| 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 |
11,170.0 |
11,192.0 |
22.0 |
0.2% |
11,575.0 |
| High |
11,280.5 |
11,438.5 |
158.0 |
1.4% |
11,669.5 |
| Low |
11,035.0 |
11,145.5 |
110.5 |
1.0% |
11,035.0 |
| Close |
11,147.0 |
11,331.5 |
184.5 |
1.7% |
11,147.0 |
| Range |
245.5 |
293.0 |
47.5 |
19.3% |
634.5 |
| ATR |
218.1 |
223.5 |
5.3 |
2.5% |
0.0 |
| Volume |
140,284 |
150,709 |
10,425 |
7.4% |
787,900 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,184.2 |
12,050.8 |
11,492.7 |
|
| R3 |
11,891.2 |
11,757.8 |
11,412.1 |
|
| R2 |
11,598.2 |
11,598.2 |
11,385.2 |
|
| R1 |
11,464.8 |
11,464.8 |
11,358.4 |
11,531.5 |
| PP |
11,305.2 |
11,305.2 |
11,305.2 |
11,338.5 |
| S1 |
11,171.8 |
11,171.8 |
11,304.6 |
11,238.5 |
| S2 |
11,012.2 |
11,012.2 |
11,277.8 |
|
| S3 |
10,719.2 |
10,878.8 |
11,250.9 |
|
| S4 |
10,426.2 |
10,585.8 |
11,170.4 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.3 |
12,801.7 |
11,496.0 |
|
| R3 |
12,552.8 |
12,167.2 |
11,321.5 |
|
| R2 |
11,918.3 |
11,918.3 |
11,263.3 |
|
| R1 |
11,532.7 |
11,532.7 |
11,205.2 |
11,408.3 |
| PP |
11,283.8 |
11,283.8 |
11,283.8 |
11,221.6 |
| S1 |
10,898.2 |
10,898.2 |
11,088.8 |
10,773.8 |
| S2 |
10,649.3 |
10,649.3 |
11,030.7 |
|
| S3 |
10,014.8 |
10,263.7 |
10,972.5 |
|
| S4 |
9,380.3 |
9,629.2 |
10,798.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,438.5 |
11,035.0 |
403.5 |
3.6% |
277.2 |
2.4% |
73% |
True |
False |
153,244 |
| 10 |
11,838.0 |
11,035.0 |
803.0 |
7.1% |
240.0 |
2.1% |
37% |
False |
False |
143,842 |
| 20 |
12,337.5 |
11,035.0 |
1,302.5 |
11.5% |
225.1 |
2.0% |
23% |
False |
False |
129,398 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.5% |
175.6 |
1.5% |
21% |
False |
False |
86,669 |
| 60 |
12,713.0 |
11,035.0 |
1,678.0 |
14.8% |
154.4 |
1.4% |
18% |
False |
False |
57,816 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.1% |
141.4 |
1.2% |
16% |
False |
False |
43,384 |
| 100 |
13,148.5 |
11,035.0 |
2,113.5 |
18.7% |
141.8 |
1.3% |
14% |
False |
False |
34,723 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.8% |
131.1 |
1.2% |
14% |
False |
False |
28,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,683.8 |
|
2.618 |
12,205.6 |
|
1.618 |
11,912.6 |
|
1.000 |
11,731.5 |
|
0.618 |
11,619.6 |
|
HIGH |
11,438.5 |
|
0.618 |
11,326.6 |
|
0.500 |
11,292.0 |
|
0.382 |
11,257.4 |
|
LOW |
11,145.5 |
|
0.618 |
10,964.4 |
|
1.000 |
10,852.5 |
|
1.618 |
10,671.4 |
|
2.618 |
10,378.4 |
|
4.250 |
9,900.3 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,318.3 |
11,299.9 |
| PP |
11,305.2 |
11,268.3 |
| S1 |
11,292.0 |
11,236.8 |
|