201.8 |
11,152.1 |
11,174.3 |
| PP |
11,146.7 |
11,146.7 |
11,146.7 |
11,132.9 |
| S1 |
11,086.3 |
11,086.3 |
11,130.9 |
11,058.8 |
| S2 |
11,031.2 |
11,031.2 |
11,120.3 |
|
| S3 |
10,915.7 |
10,970.8 |
11,109.7 |
|
| S4 |
10,800.2 |
10,855.3 |
11,078.0 |
|
|
| 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% |
143.5 |
1.3% |
38% |
False |
False |
102,630 |
| 10 |
11,319.5 |
11,001.0 |
318.5 |
2.9% |
138.6 |
1.2% |
44% |
False |
False |
101,674 |
| 20 |
11,319.5 |
10,673.0 |
646.5 |
5.8% |
152.6 |
1.4% |
72% |
False |
False |
97,847 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
186.5 |
1.7% |
68% |
False |
False |
74,586 |
| 60 |
11,632.0 |
10,268.5 |
1,363.5 |
12.2% |
174.4 |
1.6% |
64% |
False |
False |
49,790 |
| 80 |
12,072.0 |
10,268.5 |
1,803.5 |
16.2% |
180.6 |
1.6% |
48% |
False |
False |
37,409 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.5% |
163.9 |
1.5% |
40% |
False |
False |
29,963 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.4% |
150.1 |
1.3% |
38% |
False |
False |
24,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,697.9 |
|
2.618 |
11,509.4 |
|
1.618 |
11,393.9 |
|
1.000 |
11,322.5 |
|
0.618 |
11,278.4 |
|
HIGH |
11,207.0 |
|
0.618 |
11,162.9 |
|
0.500 |
11,149.3 |
|
0.382 |
11,135.6 |
|
LOW |
11,091.5 |
|
0.618 |
11,020.1 |
|
1.000 |
10,976.0 |
|
1.618 |
10,904.6 |
|
2.618 |
10,789.1 |
|
4.250 |
10,600.6 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,149.3 |
11,173.3 |
| PP |
11,146.7 |
11,162.7 |
| S1 |
11,144.1 |
11,152.1 |
|