| 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 |
2,704.00 |
2,724.00 |
20.00 |
0.7% |
2,668.25 |
| High |
2,730.00 |
2,742.50 |
12.50 |
0.5% |
2,721.50 |
| Low |
2,702.25 |
2,721.75 |
19.50 |
0.7% |
2,627.75 |
| Close |
2,726.50 |
2,736.25 |
9.75 |
0.4% |
2,709.25 |
| Range |
27.75 |
20.75 |
-7.00 |
-25.2% |
93.75 |
| ATR |
42.86 |
41.28 |
-1.58 |
-3.7% |
0.00 |
| Volume |
7,528 |
4,814 |
-2,714 |
-36.1% |
29,425 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.75 |
2,786.75 |
2,747.75 |
|
| R3 |
2,775.00 |
2,766.00 |
2,742.00 |
|
| R2 |
2,754.25 |
2,754.25 |
2,740.00 |
|
| R1 |
2,745.25 |
2,745.25 |
2,738.25 |
2,749.75 |
| PP |
2,733.50 |
2,733.50 |
2,733.50 |
2,735.75 |
| S1 |
2,724.50 |
2,724.50 |
2,734.25 |
2,729.00 |
| S2 |
2,712.75 |
2,712.75 |
2,732.50 |
|
| S3 |
2,692.00 |
2,703.75 |
2,730.50 |
|
| S4 |
2,671.25 |
2,683.00 |
2,724.75 |
|
|
| 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 |
2,742.50 |
2,641.50 |
101.00 |
3.7% |
32.00 |
1.2% |
94% |
True |
False |
6,446 |
| 10 |
2,742.50 |
2,618.00 |
124.50 |
4.6% |
32.00 |
1.2% |
95% |
True |
False |
5,692 |
| 20 |
2,742.50 |
2,553.00 |
189.50 |
6.9% |
33.50 |
1.2% |
97% |
True |
False |
6,570 |
| 40 |
2,742.50 |
2,319.25 |
423.25 |
15.5% |
52.75 |
1.9% |
99% |
True |
False |
5,638 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
18.8% |
52.00 |
1.9% |
81% |
False |
False |
3,937 |
| 80 |
2,908.75 |
2,319.25 |
589.50 |
21.5% |
53.25 |
1.9% |
71% |
False |
False |
3,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.75 |
|
2.618 |
2,796.75 |
|
1.618 |
2,776.00 |
|
1.000 |
2,763.25 |
|
0.618 |
2,755.25 |
|
HIGH |
2,742.50 |
|
0.618 |
2,734.50 |
|
0.500 |
2,732.00 |
|
0.382 |
2,729.75 |
|
LOW |
2,721.75 |
|
0.618 |
2,709.00 |
|
1.000 |
2,701.00 |
|
1.618 |
2,688.25 |
|
2.618 |
2,667.50 |
|
4.250 |
2,633.50 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.00 |
2,731.25 |
| PP |
2,733.50 |
2,726.50 |
| S1 |
2,732.00 |
2,721.50 |
|