| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,595.0 |
11,519.0 |
-76.0 |
-0.7% |
11,192.0 |
| High |
11,682.5 |
11,550.0 |
-132.5 |
-1.1% |
11,682.5 |
| Low |
11,475.0 |
11,464.5 |
-10.5 |
-0.1% |
11,145.5 |
| Close |
11,528.0 |
11,486.5 |
-41.5 |
-0.4% |
11,528.0 |
| Range |
207.5 |
85.5 |
-122.0 |
-58.8% |
537.0 |
| ATR |
220.1 |
210.5 |
-9.6 |
-4.4% |
0.0 |
| Volume |
78,682 |
85,477 |
6,795 |
8.6% |
595,846 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,756.8 |
11,707.2 |
11,533.5 |
|
| R3 |
11,671.3 |
11,621.7 |
11,510.0 |
|
| R2 |
11,585.8 |
11,585.8 |
11,502.2 |
|
| R1 |
11,536.2 |
11,536.2 |
11,494.3 |
11,518.3 |
| PP |
11,500.3 |
11,500.3 |
11,500.3 |
11,491.4 |
| S1 |
11,450.7 |
11,450.7 |
11,478.7 |
11,432.8 |
| S2 |
11,414.8 |
11,414.8 |
11,470.8 |
|
| S3 |
11,329.3 |
11,365.2 |
11,463.0 |
|
| S4 |
11,243.8 |
11,279.7 |
11,439.5 |
|
|
| 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 |
11,201.0 |
481.5 |
4.2% |
158.9 |
1.4% |
59% |
False |
False |
106,122 |
| 10 |
11,682.5 |
11,035.0 |
647.5 |
5.6% |
218.1 |
1.9% |
70% |
False |
False |
129,683 |
| 20 |
11,994.5 |
11,035.0 |
959.5 |
8.4% |
228.9 |
2.0% |
47% |
False |
False |
134,119 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
177.6 |
1.5% |
32% |
False |
False |
99,745 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.3% |
157.8 |
1.4% |
30% |
False |
False |
66,654 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
146.3 |
1.3% |
25% |
False |
False |
50,012 |
| 100 |
12,921.5 |
11,035.0 |
1,886.5 |
16.4% |
143.9 |
1.3% |
24% |
False |
False |
40,028 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.5% |
136.0 |
1.2% |
21% |
False |
False |
33,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,913.4 |
|
2.618 |
11,773.8 |
|
1.618 |
11,688.3 |
|
1.000 |
11,635.5 |
|
0.618 |
11,602.8 |
|
HIGH |
11,550.0 |
|
0.618 |
11,517.3 |
|
0.500 |
11,507.3 |
|
0.382 |
11,497.2 |
|
LOW |
11,464.5 |
|
0.618 |
11,411.7 |
|
1.000 |
11,379.0 |
|
1.618 |
11,326.2 |
|
2.618 |
11,240.7 |
|
4.250 |
11,101.1 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,507.3 |
11,540.8 |
| PP |
11,500.3 |
11,522.7 |
| S1 |
11,493.4 |
11,504.6 |
|