| 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 |
6,872.73 |
6,876.56 |
3.83 |
0.1% |
6,691.84 |
| High |
6,921.95 |
6,960.97 |
39.02 |
0.6% |
6,936.34 |
| Low |
6,857.31 |
6,872.60 |
15.29 |
0.2% |
6,613.42 |
| Close |
6,875.52 |
6,959.96 |
84.44 |
1.2% |
6,875.52 |
| Range |
64.64 |
88.37 |
23.73 |
36.7% |
322.92 |
| ATR |
132.53 |
129.38 |
-3.15 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,196.29 |
7,166.49 |
7,008.56 |
|
| R3 |
7,107.92 |
7,078.12 |
6,984.26 |
|
| R2 |
7,019.55 |
7,019.55 |
6,976.16 |
|
| R1 |
6,989.75 |
6,989.75 |
6,968.06 |
7,004.65 |
| PP |
6,931.18 |
6,931.18 |
6,931.18 |
6,938.63 |
| S1 |
6,901.38 |
6,901.38 |
6,951.86 |
6,916.28 |
| S2 |
6,842.81 |
6,842.81 |
6,943.76 |
|
| S3 |
6,754.44 |
6,813.01 |
6,935.66 |
|
| S4 |
6,666.07 |
6,724.64 |
6,911.36 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,777.19 |
7,649.27 |
7,053.13 |
|
| R3 |
7,454.27 |
7,326.35 |
6,964.32 |
|
| R2 |
7,131.35 |
7,131.35 |
6,934.72 |
|
| R1 |
7,003.43 |
7,003.43 |
6,905.12 |
7,067.39 |
| PP |
6,808.43 |
6,808.43 |
6,808.43 |
6,840.41 |
| S1 |
6,680.51 |
6,680.51 |
6,845.92 |
6,744.47 |
| S2 |
6,485.51 |
6,485.51 |
6,816.32 |
|
| S3 |
6,162.59 |
6,357.59 |
6,786.72 |
|
| S4 |
5,839.67 |
6,034.67 |
6,697.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,960.97 |
6,613.42 |
347.55 |
5.0% |
95.61 |
1.4% |
100% |
True |
False |
|
| 10 |
6,960.97 |
6,584.50 |
376.47 |
5.4% |
91.65 |
1.3% |
100% |
True |
False |
|
| 20 |
6,960.97 |
6,412.98 |
547.99 |
7.9% |
89.48 |
1.3% |
100% |
True |
False |
|
| 40 |
6,960.97 |
5,895.12 |
1,065.85 |
15.3% |
140.66 |
2.0% |
100% |
True |
False |
|
| 60 |
7,205.96 |
5,895.12 |
1,310.84 |
18.8% |
138.73 |
2.0% |
81% |
False |
False |
|
| 80 |
7,430.36 |
5,895.12 |
1,535.24 |
22.1% |
149.15 |
2.1% |
69% |
False |
False |
|
| 100 |
7,700.56 |
5,895.12 |
1,805.44 |
25.9% |
137.04 |
2.0% |
59% |
False |
False |
|
| 120 |
7,700.56 |
5,895.12 |
1,805.44 |
25.9% |
125.70 |
1.8% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,336.54 |
|
2.618 |
7,192.32 |
|
1.618 |
7,103.95 |
|
1.000 |
7,049.34 |
|
0.618 |
7,015.58 |
|
HIGH |
6,960.97 |
|
0.618 |
6,927.21 |
|
0.500 |
6,916.79 |
|
0.382 |
6,906.36 |
|
LOW |
6,872.60 |
|
0.618 |
6,817.99 |
|
1.000 |
6,784.23 |
|
1.618 |
6,729.62 |
|
2.618 |
6,641.25 |
|
4.250 |
6,497.03 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,945.57 |
6,939.79 |
| PP |
6,931.18 |
6,919.62 |
| S1 |
6,916.79 |
6,899.45 |
|