| 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 |
2,687.25 |
2,712.75 |
25.50 |
0.9% |
2,668.25 |
| High |
2,718.00 |
2,721.50 |
3.50 |
0.1% |
2,721.50 |
| Low |
2,681.25 |
2,700.50 |
19.25 |
0.7% |
2,627.75 |
| Close |
2,709.75 |
2,709.25 |
-0.50 |
0.0% |
2,709.25 |
| Range |
36.75 |
21.00 |
-15.75 |
-42.9% |
93.75 |
| ATR |
45.79 |
44.02 |
-1.77 |
-3.9% |
0.00 |
| Volume |
6,449 |
5,645 |
-804 |
-12.5% |
29,425 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.50 |
2,762.25 |
2,720.75 |
|
| R3 |
2,752.50 |
2,741.25 |
2,715.00 |
|
| R2 |
2,731.50 |
2,731.50 |
2,713.00 |
|
| R1 |
2,720.25 |
2,720.25 |
2,711.25 |
2,715.50 |
| PP |
2,710.50 |
2,710.50 |
2,710.50 |
2,708.00 |
| S1 |
2,699.25 |
2,699.25 |
2,707.25 |
2,694.50 |
| S2 |
2,689.50 |
2,689.50 |
2,705.50 |
|
| S3 |
2,668.50 |
2,678.25 |
2,703.50 |
|
| S4 |
2,647.50 |
2,657.25 |
2,697.75 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.50 |
2,932.00 |
2,760.75 |
|
| R3 |
2,873.75 |
2,838.25 |
2,735.00 |
|
| R2 |
2,780.00 |
2,780.00 |
2,726.50 |
|
| R1 |
2,744.50 |
2,744.50 |
2,717.75 |
2,762.25 |
| PP |
2,686.25 |
2,686.25 |
2,686.25 |
2,695.00 |
| S1 |
2,650.75 |
2,650.75 |
2,700.75 |
2,668.50 |
| S2 |
2,592.50 |
2,592.50 |
2,692.00 |
|
| S3 |
2,498.75 |
2,557.00 |
2,683.50 |
|
| S4 |
2,405.00 |
2,463.25 |
2,657.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,721.50 |
2,627.75 |
93.75 |
3.5% |
34.50 |
1.3% |
87% |
True |
False |
5,885 |
| 10 |
2,721.50 |
2,618.00 |
103.50 |
3.8% |
37.25 |
1.4% |
88% |
True |
False |
5,532 |
| 20 |
2,721.50 |
2,442.25 |
279.25 |
10.3% |
38.25 |
1.4% |
96% |
True |
False |
7,016 |
| 40 |
2,799.50 |
2,319.25 |
480.25 |
17.7% |
56.25 |
2.1% |
81% |
False |
False |
5,399 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.0% |
52.00 |
1.9% |
76% |
False |
False |
3,764 |
| 80 |
2,916.00 |
2,319.25 |
596.75 |
22.0% |
53.50 |
2.0% |
65% |
False |
False |
2,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.75 |
|
2.618 |
2,776.50 |
|
1.618 |
2,755.50 |
|
1.000 |
2,742.50 |
|
0.618 |
2,734.50 |
|
HIGH |
2,721.50 |
|
0.618 |
2,713.50 |
|
0.500 |
2,711.00 |
|
0.382 |
2,708.50 |
|
LOW |
2,700.50 |
|
0.618 |
2,687.50 |
|
1.000 |
2,679.50 |
|
1.618 |
2,666.50 |
|
2.618 |
2,645.50 |
|
4.250 |
2,611.25 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.00 |
2,700.00 |
| PP |
2,710.50 |
2,690.75 |
| S1 |
2,709.75 |
2,681.50 |
|