Trading Metrics calculated at close of trading on 05-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,235.3 |
1,234.5 |
-0.8 |
-0.1% |
1,236.4 |
High |
1,238.4 |
1,236.8 |
-1.6 |
-0.1% |
1,239.3 |
Low |
1,231.3 |
1,228.4 |
-2.9 |
-0.2% |
1,213.4 |
Close |
1,233.3 |
1,232.3 |
-1.0 |
-0.1% |
1,233.3 |
Range |
7.1 |
8.4 |
1.3 |
18.3% |
25.9 |
ATR |
13.0 |
12.6 |
-0.3 |
-2.5% |
0.0 |
Volume |
256,023 |
159,425 |
-96,598 |
-37.7% |
1,275,462 |
|
Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.7 |
1,253.4 |
1,236.9 |
|
R3 |
1,249.3 |
1,245.0 |
1,234.6 |
|
R2 |
1,240.9 |
1,240.9 |
1,233.8 |
|
R1 |
1,236.6 |
1,236.6 |
1,233.1 |
1,234.6 |
PP |
1,232.5 |
1,232.5 |
1,232.5 |
1,231.5 |
S1 |
1,228.2 |
1,228.2 |
1,231.5 |
1,226.2 |
S2 |
1,224.1 |
1,224.1 |
1,230.8 |
|
S3 |
1,215.7 |
1,219.8 |
1,230.0 |
|
S4 |
1,207.3 |
1,211.4 |
1,227.7 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.4 |
1,295.7 |
1,247.5 |
|
R3 |
1,280.5 |
1,269.8 |
1,240.4 |
|
R2 |
1,254.6 |
1,254.6 |
1,238.0 |
|
R1 |
1,243.9 |
1,243.9 |
1,235.7 |
1,236.3 |
PP |
1,228.7 |
1,228.7 |
1,228.7 |
1,224.9 |
S1 |
1,218.0 |
1,218.0 |
1,230.9 |
1,210.4 |
S2 |
1,202.8 |
1,202.8 |
1,228.6 |
|
S3 |
1,176.9 |
1,192.1 |
1,226.2 |
|
S4 |
1,151.0 |
1,166.2 |
1,219.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,239.3 |
1,213.4 |
25.9 |
2.1% |
12.3 |
1.0% |
73% |
False |
False |
240,118 |
10 |
1,246.0 |
1,213.4 |
32.6 |
2.6% |
12.6 |
1.0% |
58% |
False |
False |
251,011 |
20 |
1,246.0 |
1,186.6 |
59.4 |
4.8% |
12.7 |
1.0% |
77% |
False |
False |
262,200 |
40 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.8 |
1.0% |
78% |
False |
False |
269,471 |
60 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.9 |
1.0% |
83% |
False |
False |
271,165 |
80 |
1,256.1 |
1,167.1 |
89.0 |
7.2% |
12.6 |
1.0% |
73% |
False |
False |
242,121 |
100 |
1,318.9 |
1,167.1 |
151.8 |
12.3% |
12.4 |
1.0% |
43% |
False |
False |
197,449 |
120 |
1,325.4 |
1,167.1 |
158.3 |
12.8% |
11.9 |
1.0% |
41% |
False |
False |
165,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.5 |
2.618 |
1,258.8 |
1.618 |
1,250.4 |
1.000 |
1,245.2 |
0.618 |
1,242.0 |
HIGH |
1,236.8 |
0.618 |
1,233.6 |
0.500 |
1,232.6 |
0.382 |
1,231.6 |
LOW |
1,228.4 |
0.618 |
1,223.2 |
1.000 |
1,220.0 |
1.618 |
1,214.8 |
2.618 |
1,206.4 |
4.250 |
1,192.7 |
|
|
Fisher Pivots for day following 05-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,232.6 |
1,230.8 |
PP |
1,232.5 |
1,229.2 |
S1 |
1,232.4 |
1,227.7 |
|