| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,417.0 |
11,595.0 |
178.0 |
1.6% |
11,192.0 |
| High |
11,566.0 |
11,682.5 |
116.5 |
1.0% |
11,682.5 |
| Low |
11,399.0 |
11,475.0 |
76.0 |
0.7% |
11,145.5 |
| Close |
11,430.0 |
11,528.0 |
98.0 |
0.9% |
11,528.0 |
| Range |
167.0 |
207.5 |
40.5 |
24.3% |
537.0 |
| ATR |
217.7 |
220.1 |
2.5 |
1.1% |
0.0 |
| Volume |
125,106 |
78,682 |
-46,424 |
-37.1% |
595,846 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,184.3 |
12,063.7 |
11,642.1 |
|
| R3 |
11,976.8 |
11,856.2 |
11,585.1 |
|
| R2 |
11,769.3 |
11,769.3 |
11,566.0 |
|
| R1 |
11,648.7 |
11,648.7 |
11,547.0 |
11,605.3 |
| PP |
11,561.8 |
11,561.8 |
11,561.8 |
11,540.1 |
| S1 |
11,441.2 |
11,441.2 |
11,509.0 |
11,397.8 |
| S2 |
11,354.3 |
11,354.3 |
11,490.0 |
|
| S3 |
11,146.8 |
11,233.7 |
11,470.9 |
|
| S4 |
10,939.3 |
11,026.2 |
11,413.9 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,063.0 |
12,832.5 |
11,823.4 |
|
| R3 |
12,526.0 |
12,295.5 |
11,675.7 |
|
| R2 |
11,989.0 |
11,989.0 |
11,626.5 |
|
| R1 |
11,758.5 |
11,758.5 |
11,577.2 |
11,873.8 |
| PP |
11,452.0 |
11,452.0 |
11,452.0 |
11,509.6 |
| S1 |
11,221.5 |
11,221.5 |
11,478.8 |
11,336.8 |
| S2 |
10,915.0 |
10,915.0 |
11,429.6 |
|
| S3 |
10,378.0 |
10,684.5 |
11,380.3 |
|
| S4 |
9,841.0 |
10,147.5 |
11,232.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,682.5 |
11,145.5 |
537.0 |
4.7% |
200.4 |
1.7% |
71% |
True |
False |
119,169 |
| 10 |
11,682.5 |
11,035.0 |
647.5 |
5.6% |
228.2 |
2.0% |
76% |
True |
False |
138,374 |
| 20 |
12,112.0 |
11,035.0 |
1,077.0 |
9.3% |
236.0 |
2.0% |
46% |
False |
False |
135,834 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.2% |
178.1 |
1.5% |
35% |
False |
False |
97,657 |
| 60 |
12,591.5 |
11,035.0 |
1,556.5 |
13.5% |
159.7 |
1.4% |
32% |
False |
False |
65,231 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
145.8 |
1.3% |
27% |
False |
False |
48,945 |
| 100 |
13,102.5 |
11,035.0 |
2,067.5 |
17.9% |
144.3 |
1.3% |
24% |
False |
False |
39,173 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.5% |
135.9 |
1.2% |
23% |
False |
False |
32,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,564.4 |
|
2.618 |
12,225.7 |
|
1.618 |
12,018.2 |
|
1.000 |
11,890.0 |
|
0.618 |
11,810.7 |
|
HIGH |
11,682.5 |
|
0.618 |
11,603.2 |
|
0.500 |
11,578.8 |
|
0.382 |
11,554.3 |
|
LOW |
11,475.0 |
|
0.618 |
11,346.8 |
|
1.000 |
11,267.5 |
|
1.618 |
11,139.3 |
|
2.618 |
10,931.8 |
|
4.250 |
10,593.1 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,578.8 |
11,533.5 |
| PP |
11,561.8 |
11,531.7 |
| S1 |
11,544.9 |
11,529.8 |
|