| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,122.0 |
3,146.0 |
24.0 |
0.8% |
3,214.0 |
| High |
3,173.0 |
3,163.0 |
-10.0 |
-0.3% |
3,233.0 |
| Low |
3,098.0 |
3,112.0 |
14.0 |
0.5% |
3,080.0 |
| Close |
3,147.0 |
3,143.0 |
-4.0 |
-0.1% |
3,109.0 |
| Range |
75.0 |
51.0 |
-24.0 |
-32.0% |
153.0 |
| ATR |
59.0 |
58.5 |
-0.6 |
-1.0% |
0.0 |
| Volume |
1,317,799 |
1,427,483 |
109,684 |
8.3% |
8,201,498 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,292.3 |
3,268.7 |
3,171.1 |
|
| R3 |
3,241.3 |
3,217.7 |
3,157.0 |
|
| R2 |
3,190.3 |
3,190.3 |
3,152.4 |
|
| R1 |
3,166.7 |
3,166.7 |
3,147.7 |
3,153.0 |
| PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,132.5 |
| S1 |
3,115.7 |
3,115.7 |
3,138.3 |
3,102.0 |
| S2 |
3,088.3 |
3,088.3 |
3,133.7 |
|
| S3 |
3,037.3 |
3,064.7 |
3,129.0 |
|
| S4 |
2,986.3 |
3,013.7 |
3,115.0 |
|
|
| 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% |
71.4 |
2.3% |
65% |
False |
False |
1,549,478 |
| 10 |
3,271.0 |
3,080.0 |
191.0 |
6.1% |
64.1 |
2.0% |
33% |
False |
False |
1,478,570 |
| 20 |
3,413.0 |
3,080.0 |
333.0 |
10.6% |
61.6 |
2.0% |
19% |
False |
False |
1,375,695 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
47.0 |
1.5% |
17% |
False |
False |
1,025,646 |
| 60 |
3,494.0 |
3,080.0 |
414.0 |
13.2% |
41.6 |
1.3% |
15% |
False |
False |
684,898 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
37.7 |
1.2% |
14% |
False |
False |
513,735 |
| 100 |
3,516.0 |
3,080.0 |
436.0 |
13.9% |
38.0 |
1.2% |
14% |
False |
False |
412,903 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
14.9% |
37.3 |
1.2% |
13% |
False |
False |
344,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,379.8 |
|
2.618 |
3,296.5 |
|
1.618 |
3,245.5 |
|
1.000 |
3,214.0 |
|
0.618 |
3,194.5 |
|
HIGH |
3,163.0 |
|
0.618 |
3,143.5 |
|
0.500 |
3,137.5 |
|
0.382 |
3,131.5 |
|
LOW |
3,112.0 |
|
0.618 |
3,080.5 |
|
1.000 |
3,061.0 |
|
1.618 |
3,029.5 |
|
2.618 |
2,978.5 |
|
4.250 |
2,895.3 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,141.2 |
3,137.5 |
| PP |
3,139.3 |
3,132.0 |
| S1 |
3,137.5 |
3,126.5 |
|