| 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 |
2,699.25 |
2,719.50 |
20.25 |
0.8% |
2,660.00 |
| High |
2,725.00 |
2,737.75 |
12.75 |
0.5% |
2,716.00 |
| Low |
2,697.00 |
2,716.25 |
19.25 |
0.7% |
2,622.25 |
| Close |
2,721.25 |
2,731.00 |
9.75 |
0.4% |
2,704.25 |
| Range |
28.00 |
21.50 |
-6.50 |
-23.2% |
93.75 |
| ATR |
43.31 |
41.75 |
-1.56 |
-3.6% |
0.00 |
| Volume |
1,024,581 |
1,225,737 |
201,156 |
19.6% |
7,640,118 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.75 |
2,783.50 |
2,742.75 |
|
| R3 |
2,771.25 |
2,762.00 |
2,737.00 |
|
| R2 |
2,749.75 |
2,749.75 |
2,735.00 |
|
| R1 |
2,740.50 |
2,740.50 |
2,733.00 |
2,745.00 |
| PP |
2,728.25 |
2,728.25 |
2,728.25 |
2,730.75 |
| S1 |
2,719.00 |
2,719.00 |
2,729.00 |
2,723.50 |
| S2 |
2,706.75 |
2,706.75 |
2,727.00 |
|
| S3 |
2,685.25 |
2,697.50 |
2,725.00 |
|
| S4 |
2,663.75 |
2,676.00 |
2,719.25 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.00 |
2,927.00 |
2,755.75 |
|
| R3 |
2,868.25 |
2,833.25 |
2,730.00 |
|
| R2 |
2,774.50 |
2,774.50 |
2,721.50 |
|
| R1 |
2,739.50 |
2,739.50 |
2,712.75 |
2,757.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,689.50 |
| S1 |
2,645.75 |
2,645.75 |
2,695.75 |
2,663.25 |
| S2 |
2,587.00 |
2,587.00 |
2,687.00 |
|
| S3 |
2,493.25 |
2,552.00 |
2,678.50 |
|
| S4 |
2,399.50 |
2,458.25 |
2,652.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.75 |
2,636.25 |
101.50 |
3.7% |
32.25 |
1.2% |
93% |
True |
False |
1,444,019 |
| 10 |
2,737.75 |
2,612.50 |
125.25 |
4.6% |
32.50 |
1.2% |
95% |
True |
False |
1,412,207 |
| 20 |
2,737.75 |
2,547.50 |
190.25 |
7.0% |
34.00 |
1.2% |
96% |
True |
False |
1,466,822 |
| 40 |
2,737.75 |
2,313.00 |
424.75 |
15.6% |
53.75 |
2.0% |
98% |
True |
False |
1,622,447 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
18.7% |
52.75 |
1.9% |
82% |
False |
False |
1,087,453 |
| 80 |
2,831.50 |
2,313.00 |
518.50 |
19.0% |
54.00 |
2.0% |
81% |
False |
False |
819,049 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.5% |
48.75 |
1.8% |
65% |
False |
False |
656,628 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.5% |
43.75 |
1.6% |
65% |
False |
False |
547,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.00 |
|
2.618 |
2,794.00 |
|
1.618 |
2,772.50 |
|
1.000 |
2,759.25 |
|
0.618 |
2,751.00 |
|
HIGH |
2,737.75 |
|
0.618 |
2,729.50 |
|
0.500 |
2,727.00 |
|
0.382 |
2,724.50 |
|
LOW |
2,716.25 |
|
0.618 |
2,703.00 |
|
1.000 |
2,694.75 |
|
1.618 |
2,681.50 |
|
2.618 |
2,660.00 |
|
4.250 |
2,625.00 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.75 |
2,726.25 |
| PP |
2,728.25 |
2,721.50 |
| S1 |
2,727.00 |
2,716.50 |
|