| 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 |
2,737.00 |
2,732.75 |
-4.25 |
-0.2% |
2,668.25 |
| High |
2,741.25 |
2,733.25 |
-8.00 |
-0.3% |
2,721.50 |
| Low |
2,727.75 |
2,690.75 |
-37.00 |
-1.4% |
2,627.75 |
| Close |
2,734.50 |
2,709.00 |
-25.50 |
-0.9% |
2,709.25 |
| Range |
13.50 |
42.50 |
29.00 |
214.8% |
93.75 |
| ATR |
39.29 |
39.61 |
0.32 |
0.8% |
0.00 |
| Volume |
2,009 |
5,654 |
3,645 |
181.4% |
29,425 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.50 |
2,816.25 |
2,732.50 |
|
| R3 |
2,796.00 |
2,773.75 |
2,720.75 |
|
| R2 |
2,753.50 |
2,753.50 |
2,716.75 |
|
| R1 |
2,731.25 |
2,731.25 |
2,713.00 |
2,721.00 |
| PP |
2,711.00 |
2,711.00 |
2,711.00 |
2,706.00 |
| S1 |
2,688.75 |
2,688.75 |
2,705.00 |
2,678.50 |
| S2 |
2,668.50 |
2,668.50 |
2,701.25 |
|
| S3 |
2,626.00 |
2,646.25 |
2,697.25 |
|
| S4 |
2,583.50 |
2,603.75 |
2,685.50 |
|
|
| 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 |
2,690.75 |
51.75 |
1.9% |
25.00 |
0.9% |
35% |
False |
True |
5,130 |
| 10 |
2,742.50 |
2,627.75 |
114.75 |
4.2% |
31.50 |
1.2% |
71% |
False |
False |
5,784 |
| 20 |
2,742.50 |
2,565.75 |
176.75 |
6.5% |
33.25 |
1.2% |
81% |
False |
False |
6,125 |
| 40 |
2,742.50 |
2,319.25 |
423.25 |
15.6% |
50.50 |
1.9% |
92% |
False |
False |
5,812 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.7% |
51.50 |
1.9% |
77% |
False |
False |
4,045 |
| 80 |
2,840.00 |
2,319.25 |
520.75 |
19.2% |
51.50 |
1.9% |
75% |
False |
False |
3,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.00 |
|
2.618 |
2,844.50 |
|
1.618 |
2,802.00 |
|
1.000 |
2,775.75 |
|
0.618 |
2,759.50 |
|
HIGH |
2,733.25 |
|
0.618 |
2,717.00 |
|
0.500 |
2,712.00 |
|
0.382 |
2,707.00 |
|
LOW |
2,690.75 |
|
0.618 |
2,664.50 |
|
1.000 |
2,648.25 |
|
1.618 |
2,622.00 |
|
2.618 |
2,579.50 |
|
4.250 |
2,510.00 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.00 |
2,716.50 |
| PP |
2,711.00 |
2,714.00 |
| S1 |
2,710.00 |
2,711.50 |
|