| 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 |
3,177.0 |
3,183.0 |
6.0 |
0.2% |
3,214.0 |
| High |
3,202.0 |
3,220.0 |
18.0 |
0.6% |
3,233.0 |
| Low |
3,172.0 |
3,177.0 |
5.0 |
0.2% |
3,080.0 |
| Close |
3,194.0 |
3,189.0 |
-5.0 |
-0.2% |
3,109.0 |
| Range |
30.0 |
43.0 |
13.0 |
43.3% |
153.0 |
| ATR |
58.5 |
57.4 |
-1.1 |
-1.9% |
0.0 |
| Volume |
1,217,839 |
1,262,563 |
44,724 |
3.7% |
8,201,498 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.3 |
3,299.7 |
3,212.7 |
|
| R3 |
3,281.3 |
3,256.7 |
3,200.8 |
|
| R2 |
3,238.3 |
3,238.3 |
3,196.9 |
|
| R1 |
3,213.7 |
3,213.7 |
3,192.9 |
3,226.0 |
| PP |
3,195.3 |
3,195.3 |
3,195.3 |
3,201.5 |
| S1 |
3,170.7 |
3,170.7 |
3,185.1 |
3,183.0 |
| S2 |
3,152.3 |
3,152.3 |
3,181.1 |
|
| S3 |
3,109.3 |
3,127.7 |
3,177.2 |
|
| S4 |
3,066.3 |
3,084.7 |
3,165.4 |
|
|
| 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 |
3,220.0 |
3,080.0 |
140.0 |
4.4% |
53.4 |
1.7% |
78% |
True |
False |
1,326,956 |
| 10 |
3,233.0 |
3,080.0 |
153.0 |
4.8% |
58.8 |
1.8% |
71% |
False |
False |
1,444,528 |
| 20 |
3,367.0 |
3,080.0 |
287.0 |
9.0% |
61.2 |
1.9% |
38% |
False |
False |
1,395,159 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
46.8 |
1.5% |
30% |
False |
False |
1,084,170 |
| 60 |
3,476.0 |
3,080.0 |
396.0 |
12.4% |
42.0 |
1.3% |
28% |
False |
False |
726,233 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
38.0 |
1.2% |
25% |
False |
False |
544,739 |
| 100 |
3,516.0 |
3,080.0 |
436.0 |
13.7% |
38.3 |
1.2% |
25% |
False |
False |
436,664 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
14.6% |
37.8 |
1.2% |
23% |
False |
False |
365,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,402.8 |
|
2.618 |
3,332.6 |
|
1.618 |
3,289.6 |
|
1.000 |
3,263.0 |
|
0.618 |
3,246.6 |
|
HIGH |
3,220.0 |
|
0.618 |
3,203.6 |
|
0.500 |
3,198.5 |
|
0.382 |
3,193.4 |
|
LOW |
3,177.0 |
|
0.618 |
3,150.4 |
|
1.000 |
3,134.0 |
|
1.618 |
3,107.4 |
|
2.618 |
3,064.4 |
|
4.250 |
2,994.3 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,198.5 |
3,181.3 |
| PP |
3,195.3 |
3,173.7 |
| S1 |
3,192.2 |
3,166.0 |
|