| 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 |
2,724.00 |
2,737.00 |
13.00 |
0.5% |
2,668.25 |
| High |
2,742.50 |
2,741.25 |
-1.25 |
0.0% |
2,721.50 |
| Low |
2,721.75 |
2,727.75 |
6.00 |
0.2% |
2,627.75 |
| Close |
2,736.25 |
2,734.50 |
-1.75 |
-0.1% |
2,709.25 |
| Range |
20.75 |
13.50 |
-7.25 |
-34.9% |
93.75 |
| ATR |
41.28 |
39.29 |
-1.98 |
-4.8% |
0.00 |
| Volume |
4,814 |
2,009 |
-2,805 |
-58.3% |
29,425 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,768.25 |
2,742.00 |
|
| R3 |
2,761.50 |
2,754.75 |
2,738.25 |
|
| R2 |
2,748.00 |
2,748.00 |
2,737.00 |
|
| R1 |
2,741.25 |
2,741.25 |
2,735.75 |
2,738.00 |
| PP |
2,734.50 |
2,734.50 |
2,734.50 |
2,732.75 |
| S1 |
2,727.75 |
2,727.75 |
2,733.25 |
2,724.50 |
| S2 |
2,721.00 |
2,721.00 |
2,732.00 |
|
| S3 |
2,707.50 |
2,714.25 |
2,730.75 |
|
| S4 |
2,694.00 |
2,700.75 |
2,727.00 |
|
|
| 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 |
2,681.25 |
61.25 |
2.2% |
24.00 |
0.9% |
87% |
False |
False |
5,289 |
| 10 |
2,742.50 |
2,627.75 |
114.75 |
4.2% |
29.25 |
1.1% |
93% |
False |
False |
5,659 |
| 20 |
2,742.50 |
2,565.75 |
176.75 |
6.5% |
32.50 |
1.2% |
95% |
False |
False |
6,447 |
| 40 |
2,742.50 |
2,319.25 |
423.25 |
15.5% |
51.00 |
1.9% |
98% |
False |
False |
5,680 |
| 60 |
2,832.50 |
2,319.25 |
513.25 |
18.8% |
51.00 |
1.9% |
81% |
False |
False |
3,951 |
| 80 |
2,840.00 |
2,319.25 |
520.75 |
19.0% |
52.00 |
1.9% |
80% |
False |
False |
3,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.50 |
|
2.618 |
2,776.50 |
|
1.618 |
2,763.00 |
|
1.000 |
2,754.75 |
|
0.618 |
2,749.50 |
|
HIGH |
2,741.25 |
|
0.618 |
2,736.00 |
|
0.500 |
2,734.50 |
|
0.382 |
2,733.00 |
|
LOW |
2,727.75 |
|
0.618 |
2,719.50 |
|
1.000 |
2,714.25 |
|
1.618 |
2,706.00 |
|
2.618 |
2,692.50 |
|
4.250 |
2,670.50 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.50 |
2,730.50 |
| PP |
2,734.50 |
2,726.50 |
| S1 |
2,734.50 |
2,722.50 |
|