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 |
3,228.0 |
3,200.0 |
-28.0 |
-0.9% |
3,122.0 |
High |
3,243.0 |
3,223.0 |
-20.0 |
-0.6% |
3,243.0 |
Low |
3,194.0 |
3,199.0 |
5.0 |
0.2% |
3,098.0 |
Close |
3,210.0 |
3,209.0 |
-1.0 |
0.0% |
3,210.0 |
Range |
49.0 |
24.0 |
-25.0 |
-51.0% |
145.0 |
ATR |
57.2 |
54.8 |
-2.4 |
-4.1% |
0.0 |
Volume |
687,019 |
809,160 |
122,141 |
17.8% |
5,912,703 |
|
Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,282.3 |
3,269.7 |
3,222.2 |
|
R3 |
3,258.3 |
3,245.7 |
3,215.6 |
|
R2 |
3,234.3 |
3,234.3 |
3,213.4 |
|
R1 |
3,221.7 |
3,221.7 |
3,211.2 |
3,228.0 |
PP |
3,210.3 |
3,210.3 |
3,210.3 |
3,213.5 |
S1 |
3,197.7 |
3,197.7 |
3,206.8 |
3,204.0 |
S2 |
3,186.3 |
3,186.3 |
3,204.6 |
|
S3 |
3,162.3 |
3,173.7 |
3,202.4 |
|
S4 |
3,138.3 |
3,149.7 |
3,195.8 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.7 |
3,559.3 |
3,289.8 |
|
R3 |
3,473.7 |
3,414.3 |
3,249.9 |
|
R2 |
3,328.7 |
3,328.7 |
3,236.6 |
|
R1 |
3,269.3 |
3,269.3 |
3,223.3 |
3,299.0 |
PP |
3,183.7 |
3,183.7 |
3,183.7 |
3,198.5 |
S1 |
3,124.3 |
3,124.3 |
3,196.7 |
3,154.0 |
S2 |
3,038.7 |
3,038.7 |
3,183.4 |
|
S3 |
2,893.7 |
2,979.3 |
3,170.1 |
|
S4 |
2,748.7 |
2,834.3 |
3,130.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,243.0 |
3,112.0 |
131.0 |
4.1% |
39.4 |
1.2% |
74% |
False |
False |
1,080,812 |
10 |
3,243.0 |
3,080.0 |
163.0 |
5.1% |
55.9 |
1.7% |
79% |
False |
False |
1,316,570 |
20 |
3,321.0 |
3,080.0 |
241.0 |
7.5% |
59.9 |
1.9% |
54% |
False |
False |
1,364,010 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.3% |
47.0 |
1.5% |
36% |
False |
False |
1,117,749 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.3% |
41.9 |
1.3% |
35% |
False |
False |
751,162 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
38.4 |
1.2% |
30% |
False |
False |
563,435 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
37.8 |
1.2% |
30% |
False |
False |
451,419 |
120 |
3,547.0 |
3,080.0 |
467.0 |
14.6% |
38.2 |
1.2% |
28% |
False |
False |
377,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,325.0 |
2.618 |
3,285.8 |
1.618 |
3,261.8 |
1.000 |
3,247.0 |
0.618 |
3,237.8 |
HIGH |
3,223.0 |
0.618 |
3,213.8 |
0.500 |
3,211.0 |
0.382 |
3,208.2 |
LOW |
3,199.0 |
0.618 |
3,184.2 |
1.000 |
3,175.0 |
1.618 |
3,160.2 |
2.618 |
3,136.2 |
4.250 |
3,097.0 |
|
|
Fisher Pivots for day following 05-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,211.0 |
3,210.0 |
PP |
3,210.3 |
3,209.7 |
S1 |
3,209.7 |
3,209.3 |
|