| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,311.21 |
6,341.61 |
30.40 |
0.5% |
6,476.27 |
| High |
6,394.89 |
6,376.89 |
-18.00 |
-0.3% |
6,561.42 |
| Low |
6,233.17 |
6,320.12 |
86.95 |
1.4% |
6,383.39 |
| Close |
6,341.61 |
6,374.63 |
33.02 |
0.5% |
6,470.86 |
| Range |
161.72 |
56.77 |
-104.95 |
-64.9% |
178.03 |
| ATR |
194.07 |
184.26 |
-9.81 |
-5.1% |
0.00 |
| Volume |
42,580 |
31,501 |
-11,079 |
-26.0% |
148,855 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,527.52 |
6,507.85 |
6,405.85 |
|
| R3 |
6,470.75 |
6,451.08 |
6,390.24 |
|
| R2 |
6,413.98 |
6,413.98 |
6,385.04 |
|
| R1 |
6,394.31 |
6,394.31 |
6,379.83 |
6,404.15 |
| PP |
6,357.21 |
6,357.21 |
6,357.21 |
6,362.13 |
| S1 |
6,337.54 |
6,337.54 |
6,369.43 |
6,347.38 |
| S2 |
6,300.44 |
6,300.44 |
6,364.22 |
|
| S3 |
6,243.67 |
6,280.77 |
6,359.02 |
|
| S4 |
6,186.90 |
6,224.00 |
6,343.41 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,005.98 |
6,916.45 |
6,568.78 |
|
| R3 |
6,827.95 |
6,738.42 |
6,519.82 |
|
| R2 |
6,649.92 |
6,649.92 |
6,503.50 |
|
| R1 |
6,560.39 |
6,560.39 |
6,487.18 |
6,516.14 |
| PP |
6,471.89 |
6,471.89 |
6,471.89 |
6,449.77 |
| S1 |
6,382.36 |
6,382.36 |
6,454.54 |
6,338.11 |
| S2 |
6,293.86 |
6,293.86 |
6,438.22 |
|
| S3 |
6,115.83 |
6,204.33 |
6,421.90 |
|
| S4 |
5,937.80 |
6,026.30 |
6,372.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,535.17 |
6,233.17 |
302.00 |
4.7% |
128.41 |
2.0% |
47% |
False |
False |
38,764 |
| 10 |
6,561.42 |
6,233.17 |
328.25 |
5.1% |
124.34 |
2.0% |
43% |
False |
False |
34,830 |
| 20 |
6,980.29 |
6,176.67 |
803.62 |
12.6% |
179.84 |
2.8% |
25% |
False |
False |
47,177 |
| 40 |
6,980.29 |
6,120.70 |
859.59 |
13.5% |
205.73 |
3.2% |
30% |
False |
False |
50,606 |
| 60 |
7,405.24 |
5,894.44 |
1,510.80 |
23.7% |
255.57 |
4.0% |
32% |
False |
False |
58,422 |
| 80 |
8,485.03 |
5,894.44 |
2,590.59 |
40.6% |
298.35 |
4.7% |
19% |
False |
False |
62,816 |
| 100 |
8,485.03 |
5,803.02 |
2,682.01 |
42.1% |
302.19 |
4.7% |
21% |
False |
False |
62,419 |
| 120 |
8,847.41 |
5,803.02 |
3,044.39 |
47.8% |
313.55 |
4.9% |
19% |
False |
False |
64,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,618.16 |
|
2.618 |
6,525.51 |
|
1.618 |
6,468.74 |
|
1.000 |
6,433.66 |
|
0.618 |
6,411.97 |
|
HIGH |
6,376.89 |
|
0.618 |
6,355.20 |
|
0.500 |
6,348.51 |
|
0.382 |
6,341.81 |
|
LOW |
6,320.12 |
|
0.618 |
6,285.04 |
|
1.000 |
6,263.35 |
|
1.618 |
6,228.27 |
|
2.618 |
6,171.50 |
|
4.250 |
6,078.85 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,365.92 |
6,354.43 |
| PP |
6,357.21 |
6,334.23 |
| S1 |
6,348.51 |
6,314.03 |
|