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 |
1,325.4 |
1,326.0 |
0.6 |
0.0% |
1,308.5 |
High |
1,331.1 |
1,328.2 |
-2.9 |
-0.2% |
1,331.1 |
Low |
1,322.2 |
1,320.6 |
-1.6 |
-0.1% |
1,302.7 |
Close |
1,325.2 |
1,322.1 |
-3.1 |
-0.2% |
1,322.1 |
Range |
8.9 |
7.6 |
-1.3 |
-14.6% |
28.4 |
ATR |
11.5 |
11.2 |
-0.3 |
-2.4% |
0.0 |
Volume |
224,751 |
200,004 |
-24,747 |
-11.0% |
1,008,475 |
|
Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.4 |
1,341.9 |
1,326.3 |
|
R3 |
1,338.8 |
1,334.3 |
1,324.2 |
|
R2 |
1,331.2 |
1,331.2 |
1,323.5 |
|
R1 |
1,326.7 |
1,326.7 |
1,322.8 |
1,325.2 |
PP |
1,323.6 |
1,323.6 |
1,323.6 |
1,322.9 |
S1 |
1,319.1 |
1,319.1 |
1,321.4 |
1,317.6 |
S2 |
1,316.0 |
1,316.0 |
1,320.7 |
|
S3 |
1,308.4 |
1,311.5 |
1,320.0 |
|
S4 |
1,300.8 |
1,303.9 |
1,317.9 |
|
|
Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.8 |
1,391.4 |
1,337.7 |
|
R3 |
1,375.4 |
1,363.0 |
1,329.9 |
|
R2 |
1,347.0 |
1,347.0 |
1,327.3 |
|
R1 |
1,334.6 |
1,334.6 |
1,324.7 |
1,340.8 |
PP |
1,318.6 |
1,318.6 |
1,318.6 |
1,321.8 |
S1 |
1,306.2 |
1,306.2 |
1,319.5 |
1,312.4 |
S2 |
1,290.2 |
1,290.2 |
1,316.9 |
|
S3 |
1,261.8 |
1,277.8 |
1,314.3 |
|
S4 |
1,233.4 |
1,249.4 |
1,306.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.1 |
1,302.7 |
28.4 |
2.1% |
9.6 |
0.7% |
68% |
False |
False |
201,695 |
10 |
1,331.1 |
1,281.5 |
49.6 |
3.8% |
11.0 |
0.8% |
82% |
False |
False |
133,757 |
20 |
1,331.1 |
1,281.5 |
49.6 |
3.8% |
11.0 |
0.8% |
82% |
False |
False |
80,583 |
40 |
1,331.1 |
1,242.5 |
88.6 |
6.7% |
10.7 |
0.8% |
90% |
False |
False |
43,699 |
60 |
1,331.1 |
1,209.3 |
121.8 |
9.2% |
10.6 |
0.8% |
93% |
False |
False |
30,312 |
80 |
1,331.1 |
1,199.2 |
131.9 |
10.0% |
10.6 |
0.8% |
93% |
False |
False |
23,112 |
100 |
1,331.1 |
1,195.7 |
135.4 |
10.2% |
10.6 |
0.8% |
93% |
False |
False |
18,732 |
120 |
1,331.1 |
1,182.7 |
148.4 |
11.2% |
10.4 |
0.8% |
94% |
False |
False |
15,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.5 |
2.618 |
1,348.1 |
1.618 |
1,340.5 |
1.000 |
1,335.8 |
0.618 |
1,332.9 |
HIGH |
1,328.2 |
0.618 |
1,325.3 |
0.500 |
1,324.4 |
0.382 |
1,323.5 |
LOW |
1,320.6 |
0.618 |
1,315.9 |
1.000 |
1,313.0 |
1.618 |
1,308.3 |
2.618 |
1,300.7 |
4.250 |
1,288.3 |
|
|
Fisher Pivots for day following 01-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1,324.4 |
1,322.3 |
PP |
1,323.6 |
1,322.2 |
S1 |
1,322.9 |
1,322.2 |
|