| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,121.0 |
3,111.0 |
-10.0 |
-0.3% |
3,055.0 |
| High |
3,128.0 |
3,116.0 |
-12.0 |
-0.4% |
3,091.0 |
| Low |
3,115.0 |
3,060.0 |
-55.0 |
-1.8% |
3,038.0 |
| Close |
3,123.0 |
3,069.0 |
-54.0 |
-1.7% |
3,085.0 |
| Range |
13.0 |
56.0 |
43.0 |
330.8% |
53.0 |
| ATR |
36.8 |
38.7 |
1.9 |
5.1% |
0.0 |
| Volume |
7,644 |
502 |
-7,142 |
-93.4% |
206,551 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,249.7 |
3,215.3 |
3,099.8 |
|
| R3 |
3,193.7 |
3,159.3 |
3,084.4 |
|
| R2 |
3,137.7 |
3,137.7 |
3,079.3 |
|
| R1 |
3,103.3 |
3,103.3 |
3,074.1 |
3,092.5 |
| PP |
3,081.7 |
3,081.7 |
3,081.7 |
3,076.3 |
| S1 |
3,047.3 |
3,047.3 |
3,063.9 |
3,036.5 |
| S2 |
3,025.7 |
3,025.7 |
3,058.7 |
|
| S3 |
2,969.7 |
2,991.3 |
3,053.6 |
|
| S4 |
2,913.7 |
2,935.3 |
3,038.2 |
|
|
| 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 |
3,128.0 |
3,059.0 |
69.0 |
2.2% |
31.6 |
1.0% |
14% |
False |
False |
2,760 |
| 10 |
3,128.0 |
3,038.0 |
90.0 |
2.9% |
31.1 |
1.0% |
34% |
False |
False |
22,234 |
| 20 |
3,128.0 |
2,943.0 |
185.0 |
6.0% |
29.7 |
1.0% |
68% |
False |
False |
12,549 |
| 40 |
3,128.0 |
2,814.0 |
314.0 |
10.2% |
38.5 |
1.3% |
81% |
False |
False |
10,876 |
| 60 |
3,141.0 |
2,814.0 |
327.0 |
10.7% |
35.2 |
1.1% |
78% |
False |
False |
10,546 |
| 80 |
3,152.0 |
2,814.0 |
338.0 |
11.0% |
33.9 |
1.1% |
75% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,354.0 |
|
2.618 |
3,262.6 |
|
1.618 |
3,206.6 |
|
1.000 |
3,172.0 |
|
0.618 |
3,150.6 |
|
HIGH |
3,116.0 |
|
0.618 |
3,094.6 |
|
0.500 |
3,088.0 |
|
0.382 |
3,081.4 |
|
LOW |
3,060.0 |
|
0.618 |
3,025.4 |
|
1.000 |
3,004.0 |
|
1.618 |
2,969.4 |
|
2.618 |
2,913.4 |
|
4.250 |
2,822.0 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.0 |
3,094.0 |
| PP |
3,081.7 |
3,085.7 |
| S1 |
3,075.3 |
3,077.3 |
|