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 |
1,224.7 |
1,216.6 |
-8.1 |
-0.7% |
1,230.5 |
High |
1,225.0 |
1,239.3 |
14.3 |
1.2% |
1,246.0 |
Low |
1,213.4 |
1,216.1 |
2.7 |
0.2% |
1,222.8 |
Close |
1,215.0 |
1,238.6 |
23.6 |
1.9% |
1,235.8 |
Range |
11.6 |
23.2 |
11.6 |
100.0% |
23.2 |
ATR |
12.5 |
13.4 |
0.8 |
6.7% |
0.0 |
Volume |
247,057 |
313,451 |
66,394 |
26.9% |
1,262,454 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.9 |
1,293.0 |
1,251.4 |
|
R3 |
1,277.7 |
1,269.8 |
1,245.0 |
|
R2 |
1,254.5 |
1,254.5 |
1,242.9 |
|
R1 |
1,246.6 |
1,246.6 |
1,240.7 |
1,250.6 |
PP |
1,231.3 |
1,231.3 |
1,231.3 |
1,233.3 |
S1 |
1,223.4 |
1,223.4 |
1,236.5 |
1,227.4 |
S2 |
1,208.1 |
1,208.1 |
1,234.3 |
|
S3 |
1,184.9 |
1,200.2 |
1,232.2 |
|
S4 |
1,161.7 |
1,177.0 |
1,225.8 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.5 |
1,293.3 |
1,248.6 |
|
R3 |
1,281.3 |
1,270.1 |
1,242.2 |
|
R2 |
1,258.1 |
1,258.1 |
1,240.1 |
|
R1 |
1,246.9 |
1,246.9 |
1,237.9 |
1,252.5 |
PP |
1,234.9 |
1,234.9 |
1,234.9 |
1,237.7 |
S1 |
1,223.7 |
1,223.7 |
1,233.7 |
1,229.3 |
S2 |
1,211.7 |
1,211.7 |
1,231.5 |
|
S3 |
1,188.5 |
1,200.5 |
1,229.4 |
|
S4 |
1,165.3 |
1,177.3 |
1,223.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,246.0 |
1,213.4 |
32.6 |
2.6% |
14.2 |
1.1% |
77% |
False |
False |
267,025 |
10 |
1,246.0 |
1,213.4 |
32.6 |
2.6% |
12.8 |
1.0% |
77% |
False |
False |
247,368 |
20 |
1,246.0 |
1,186.0 |
60.0 |
4.8% |
13.5 |
1.1% |
88% |
False |
False |
270,206 |
40 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.8 |
1.0% |
88% |
False |
False |
271,611 |
60 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.9 |
1.0% |
91% |
False |
False |
273,578 |
80 |
1,259.6 |
1,167.1 |
92.5 |
7.5% |
12.7 |
1.0% |
77% |
False |
False |
237,890 |
100 |
1,325.4 |
1,167.1 |
158.3 |
12.8% |
12.4 |
1.0% |
45% |
False |
False |
193,420 |
120 |
1,333.4 |
1,167.1 |
166.3 |
13.4% |
12.1 |
1.0% |
43% |
False |
False |
162,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.9 |
2.618 |
1,300.0 |
1.618 |
1,276.8 |
1.000 |
1,262.5 |
0.618 |
1,253.6 |
HIGH |
1,239.3 |
0.618 |
1,230.4 |
0.500 |
1,227.7 |
0.382 |
1,225.0 |
LOW |
1,216.1 |
0.618 |
1,201.8 |
1.000 |
1,192.9 |
1.618 |
1,178.6 |
2.618 |
1,155.4 |
4.250 |
1,117.5 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,235.0 |
1,234.5 |
PP |
1,231.3 |
1,230.4 |
S1 |
1,227.7 |
1,226.4 |
|