| 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 |
11,436.5 |
11,417.0 |
-19.5 |
-0.2% |
11,575.0 |
| High |
11,493.0 |
11,566.0 |
73.0 |
0.6% |
11,669.5 |
| Low |
11,384.5 |
11,399.0 |
14.5 |
0.1% |
11,035.0 |
| Close |
11,457.5 |
11,430.0 |
-27.5 |
-0.2% |
11,147.0 |
| Range |
108.5 |
167.0 |
58.5 |
53.9% |
634.5 |
| ATR |
221.6 |
217.7 |
-3.9 |
-1.8% |
0.0 |
| Volume |
122,456 |
125,106 |
2,650 |
2.2% |
787,900 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,966.0 |
11,865.0 |
11,521.9 |
|
| R3 |
11,799.0 |
11,698.0 |
11,475.9 |
|
| R2 |
11,632.0 |
11,632.0 |
11,460.6 |
|
| R1 |
11,531.0 |
11,531.0 |
11,445.3 |
11,581.5 |
| PP |
11,465.0 |
11,465.0 |
11,465.0 |
11,490.3 |
| S1 |
11,364.0 |
11,364.0 |
11,414.7 |
11,414.5 |
| S2 |
11,298.0 |
11,298.0 |
11,399.4 |
|
| S3 |
11,131.0 |
11,197.0 |
11,384.1 |
|
| S4 |
10,964.0 |
11,030.0 |
11,338.2 |
|
|
| 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 |
11,566.0 |
11,035.0 |
531.0 |
4.6% |
208.0 |
1.8% |
74% |
True |
False |
131,489 |
| 10 |
11,669.5 |
11,035.0 |
634.5 |
5.6% |
219.9 |
1.9% |
62% |
False |
False |
141,741 |
| 20 |
12,241.0 |
11,035.0 |
1,206.0 |
10.6% |
235.6 |
2.1% |
33% |
False |
False |
136,869 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.4% |
175.1 |
1.5% |
28% |
False |
False |
95,714 |
| 60 |
12,657.5 |
11,035.0 |
1,622.5 |
14.2% |
157.7 |
1.4% |
24% |
False |
False |
63,921 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.9% |
144.2 |
1.3% |
22% |
False |
False |
47,962 |
| 100 |
13,148.5 |
11,035.0 |
2,113.5 |
18.5% |
145.9 |
1.3% |
19% |
False |
False |
38,387 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.6% |
134.2 |
1.2% |
19% |
False |
False |
32,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,275.8 |
|
2.618 |
12,003.2 |
|
1.618 |
11,836.2 |
|
1.000 |
11,733.0 |
|
0.618 |
11,669.2 |
|
HIGH |
11,566.0 |
|
0.618 |
11,502.2 |
|
0.500 |
11,482.5 |
|
0.382 |
11,462.8 |
|
LOW |
11,399.0 |
|
0.618 |
11,295.8 |
|
1.000 |
11,232.0 |
|
1.618 |
11,128.8 |
|
2.618 |
10,961.8 |
|
4.250 |
10,689.3 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,482.5 |
11,414.5 |
| PP |
11,465.0 |
11,399.0 |
| S1 |
11,447.5 |
11,383.5 |
|