| 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 |
3,084.0 |
3,081.0 |
-3.0 |
-0.1% |
3,055.0 |
| High |
3,091.0 |
3,086.0 |
-5.0 |
-0.2% |
3,091.0 |
| Low |
3,046.0 |
3,059.0 |
13.0 |
0.4% |
3,038.0 |
| Close |
3,068.0 |
3,085.0 |
17.0 |
0.6% |
3,085.0 |
| Range |
45.0 |
27.0 |
-18.0 |
-40.0% |
53.0 |
| ATR |
39.0 |
38.1 |
-0.9 |
-2.2% |
0.0 |
| Volume |
6,152 |
142 |
-6,010 |
-97.7% |
206,551 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.7 |
3,148.3 |
3,099.9 |
|
| R3 |
3,130.7 |
3,121.3 |
3,092.4 |
|
| R2 |
3,103.7 |
3,103.7 |
3,090.0 |
|
| R1 |
3,094.3 |
3,094.3 |
3,087.5 |
3,099.0 |
| PP |
3,076.7 |
3,076.7 |
3,076.7 |
3,079.0 |
| S1 |
3,067.3 |
3,067.3 |
3,082.5 |
3,072.0 |
| S2 |
3,049.7 |
3,049.7 |
3,080.1 |
|
| S3 |
3,022.7 |
3,040.3 |
3,077.6 |
|
| S4 |
2,995.7 |
3,013.3 |
3,070.2 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.3 |
3,210.7 |
3,114.2 |
|
| R3 |
3,177.3 |
3,157.7 |
3,099.6 |
|
| R2 |
3,124.3 |
3,124.3 |
3,094.7 |
|
| R1 |
3,104.7 |
3,104.7 |
3,089.9 |
3,114.5 |
| PP |
3,071.3 |
3,071.3 |
3,071.3 |
3,076.3 |
| S1 |
3,051.7 |
3,051.7 |
3,080.1 |
3,061.5 |
| S2 |
3,018.3 |
3,018.3 |
3,075.3 |
|
| S3 |
2,965.3 |
2,998.7 |
3,070.4 |
|
| S4 |
2,912.3 |
2,945.7 |
3,055.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,091.0 |
3,038.0 |
53.0 |
1.7% |
29.8 |
1.0% |
89% |
False |
False |
41,310 |
| 10 |
3,091.0 |
3,000.0 |
91.0 |
2.9% |
27.5 |
0.9% |
93% |
False |
False |
22,438 |
| 20 |
3,091.0 |
2,921.0 |
170.0 |
5.5% |
30.3 |
1.0% |
96% |
False |
False |
13,825 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.6% |
39.8 |
1.3% |
83% |
False |
False |
12,996 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.0% |
33.7 |
1.1% |
80% |
False |
False |
10,461 |
| 80 |
3,225.0 |
2,814.0 |
411.0 |
13.3% |
34.6 |
1.1% |
66% |
False |
False |
9,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,200.8 |
|
2.618 |
3,156.7 |
|
1.618 |
3,129.7 |
|
1.000 |
3,113.0 |
|
0.618 |
3,102.7 |
|
HIGH |
3,086.0 |
|
0.618 |
3,075.7 |
|
0.500 |
3,072.5 |
|
0.382 |
3,069.3 |
|
LOW |
3,059.0 |
|
0.618 |
3,042.3 |
|
1.000 |
3,032.0 |
|
1.618 |
3,015.3 |
|
2.618 |
2,988.3 |
|
4.250 |
2,944.3 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.8 |
3,079.5 |
| PP |
3,076.7 |
3,074.0 |
| S1 |
3,072.5 |
3,068.5 |
|