| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,427.21 |
6,447.69 |
20.48 |
0.3% |
6,470.86 |
| High |
6,463.89 |
6,568.87 |
104.98 |
1.6% |
6,498.56 |
| Low |
6,398.39 |
6,446.29 |
47.90 |
0.7% |
6,233.17 |
| Close |
6,447.67 |
6,544.45 |
96.78 |
1.5% |
6,398.49 |
| Range |
65.50 |
122.58 |
57.08 |
87.1% |
265.39 |
| ATR |
165.71 |
162.63 |
-3.08 |
-1.9% |
0.00 |
| Volume |
32,314 |
42,717 |
10,403 |
32.2% |
195,270 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,887.61 |
6,838.61 |
6,611.87 |
|
| R3 |
6,765.03 |
6,716.03 |
6,578.16 |
|
| R2 |
6,642.45 |
6,642.45 |
6,566.92 |
|
| R1 |
6,593.45 |
6,593.45 |
6,555.69 |
6,617.95 |
| PP |
6,519.87 |
6,519.87 |
6,519.87 |
6,532.12 |
| S1 |
6,470.87 |
6,470.87 |
6,533.21 |
6,495.37 |
| S2 |
6,397.29 |
6,397.29 |
6,521.98 |
|
| S3 |
6,274.71 |
6,348.29 |
6,510.74 |
|
| S4 |
6,152.13 |
6,225.71 |
6,477.03 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,172.91 |
7,051.09 |
6,544.45 |
|
| R3 |
6,907.52 |
6,785.70 |
6,471.47 |
|
| R2 |
6,642.13 |
6,642.13 |
6,447.14 |
|
| R1 |
6,520.31 |
6,520.31 |
6,422.82 |
6,448.53 |
| PP |
6,376.74 |
6,376.74 |
6,376.74 |
6,340.85 |
| S1 |
6,254.92 |
6,254.92 |
6,374.16 |
6,183.14 |
| S2 |
6,111.35 |
6,111.35 |
6,349.84 |
|
| S3 |
5,845.96 |
5,989.53 |
6,325.51 |
|
| S4 |
5,580.57 |
5,724.14 |
6,252.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,568.87 |
6,320.12 |
248.75 |
3.8% |
90.37 |
1.4% |
90% |
True |
False |
33,466 |
| 10 |
6,568.87 |
6,233.17 |
335.70 |
5.1% |
111.89 |
1.7% |
93% |
True |
False |
35,897 |
| 20 |
6,980.29 |
6,176.67 |
803.62 |
12.3% |
176.61 |
2.7% |
46% |
False |
False |
46,621 |
| 40 |
6,980.29 |
6,129.09 |
851.20 |
13.0% |
193.10 |
3.0% |
49% |
False |
False |
48,699 |
| 60 |
7,405.24 |
6,072.61 |
1,332.63 |
20.4% |
233.04 |
3.6% |
35% |
False |
False |
55,112 |
| 80 |
8,485.03 |
5,894.44 |
2,590.59 |
39.6% |
280.72 |
4.3% |
25% |
False |
False |
61,203 |
| 100 |
8,485.03 |
5,803.02 |
2,682.01 |
41.0% |
289.86 |
4.4% |
28% |
False |
False |
60,523 |
| 120 |
8,577.01 |
5,803.02 |
2,773.99 |
42.4% |
304.31 |
4.6% |
27% |
False |
False |
63,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,089.84 |
|
2.618 |
6,889.78 |
|
1.618 |
6,767.20 |
|
1.000 |
6,691.45 |
|
0.618 |
6,644.62 |
|
HIGH |
6,568.87 |
|
0.618 |
6,522.04 |
|
0.500 |
6,507.58 |
|
0.382 |
6,493.12 |
|
LOW |
6,446.29 |
|
0.618 |
6,370.54 |
|
1.000 |
6,323.71 |
|
1.618 |
6,247.96 |
|
2.618 |
6,125.38 |
|
4.250 |
5,925.33 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,532.16 |
6,513.40 |
| PP |
6,519.87 |
6,482.36 |
| S1 |
6,507.58 |
6,451.31 |
|