| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,205.0 |
11,357.0 |
152.0 |
1.4% |
11,253.0 |
| High |
11,385.0 |
11,372.5 |
-12.5 |
-0.1% |
11,306.0 |
| Low |
11,168.5 |
11,291.0 |
122.5 |
1.1% |
11,040.5 |
| Close |
11,356.5 |
11,314.5 |
-42.0 |
-0.4% |
11,178.5 |
| Range |
216.5 |
81.5 |
-135.0 |
-62.4% |
265.5 |
| ATR |
181.0 |
173.9 |
-7.1 |
-3.9% |
0.0 |
| Volume |
77,021 |
139,245 |
62,224 |
80.8% |
503,154 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,570.5 |
11,524.0 |
11,359.3 |
|
| R3 |
11,489.0 |
11,442.5 |
11,336.9 |
|
| R2 |
11,407.5 |
11,407.5 |
11,329.4 |
|
| R1 |
11,361.0 |
11,361.0 |
11,322.0 |
11,343.5 |
| PP |
11,326.0 |
11,326.0 |
11,326.0 |
11,317.3 |
| S1 |
11,279.5 |
11,279.5 |
11,307.0 |
11,262.0 |
| S2 |
11,244.5 |
11,244.5 |
11,299.6 |
|
| S3 |
11,163.0 |
11,198.0 |
11,292.1 |
|
| S4 |
11,081.5 |
11,116.5 |
11,269.7 |
|
|
| 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% |
157.3 |
1.4% |
80% |
False |
False |
100,853 |
| 10 |
11,385.0 |
11,026.0 |
359.0 |
3.2% |
141.4 |
1.2% |
80% |
False |
False |
102,358 |
| 20 |
11,385.0 |
10,778.5 |
606.5 |
5.4% |
148.1 |
1.3% |
88% |
False |
False |
98,586 |
| 40 |
11,385.0 |
10,268.5 |
1,116.5 |
9.9% |
183.7 |
1.6% |
94% |
False |
False |
79,936 |
| 60 |
11,632.0 |
10,268.5 |
1,363.5 |
12.1% |
176.5 |
1.6% |
77% |
False |
False |
53,391 |
| 80 |
11,973.0 |
10,268.5 |
1,704.5 |
15.1% |
179.9 |
1.6% |
61% |
False |
False |
40,102 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.2% |
165.1 |
1.5% |
48% |
False |
False |
32,123 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.1% |
151.4 |
1.3% |
46% |
False |
False |
26,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,718.9 |
|
2.618 |
11,585.9 |
|
1.618 |
11,504.4 |
|
1.000 |
11,454.0 |
|
0.618 |
11,422.9 |
|
HIGH |
11,372.5 |
|
0.618 |
11,341.4 |
|
0.500 |
11,331.8 |
|
0.382 |
11,322.1 |
|
LOW |
11,291.0 |
|
0.618 |
11,240.6 |
|
1.000 |
11,209.5 |
|
1.618 |
11,159.1 |
|
2.618 |
11,077.6 |
|
4.250 |
10,944.6 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,331.8 |
11,289.1 |
| PP |
11,326.0 |
11,263.7 |
| S1 |
11,320.3 |
11,238.3 |
|