| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,090.0 |
3,121.0 |
31.0 |
1.0% |
3,055.0 |
| High |
3,128.0 |
3,128.0 |
0.0 |
0.0% |
3,091.0 |
| Low |
3,090.0 |
3,115.0 |
25.0 |
0.8% |
3,038.0 |
| Close |
3,125.0 |
3,123.0 |
-2.0 |
-0.1% |
3,085.0 |
| Range |
38.0 |
13.0 |
-25.0 |
-65.8% |
53.0 |
| ATR |
38.6 |
36.8 |
-1.8 |
-4.7% |
0.0 |
| Volume |
159 |
7,644 |
7,485 |
4,707.5% |
206,551 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,161.0 |
3,155.0 |
3,130.2 |
|
| R3 |
3,148.0 |
3,142.0 |
3,126.6 |
|
| R2 |
3,135.0 |
3,135.0 |
3,125.4 |
|
| R1 |
3,129.0 |
3,129.0 |
3,124.2 |
3,132.0 |
| PP |
3,122.0 |
3,122.0 |
3,122.0 |
3,123.5 |
| S1 |
3,116.0 |
3,116.0 |
3,121.8 |
3,119.0 |
| S2 |
3,109.0 |
3,109.0 |
3,120.6 |
|
| S3 |
3,096.0 |
3,103.0 |
3,119.4 |
|
| S4 |
3,083.0 |
3,090.0 |
3,115.9 |
|
|
| 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% |
29.4 |
0.9% |
94% |
True |
False |
3,890 |
| 10 |
3,128.0 |
3,016.0 |
112.0 |
3.6% |
28.0 |
0.9% |
96% |
True |
False |
22,236 |
| 20 |
3,128.0 |
2,943.0 |
185.0 |
5.9% |
28.8 |
0.9% |
97% |
True |
False |
12,776 |
| 40 |
3,128.0 |
2,814.0 |
314.0 |
10.1% |
39.2 |
1.3% |
98% |
True |
False |
10,864 |
| 60 |
3,143.0 |
2,814.0 |
329.0 |
10.5% |
34.5 |
1.1% |
94% |
False |
False |
10,538 |
| 80 |
3,152.0 |
2,814.0 |
338.0 |
10.8% |
34.0 |
1.1% |
91% |
False |
False |
9,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.3 |
|
2.618 |
3,162.0 |
|
1.618 |
3,149.0 |
|
1.000 |
3,141.0 |
|
0.618 |
3,136.0 |
|
HIGH |
3,128.0 |
|
0.618 |
3,123.0 |
|
0.500 |
3,121.5 |
|
0.382 |
3,120.0 |
|
LOW |
3,115.0 |
|
0.618 |
3,107.0 |
|
1.000 |
3,102.0 |
|
1.618 |
3,094.0 |
|
2.618 |
3,081.0 |
|
4.250 |
3,059.8 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,122.5 |
3,113.3 |
| PP |
3,122.0 |
3,103.7 |
| S1 |
3,121.5 |
3,094.0 |
|