| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,190.0 |
11,205.0 |
15.0 |
0.1% |
11,253.0 |
| High |
11,207.0 |
11,385.0 |
178.0 |
1.6% |
11,306.0 |
| Low |
11,091.5 |
11,168.5 |
77.0 |
0.7% |
11,040.5 |
| Close |
11,141.5 |
11,356.5 |
215.0 |
1.9% |
11,178.5 |
| Range |
115.5 |
216.5 |
101.0 |
87.4% |
265.5 |
| ATR |
176.1 |
181.0 |
4.8 |
2.7% |
0.0 |
| Volume |
103,626 |
77,021 |
-26,605 |
-25.7% |
503,154 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,952.8 |
11,871.2 |
11,475.6 |
|
| R3 |
11,736.3 |
11,654.7 |
11,416.0 |
|
| R2 |
11,519.8 |
11,519.8 |
11,396.2 |
|
| R1 |
11,438.2 |
11,438.2 |
11,376.3 |
11,479.0 |
| PP |
11,303.3 |
11,303.3 |
11,303.3 |
11,323.8 |
| S1 |
11,221.7 |
11,221.7 |
11,336.7 |
11,262.5 |
| S2 |
11,086.8 |
11,086.8 |
11,316.8 |
|
| S3 |
10,870.3 |
11,005.2 |
11,297.0 |
|
| S4 |
10,653.8 |
10,788.7 |
11,237.4 |
|
|
| 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 |
11,385.0 |
11,040.5 |
344.5 |
3.0% |
163.0 |
1.4% |
92% |
True |
False |
99,057 |
| 10 |
11,385.0 |
11,002.5 |
382.5 |
3.4% |
146.3 |
1.3% |
93% |
True |
False |
99,408 |
| 20 |
11,385.0 |
10,734.0 |
651.0 |
5.7% |
152.6 |
1.3% |
96% |
True |
False |
96,539 |
| 40 |
11,426.5 |
10,268.5 |
1,158.0 |
10.2% |
188.5 |
1.7% |
94% |
False |
False |
76,462 |
| 60 |
11,632.0 |
10,268.5 |
1,363.5 |
12.0% |
176.8 |
1.6% |
80% |
False |
False |
51,073 |
| 80 |
11,973.0 |
10,268.5 |
1,704.5 |
15.0% |
181.0 |
1.6% |
64% |
False |
False |
38,368 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.1% |
165.1 |
1.5% |
50% |
False |
False |
30,732 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.0% |
151.1 |
1.3% |
48% |
False |
False |
25,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,305.1 |
|
2.618 |
11,951.8 |
|
1.618 |
11,735.3 |
|
1.000 |
11,601.5 |
|
0.618 |
11,518.8 |
|
HIGH |
11,385.0 |
|
0.618 |
11,302.3 |
|
0.500 |
11,276.8 |
|
0.382 |
11,251.2 |
|
LOW |
11,168.5 |
|
0.618 |
11,034.7 |
|
1.000 |
10,952.0 |
|
1.618 |
10,818.2 |
|
2.618 |
10,601.7 |
|
4.250 |
10,248.4 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,329.9 |
11,317.1 |
| PP |
11,303.3 |
11,277.7 |
| S1 |
11,276.8 |
11,238.3 |
|