| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,146.0 |
3,177.0 |
31.0 |
1.0% |
3,214.0 |
| High |
3,163.0 |
3,202.0 |
39.0 |
1.2% |
3,233.0 |
| Low |
3,112.0 |
3,172.0 |
60.0 |
1.9% |
3,080.0 |
| Close |
3,143.0 |
3,194.0 |
51.0 |
1.6% |
3,109.0 |
| Range |
51.0 |
30.0 |
-21.0 |
-41.2% |
153.0 |
| ATR |
58.5 |
58.5 |
0.0 |
0.1% |
0.0 |
| Volume |
1,427,483 |
1,217,839 |
-209,644 |
-14.7% |
8,201,498 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,279.3 |
3,266.7 |
3,210.5 |
|
| R3 |
3,249.3 |
3,236.7 |
3,202.3 |
|
| R2 |
3,219.3 |
3,219.3 |
3,199.5 |
|
| R1 |
3,206.7 |
3,206.7 |
3,196.8 |
3,213.0 |
| PP |
3,189.3 |
3,189.3 |
3,189.3 |
3,192.5 |
| S1 |
3,176.7 |
3,176.7 |
3,191.3 |
3,183.0 |
| S2 |
3,159.3 |
3,159.3 |
3,188.5 |
|
| S3 |
3,129.3 |
3,146.7 |
3,185.8 |
|
| S4 |
3,099.3 |
3,116.7 |
3,177.5 |
|
|
| 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 |
3,202.0 |
3,080.0 |
122.0 |
3.8% |
59.8 |
1.9% |
93% |
True |
False |
1,456,960 |
| 10 |
3,248.0 |
3,080.0 |
168.0 |
5.3% |
61.8 |
1.9% |
68% |
False |
False |
1,465,300 |
| 20 |
3,387.0 |
3,080.0 |
307.0 |
9.6% |
61.0 |
1.9% |
37% |
False |
False |
1,383,217 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.3% |
46.7 |
1.5% |
31% |
False |
False |
1,055,210 |
| 60 |
3,489.0 |
3,080.0 |
409.0 |
12.8% |
41.6 |
1.3% |
28% |
False |
False |
705,191 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
37.9 |
1.2% |
26% |
False |
False |
528,958 |
| 100 |
3,516.0 |
3,080.0 |
436.0 |
13.7% |
38.0 |
1.2% |
26% |
False |
False |
424,676 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
14.6% |
37.5 |
1.2% |
24% |
False |
False |
354,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,329.5 |
|
2.618 |
3,280.5 |
|
1.618 |
3,250.5 |
|
1.000 |
3,232.0 |
|
0.618 |
3,220.5 |
|
HIGH |
3,202.0 |
|
0.618 |
3,190.5 |
|
0.500 |
3,187.0 |
|
0.382 |
3,183.5 |
|
LOW |
3,172.0 |
|
0.618 |
3,153.5 |
|
1.000 |
3,142.0 |
|
1.618 |
3,123.5 |
|
2.618 |
3,093.5 |
|
4.250 |
3,044.5 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,191.7 |
3,179.3 |
| PP |
3,189.3 |
3,164.7 |
| S1 |
3,187.0 |
3,150.0 |
|