| 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 |
3,083.0 |
3,090.0 |
7.0 |
0.2% |
3,055.0 |
| High |
3,084.0 |
3,128.0 |
44.0 |
1.4% |
3,091.0 |
| Low |
3,060.0 |
3,090.0 |
30.0 |
1.0% |
3,038.0 |
| Close |
3,071.0 |
3,125.0 |
54.0 |
1.8% |
3,085.0 |
| Range |
24.0 |
38.0 |
14.0 |
58.3% |
53.0 |
| ATR |
37.2 |
38.6 |
1.4 |
3.8% |
0.0 |
| Volume |
5,356 |
159 |
-5,197 |
-97.0% |
206,551 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.3 |
3,214.7 |
3,145.9 |
|
| R3 |
3,190.3 |
3,176.7 |
3,135.5 |
|
| R2 |
3,152.3 |
3,152.3 |
3,132.0 |
|
| R1 |
3,138.7 |
3,138.7 |
3,128.5 |
3,145.5 |
| PP |
3,114.3 |
3,114.3 |
3,114.3 |
3,117.8 |
| S1 |
3,100.7 |
3,100.7 |
3,121.5 |
3,107.5 |
| S2 |
3,076.3 |
3,076.3 |
3,118.0 |
|
| S3 |
3,038.3 |
3,062.7 |
3,114.6 |
|
| S4 |
3,000.3 |
3,024.7 |
3,104.1 |
|
|
| 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 |
3,128.0 |
3,046.0 |
82.0 |
2.6% |
31.8 |
1.0% |
96% |
True |
False |
42,159 |
| 10 |
3,128.0 |
3,003.0 |
125.0 |
4.0% |
30.1 |
1.0% |
98% |
True |
False |
21,979 |
| 20 |
3,128.0 |
2,943.0 |
185.0 |
5.9% |
29.3 |
0.9% |
98% |
True |
False |
12,919 |
| 40 |
3,128.0 |
2,814.0 |
314.0 |
10.0% |
39.2 |
1.3% |
99% |
True |
False |
13,132 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
10.8% |
34.5 |
1.1% |
92% |
False |
False |
10,544 |
| 80 |
3,206.0 |
2,814.0 |
392.0 |
12.5% |
34.7 |
1.1% |
79% |
False |
False |
9,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,289.5 |
|
2.618 |
3,227.5 |
|
1.618 |
3,189.5 |
|
1.000 |
3,166.0 |
|
0.618 |
3,151.5 |
|
HIGH |
3,128.0 |
|
0.618 |
3,113.5 |
|
0.500 |
3,109.0 |
|
0.382 |
3,104.5 |
|
LOW |
3,090.0 |
|
0.618 |
3,066.5 |
|
1.000 |
3,052.0 |
|
1.618 |
3,028.5 |
|
2.618 |
2,990.5 |
|
4.250 |
2,928.5 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,119.7 |
3,114.5 |
| PP |
3,114.3 |
3,104.0 |
| S1 |
3,109.0 |
3,093.5 |
|