| 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 |
1,329.0 |
1,322.4 |
-6.6 |
-0.5% |
1,314.3 |
| High |
1,329.5 |
1,327.3 |
-2.2 |
-0.2% |
1,337.2 |
| Low |
1,319.3 |
1,321.4 |
2.1 |
0.2% |
1,309.3 |
| Close |
1,325.8 |
1,325.8 |
0.0 |
0.0% |
1,328.6 |
| Range |
10.2 |
5.9 |
-4.3 |
-42.2% |
27.9 |
| ATR |
10.8 |
10.5 |
-0.4 |
-3.3% |
0.0 |
| Volume |
2,886 |
4,210 |
1,324 |
45.9% |
35,019 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.5 |
1,340.1 |
1,329.0 |
|
| R3 |
1,336.6 |
1,334.2 |
1,327.4 |
|
| R2 |
1,330.7 |
1,330.7 |
1,326.9 |
|
| R1 |
1,328.3 |
1,328.3 |
1,326.3 |
1,329.5 |
| PP |
1,324.8 |
1,324.8 |
1,324.8 |
1,325.5 |
| S1 |
1,322.4 |
1,322.4 |
1,325.3 |
1,323.6 |
| S2 |
1,318.9 |
1,318.9 |
1,324.7 |
|
| S3 |
1,313.0 |
1,316.5 |
1,324.2 |
|
| S4 |
1,307.1 |
1,310.6 |
1,322.6 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.7 |
1,396.6 |
1,343.9 |
|
| R3 |
1,380.8 |
1,368.7 |
1,336.3 |
|
| R2 |
1,352.9 |
1,352.9 |
1,333.7 |
|
| R1 |
1,340.8 |
1,340.8 |
1,331.2 |
1,346.9 |
| PP |
1,325.0 |
1,325.0 |
1,325.0 |
1,328.1 |
| S1 |
1,312.9 |
1,312.9 |
1,326.0 |
1,319.0 |
| S2 |
1,297.1 |
1,297.1 |
1,323.5 |
|
| S3 |
1,269.2 |
1,285.0 |
1,320.9 |
|
| S4 |
1,241.3 |
1,257.1 |
1,313.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,337.2 |
1,319.3 |
17.9 |
1.4% |
9.3 |
0.7% |
36% |
False |
False |
4,661 |
| 10 |
1,337.2 |
1,288.3 |
48.9 |
3.7% |
10.2 |
0.8% |
77% |
False |
False |
6,243 |
| 20 |
1,337.2 |
1,288.3 |
48.9 |
3.7% |
9.7 |
0.7% |
77% |
False |
False |
5,985 |
| 40 |
1,337.2 |
1,249.0 |
88.2 |
6.7% |
10.3 |
0.8% |
87% |
False |
False |
4,158 |
| 60 |
1,337.2 |
1,215.0 |
122.2 |
9.2% |
10.1 |
0.8% |
91% |
False |
False |
3,817 |
| 80 |
1,337.2 |
1,212.7 |
124.5 |
9.4% |
10.5 |
0.8% |
91% |
False |
False |
3,149 |
| 100 |
1,337.2 |
1,201.6 |
135.6 |
10.2% |
10.5 |
0.8% |
92% |
False |
False |
2,746 |
| 120 |
1,337.2 |
1,184.8 |
152.4 |
11.5% |
10.3 |
0.8% |
93% |
False |
False |
2,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.4 |
|
2.618 |
1,342.7 |
|
1.618 |
1,336.8 |
|
1.000 |
1,333.2 |
|
0.618 |
1,330.9 |
|
HIGH |
1,327.3 |
|
0.618 |
1,325.0 |
|
0.500 |
1,324.4 |
|
0.382 |
1,323.7 |
|
LOW |
1,321.4 |
|
0.618 |
1,317.8 |
|
1.000 |
1,315.5 |
|
1.618 |
1,311.9 |
|
2.618 |
1,306.0 |
|
4.250 |
1,296.3 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.3 |
1,326.9 |
| PP |
1,324.8 |
1,326.5 |
| S1 |
1,324.4 |
1,326.2 |
|