| 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 |
1,322.6 |
1,316.8 |
-5.8 |
-0.4% |
1,308.5 |
| High |
1,323.6 |
1,321.0 |
-2.6 |
-0.2% |
1,331.1 |
| Low |
1,312.7 |
1,314.8 |
2.1 |
0.2% |
1,302.7 |
| Close |
1,319.3 |
1,319.2 |
-0.1 |
0.0% |
1,322.1 |
| Range |
10.9 |
6.2 |
-4.7 |
-43.1% |
28.4 |
| ATR |
11.2 |
10.9 |
-0.4 |
-3.2% |
0.0 |
| Volume |
159,557 |
129,013 |
-30,544 |
-19.1% |
1,008,475 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.9 |
1,334.3 |
1,322.6 |
|
| R3 |
1,330.7 |
1,328.1 |
1,320.9 |
|
| R2 |
1,324.5 |
1,324.5 |
1,320.3 |
|
| R1 |
1,321.9 |
1,321.9 |
1,319.8 |
1,323.2 |
| PP |
1,318.3 |
1,318.3 |
1,318.3 |
1,319.0 |
| S1 |
1,315.7 |
1,315.7 |
1,318.6 |
1,317.0 |
| S2 |
1,312.1 |
1,312.1 |
1,318.1 |
|
| S3 |
1,305.9 |
1,309.5 |
1,317.5 |
|
| S4 |
1,299.7 |
1,303.3 |
1,315.8 |
|
|
| 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 |
1,312.7 |
18.4 |
1.4% |
9.7 |
0.7% |
35% |
False |
False |
197,086 |
| 10 |
1,331.1 |
1,281.5 |
49.6 |
3.8% |
10.6 |
0.8% |
76% |
False |
False |
152,016 |
| 20 |
1,331.1 |
1,281.5 |
49.6 |
3.8% |
10.1 |
0.8% |
76% |
False |
False |
93,795 |
| 40 |
1,331.1 |
1,242.5 |
88.6 |
6.7% |
10.8 |
0.8% |
87% |
False |
False |
50,739 |
| 60 |
1,331.1 |
1,209.3 |
121.8 |
9.2% |
10.6 |
0.8% |
90% |
False |
False |
35,074 |
| 80 |
1,331.1 |
1,208.1 |
123.0 |
9.3% |
10.6 |
0.8% |
90% |
False |
False |
26,667 |
| 100 |
1,331.1 |
1,195.7 |
135.4 |
10.3% |
10.5 |
0.8% |
91% |
False |
False |
21,590 |
| 120 |
1,331.1 |
1,182.7 |
148.4 |
11.2% |
10.4 |
0.8% |
92% |
False |
False |
18,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.4 |
|
2.618 |
1,337.2 |
|
1.618 |
1,331.0 |
|
1.000 |
1,327.2 |
|
0.618 |
1,324.8 |
|
HIGH |
1,321.0 |
|
0.618 |
1,318.6 |
|
0.500 |
1,317.9 |
|
0.382 |
1,317.2 |
|
LOW |
1,314.8 |
|
0.618 |
1,311.0 |
|
1.000 |
1,308.6 |
|
1.618 |
1,304.8 |
|
2.618 |
1,298.6 |
|
4.250 |
1,288.5 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,318.8 |
1,320.5 |
| PP |
1,318.3 |
1,320.0 |
| S1 |
1,317.9 |
1,319.6 |
|