| 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 |
11,192.0 |
11,336.0 |
144.0 |
1.3% |
11,575.0 |
| High |
11,438.5 |
11,427.0 |
-11.5 |
-0.1% |
11,669.5 |
| Low |
11,145.5 |
11,201.0 |
55.5 |
0.5% |
11,035.0 |
| Close |
11,331.5 |
11,299.0 |
-32.5 |
-0.3% |
11,147.0 |
| Range |
293.0 |
226.0 |
-67.0 |
-22.9% |
634.5 |
| ATR |
223.5 |
223.7 |
0.2 |
0.1% |
0.0 |
| Volume |
150,709 |
118,893 |
-31,816 |
-21.1% |
787,900 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,987.0 |
11,869.0 |
11,423.3 |
|
| R3 |
11,761.0 |
11,643.0 |
11,361.2 |
|
| R2 |
11,535.0 |
11,535.0 |
11,340.4 |
|
| R1 |
11,417.0 |
11,417.0 |
11,319.7 |
11,363.0 |
| PP |
11,309.0 |
11,309.0 |
11,309.0 |
11,282.0 |
| S1 |
11,191.0 |
11,191.0 |
11,278.3 |
11,137.0 |
| S2 |
11,083.0 |
11,083.0 |
11,257.6 |
|
| S3 |
10,857.0 |
10,965.0 |
11,236.9 |
|
| S4 |
10,631.0 |
10,739.0 |
11,174.7 |
|
|
| 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% |
280.6 |
2.5% |
65% |
False |
False |
146,489 |
| 10 |
11,838.0 |
11,035.0 |
803.0 |
7.1% |
241.1 |
2.1% |
33% |
False |
False |
144,254 |
| 20 |
12,337.5 |
11,035.0 |
1,302.5 |
11.5% |
230.8 |
2.0% |
20% |
False |
False |
129,669 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.5% |
175.3 |
1.6% |
19% |
False |
False |
89,621 |
| 60 |
12,713.0 |
11,035.0 |
1,678.0 |
14.9% |
156.0 |
1.4% |
16% |
False |
False |
59,796 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.1% |
143.4 |
1.3% |
15% |
False |
False |
44,869 |
| 100 |
13,148.5 |
11,035.0 |
2,113.5 |
18.7% |
143.4 |
1.3% |
12% |
False |
False |
35,911 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.8% |
132.5 |
1.2% |
12% |
False |
False |
29,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,387.5 |
|
2.618 |
12,018.7 |
|
1.618 |
11,792.7 |
|
1.000 |
11,653.0 |
|
0.618 |
11,566.7 |
|
HIGH |
11,427.0 |
|
0.618 |
11,340.7 |
|
0.500 |
11,314.0 |
|
0.382 |
11,287.3 |
|
LOW |
11,201.0 |
|
0.618 |
11,061.3 |
|
1.000 |
10,975.0 |
|
1.618 |
10,835.3 |
|
2.618 |
10,609.3 |
|
4.250 |
10,240.5 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,314.0 |
11,278.3 |
| PP |
11,309.0 |
11,257.5 |
| S1 |
11,304.0 |
11,236.8 |
|