| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,519.0 |
11,537.0 |
18.0 |
0.2% |
11,192.0 |
| High |
11,541.0 |
11,653.0 |
112.0 |
1.0% |
11,682.5 |
| Low |
11,426.0 |
11,502.0 |
76.0 |
0.7% |
11,145.5 |
| Close |
11,486.0 |
11,564.5 |
78.5 |
0.7% |
11,528.0 |
| Range |
115.0 |
151.0 |
36.0 |
31.3% |
537.0 |
| ATR |
203.7 |
201.1 |
-2.6 |
-1.3% |
0.0 |
| Volume |
89,085 |
88,344 |
-741 |
-0.8% |
595,846 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,026.2 |
11,946.3 |
11,647.6 |
|
| R3 |
11,875.2 |
11,795.3 |
11,606.0 |
|
| R2 |
11,724.2 |
11,724.2 |
11,592.2 |
|
| R1 |
11,644.3 |
11,644.3 |
11,578.3 |
11,684.3 |
| PP |
11,573.2 |
11,573.2 |
11,573.2 |
11,593.1 |
| S1 |
11,493.3 |
11,493.3 |
11,550.7 |
11,533.3 |
| S2 |
11,422.2 |
11,422.2 |
11,536.8 |
|
| S3 |
11,271.2 |
11,342.3 |
11,523.0 |
|
| S4 |
11,120.2 |
11,191.3 |
11,481.5 |
|
|
| 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 |
11,399.0 |
283.5 |
2.5% |
145.2 |
1.3% |
58% |
False |
False |
93,338 |
| 10 |
11,682.5 |
11,035.0 |
647.5 |
5.6% |
189.5 |
1.6% |
82% |
False |
False |
117,070 |
| 20 |
11,838.0 |
11,035.0 |
803.0 |
6.9% |
212.9 |
1.8% |
66% |
False |
False |
124,748 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.2% |
178.2 |
1.5% |
38% |
False |
False |
103,902 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.2% |
158.6 |
1.4% |
35% |
False |
False |
69,607 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.7% |
146.6 |
1.3% |
29% |
False |
False |
52,227 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
15.7% |
143.7 |
1.2% |
29% |
False |
False |
41,800 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.3% |
137.3 |
1.2% |
25% |
False |
False |
34,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,294.8 |
|
2.618 |
12,048.3 |
|
1.618 |
11,897.3 |
|
1.000 |
11,804.0 |
|
0.618 |
11,746.3 |
|
HIGH |
11,653.0 |
|
0.618 |
11,595.3 |
|
0.500 |
11,577.5 |
|
0.382 |
11,559.7 |
|
LOW |
11,502.0 |
|
0.618 |
11,408.7 |
|
1.000 |
11,351.0 |
|
1.618 |
11,257.7 |
|
2.618 |
11,106.7 |
|
4.250 |
10,860.3 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,577.5 |
11,556.2 |
| PP |
11,573.2 |
11,547.8 |
| S1 |
11,568.8 |
11,539.5 |
|