| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,357.0 |
11,287.5 |
-69.5 |
-0.6% |
11,253.0 |
| High |
11,372.5 |
11,297.5 |
-75.0 |
-0.7% |
11,306.0 |
| Low |
11,291.0 |
10,994.5 |
-296.5 |
-2.6% |
11,040.5 |
| Close |
11,314.5 |
11,029.5 |
-285.0 |
-2.5% |
11,178.5 |
| Range |
81.5 |
303.0 |
221.5 |
271.8% |
265.5 |
| ATR |
173.9 |
184.3 |
10.4 |
6.0% |
0.0 |
| Volume |
139,245 |
109,462 |
-29,783 |
-21.4% |
503,154 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,016.2 |
11,825.8 |
11,196.2 |
|
| R3 |
11,713.2 |
11,522.8 |
11,112.8 |
|
| R2 |
11,410.2 |
11,410.2 |
11,085.1 |
|
| R1 |
11,219.8 |
11,219.8 |
11,057.3 |
11,163.5 |
| PP |
11,107.2 |
11,107.2 |
11,107.2 |
11,079.0 |
| S1 |
10,916.8 |
10,916.8 |
11,001.7 |
10,860.5 |
| S2 |
10,804.2 |
10,804.2 |
10,974.0 |
|
| S3 |
10,501.2 |
10,613.8 |
10,946.2 |
|
| S4 |
10,198.2 |
10,310.8 |
10,862.9 |
|
|
| 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 |
10,994.5 |
390.5 |
3.5% |
164.8 |
1.5% |
9% |
False |
True |
103,172 |
| 10 |
11,385.0 |
10,994.5 |
390.5 |
3.5% |
158.5 |
1.4% |
9% |
False |
True |
101,914 |
| 20 |
11,385.0 |
10,778.5 |
606.5 |
5.5% |
157.1 |
1.4% |
41% |
False |
False |
99,527 |
| 40 |
11,385.0 |
10,268.5 |
1,116.5 |
10.1% |
189.3 |
1.7% |
68% |
False |
False |
82,638 |
| 60 |
11,608.5 |
10,268.5 |
1,340.0 |
12.1% |
179.5 |
1.6% |
57% |
False |
False |
55,215 |
| 80 |
11,814.5 |
10,268.5 |
1,546.0 |
14.0% |
179.3 |
1.6% |
49% |
False |
False |
41,468 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.7% |
167.3 |
1.5% |
35% |
False |
False |
33,215 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.6% |
152.8 |
1.4% |
33% |
False |
False |
27,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,585.3 |
|
2.618 |
12,090.8 |
|
1.618 |
11,787.8 |
|
1.000 |
11,600.5 |
|
0.618 |
11,484.8 |
|
HIGH |
11,297.5 |
|
0.618 |
11,181.8 |
|
0.500 |
11,146.0 |
|
0.382 |
11,110.2 |
|
LOW |
10,994.5 |
|
0.618 |
10,807.2 |
|
1.000 |
10,691.5 |
|
1.618 |
10,504.2 |
|
2.618 |
10,201.2 |
|
4.250 |
9,706.8 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,146.0 |
11,189.8 |
| PP |
11,107.2 |
11,136.3 |
| S1 |
11,068.3 |
11,082.9 |
|