| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,712.75 |
2,704.00 |
-8.75 |
-0.3% |
2,668.25 |
| High |
2,721.50 |
2,730.00 |
8.50 |
0.3% |
2,721.50 |
| Low |
2,700.50 |
2,702.25 |
1.75 |
0.1% |
2,627.75 |
| Close |
2,709.25 |
2,726.50 |
17.25 |
0.6% |
2,709.25 |
| Range |
21.00 |
27.75 |
6.75 |
32.1% |
93.75 |
| ATR |
44.02 |
42.86 |
-1.16 |
-2.6% |
0.00 |
| Volume |
5,645 |
7,528 |
1,883 |
33.4% |
29,425 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.75 |
2,792.50 |
2,741.75 |
|
| R3 |
2,775.00 |
2,764.75 |
2,734.25 |
|
| R2 |
2,747.25 |
2,747.25 |
2,731.50 |
|
| R1 |
2,737.00 |
2,737.00 |
2,729.00 |
2,742.00 |
| PP |
2,719.50 |
2,719.50 |
2,719.50 |
2,722.25 |
| S1 |
2,709.25 |
2,709.25 |
2,724.00 |
2,714.50 |
| S2 |
2,691.75 |
2,691.75 |
2,721.50 |
|
| S3 |
2,664.00 |
2,681.50 |
2,718.75 |
|
| S4 |
2,636.25 |
2,653.75 |
2,711.25 |
|
|
| 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 |
2,730.00 |
2,634.00 |
96.00 |
3.5% |
32.00 |
1.2% |
96% |
True |
False |
6,018 |
| 10 |
2,730.00 |
2,618.00 |
112.00 |
4.1% |
35.50 |
1.3% |
97% |
True |
False |
5,627 |
| 20 |
2,730.00 |
2,528.50 |
201.50 |
7.4% |
34.75 |
1.3% |
98% |
True |
False |
6,848 |
| 40 |
2,730.00 |
2,319.25 |
410.75 |
15.1% |
54.50 |
2.0% |
99% |
True |
False |
5,584 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
18.9% |
52.00 |
1.9% |
79% |
False |
False |
3,858 |
| 80 |
2,916.00 |
2,319.25 |
596.75 |
21.9% |
53.50 |
2.0% |
68% |
False |
False |
3,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.00 |
|
2.618 |
2,802.75 |
|
1.618 |
2,775.00 |
|
1.000 |
2,757.75 |
|
0.618 |
2,747.25 |
|
HIGH |
2,730.00 |
|
0.618 |
2,719.50 |
|
0.500 |
2,716.00 |
|
0.382 |
2,712.75 |
|
LOW |
2,702.25 |
|
0.618 |
2,685.00 |
|
1.000 |
2,674.50 |
|
1.618 |
2,657.25 |
|
2.618 |
2,629.50 |
|
4.250 |
2,584.25 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.00 |
2,719.50 |
| PP |
2,719.50 |
2,712.50 |
| S1 |
2,716.00 |
2,705.50 |
|