| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,120.0 |
3,122.0 |
2.0 |
0.1% |
3,214.0 |
| High |
3,148.0 |
3,173.0 |
25.0 |
0.8% |
3,233.0 |
| Low |
3,080.0 |
3,098.0 |
18.0 |
0.6% |
3,080.0 |
| Close |
3,109.0 |
3,147.0 |
38.0 |
1.2% |
3,109.0 |
| Range |
68.0 |
75.0 |
7.0 |
10.3% |
153.0 |
| ATR |
57.8 |
59.0 |
1.2 |
2.1% |
0.0 |
| Volume |
1,409,098 |
1,317,799 |
-91,299 |
-6.5% |
8,201,498 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.3 |
3,330.7 |
3,188.3 |
|
| R3 |
3,289.3 |
3,255.7 |
3,167.6 |
|
| R2 |
3,214.3 |
3,214.3 |
3,160.8 |
|
| R1 |
3,180.7 |
3,180.7 |
3,153.9 |
3,197.5 |
| PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,147.8 |
| S1 |
3,105.7 |
3,105.7 |
3,140.1 |
3,122.5 |
| S2 |
3,064.3 |
3,064.3 |
3,133.3 |
|
| S3 |
2,989.3 |
3,030.7 |
3,126.4 |
|
| S4 |
2,914.3 |
2,955.7 |
3,105.8 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.7 |
3,507.3 |
3,193.2 |
|
| R3 |
3,446.7 |
3,354.3 |
3,151.1 |
|
| R2 |
3,293.7 |
3,293.7 |
3,137.1 |
|
| R1 |
3,201.3 |
3,201.3 |
3,123.0 |
3,171.0 |
| PP |
3,140.7 |
3,140.7 |
3,140.7 |
3,125.5 |
| S1 |
3,048.3 |
3,048.3 |
3,095.0 |
3,018.0 |
| S2 |
2,987.7 |
2,987.7 |
3,081.0 |
|
| S3 |
2,834.7 |
2,895.3 |
3,066.9 |
|
| S4 |
2,681.7 |
2,742.3 |
3,024.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,177.0 |
3,080.0 |
97.0 |
3.1% |
72.4 |
2.3% |
69% |
False |
False |
1,552,329 |
| 10 |
3,271.0 |
3,080.0 |
191.0 |
6.1% |
65.0 |
2.1% |
35% |
False |
False |
1,450,390 |
| 20 |
3,413.0 |
3,080.0 |
333.0 |
10.6% |
60.5 |
1.9% |
20% |
False |
False |
1,338,176 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
47.3 |
1.5% |
19% |
False |
False |
990,466 |
| 60 |
3,494.0 |
3,080.0 |
414.0 |
13.2% |
41.2 |
1.3% |
16% |
False |
False |
661,126 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
37.2 |
1.2% |
15% |
False |
False |
495,894 |
| 100 |
3,516.0 |
3,080.0 |
436.0 |
13.9% |
38.0 |
1.2% |
15% |
False |
False |
398,631 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
14.8% |
37.0 |
1.2% |
14% |
False |
False |
332,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,491.8 |
|
2.618 |
3,369.4 |
|
1.618 |
3,294.4 |
|
1.000 |
3,248.0 |
|
0.618 |
3,219.4 |
|
HIGH |
3,173.0 |
|
0.618 |
3,144.4 |
|
0.500 |
3,135.5 |
|
0.382 |
3,126.7 |
|
LOW |
3,098.0 |
|
0.618 |
3,051.7 |
|
1.000 |
3,023.0 |
|
1.618 |
2,976.7 |
|
2.618 |
2,901.7 |
|
4.250 |
2,779.3 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,143.2 |
3,140.2 |
| PP |
3,139.3 |
3,133.3 |
| S1 |
3,135.5 |
3,126.5 |
|