| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,519.0 |
11,519.0 |
0.0 |
0.0% |
11,192.0 |
| High |
11,550.0 |
11,541.0 |
-9.0 |
-0.1% |
11,682.5 |
| Low |
11,464.5 |
11,426.0 |
-38.5 |
-0.3% |
11,145.5 |
| Close |
11,486.5 |
11,486.0 |
-0.5 |
0.0% |
11,528.0 |
| Range |
85.5 |
115.0 |
29.5 |
34.5% |
537.0 |
| ATR |
210.5 |
203.7 |
-6.8 |
-3.2% |
0.0 |
| Volume |
85,477 |
89,085 |
3,608 |
4.2% |
595,846 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,829.3 |
11,772.7 |
11,549.3 |
|
| R3 |
11,714.3 |
11,657.7 |
11,517.6 |
|
| R2 |
11,599.3 |
11,599.3 |
11,507.1 |
|
| R1 |
11,542.7 |
11,542.7 |
11,496.5 |
11,513.5 |
| PP |
11,484.3 |
11,484.3 |
11,484.3 |
11,469.8 |
| S1 |
11,427.7 |
11,427.7 |
11,475.5 |
11,398.5 |
| S2 |
11,369.3 |
11,369.3 |
11,464.9 |
|
| S3 |
11,254.3 |
11,312.7 |
11,454.4 |
|
| S4 |
11,139.3 |
11,197.7 |
11,422.8 |
|
|
| 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 |
11,384.5 |
298.0 |
2.6% |
136.7 |
1.2% |
34% |
False |
False |
100,161 |
| 10 |
11,682.5 |
11,035.0 |
647.5 |
5.6% |
208.7 |
1.8% |
70% |
False |
False |
123,325 |
| 20 |
11,983.5 |
11,035.0 |
948.5 |
8.3% |
224.3 |
2.0% |
48% |
False |
False |
130,978 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
176.7 |
1.5% |
32% |
False |
False |
101,823 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.3% |
158.7 |
1.4% |
29% |
False |
False |
68,138 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
147.0 |
1.3% |
25% |
False |
False |
51,124 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
143.3 |
1.2% |
25% |
False |
False |
40,917 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
18.5% |
136.7 |
1.2% |
21% |
False |
False |
34,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,029.8 |
|
2.618 |
11,842.1 |
|
1.618 |
11,727.1 |
|
1.000 |
11,656.0 |
|
0.618 |
11,612.1 |
|
HIGH |
11,541.0 |
|
0.618 |
11,497.1 |
|
0.500 |
11,483.5 |
|
0.382 |
11,469.9 |
|
LOW |
11,426.0 |
|
0.618 |
11,354.9 |
|
1.000 |
11,311.0 |
|
1.618 |
11,239.9 |
|
2.618 |
11,124.9 |
|
4.250 |
10,937.3 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,485.2 |
11,554.3 |
| PP |
11,484.3 |
11,531.5 |
| S1 |
11,483.5 |
11,508.8 |
|