| 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 |
11,336.0 |
11,436.5 |
100.5 |
0.9% |
11,575.0 |
| High |
11,427.0 |
11,493.0 |
66.0 |
0.6% |
11,669.5 |
| Low |
11,201.0 |
11,384.5 |
183.5 |
1.6% |
11,035.0 |
| Close |
11,299.0 |
11,457.5 |
158.5 |
1.4% |
11,147.0 |
| Range |
226.0 |
108.5 |
-117.5 |
-52.0% |
634.5 |
| ATR |
223.7 |
221.6 |
-2.1 |
-0.9% |
0.0 |
| Volume |
118,893 |
122,456 |
3,563 |
3.0% |
787,900 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,770.5 |
11,722.5 |
11,517.2 |
|
| R3 |
11,662.0 |
11,614.0 |
11,487.3 |
|
| R2 |
11,553.5 |
11,553.5 |
11,477.4 |
|
| R1 |
11,505.5 |
11,505.5 |
11,467.4 |
11,529.5 |
| PP |
11,445.0 |
11,445.0 |
11,445.0 |
11,457.0 |
| S1 |
11,397.0 |
11,397.0 |
11,447.6 |
11,421.0 |
| S2 |
11,336.5 |
11,336.5 |
11,437.6 |
|
| S3 |
11,228.0 |
11,288.5 |
11,427.7 |
|
| S4 |
11,119.5 |
11,180.0 |
11,397.8 |
|
|
| 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 |
11,493.0 |
11,035.0 |
458.0 |
4.0% |
233.7 |
2.0% |
92% |
True |
False |
140,801 |
| 10 |
11,783.0 |
11,035.0 |
748.0 |
6.5% |
233.8 |
2.0% |
56% |
False |
False |
143,076 |
| 20 |
12,337.5 |
11,035.0 |
1,302.5 |
11.4% |
236.2 |
2.1% |
32% |
False |
False |
135,792 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
174.7 |
1.5% |
30% |
False |
False |
92,633 |
| 60 |
12,669.0 |
11,035.0 |
1,634.0 |
14.3% |
156.4 |
1.4% |
26% |
False |
False |
61,836 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.9% |
143.4 |
1.3% |
23% |
False |
False |
46,399 |
| 100 |
13,148.5 |
11,035.0 |
2,113.5 |
18.4% |
144.3 |
1.3% |
20% |
False |
False |
37,136 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.6% |
132.8 |
1.2% |
20% |
False |
False |
30,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,954.1 |
|
2.618 |
11,777.1 |
|
1.618 |
11,668.6 |
|
1.000 |
11,601.5 |
|
0.618 |
11,560.1 |
|
HIGH |
11,493.0 |
|
0.618 |
11,451.6 |
|
0.500 |
11,438.8 |
|
0.382 |
11,425.9 |
|
LOW |
11,384.5 |
|
0.618 |
11,317.4 |
|
1.000 |
11,276.0 |
|
1.618 |
11,208.9 |
|
2.618 |
11,100.4 |
|
4.250 |
10,923.4 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,451.3 |
11,411.4 |
| PP |
11,445.0 |
11,365.3 |
| S1 |
11,438.8 |
11,319.3 |
|