| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,537.0 |
11,615.0 |
78.0 |
0.7% |
11,192.0 |
| High |
11,653.0 |
11,641.0 |
-12.0 |
-0.1% |
11,682.5 |
| Low |
11,502.0 |
11,484.5 |
-17.5 |
-0.2% |
11,145.5 |
| Close |
11,564.5 |
11,503.5 |
-61.0 |
-0.5% |
11,528.0 |
| Range |
151.0 |
156.5 |
5.5 |
3.6% |
537.0 |
| ATR |
201.1 |
197.9 |
-3.2 |
-1.6% |
0.0 |
| Volume |
88,344 |
107,604 |
19,260 |
21.8% |
595,846 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,012.5 |
11,914.5 |
11,589.6 |
|
| R3 |
11,856.0 |
11,758.0 |
11,546.5 |
|
| R2 |
11,699.5 |
11,699.5 |
11,532.2 |
|
| R1 |
11,601.5 |
11,601.5 |
11,517.8 |
11,572.3 |
| PP |
11,543.0 |
11,543.0 |
11,543.0 |
11,528.4 |
| S1 |
11,445.0 |
11,445.0 |
11,489.2 |
11,415.8 |
| S2 |
11,386.5 |
11,386.5 |
11,474.8 |
|
| S3 |
11,230.0 |
11,288.5 |
11,460.5 |
|
| S4 |
11,073.5 |
11,132.0 |
11,417.4 |
|
|
| 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 |
11,426.0 |
256.5 |
2.2% |
143.1 |
1.2% |
30% |
False |
False |
89,838 |
| 10 |
11,682.5 |
11,035.0 |
647.5 |
5.6% |
175.6 |
1.5% |
72% |
False |
False |
110,664 |
| 20 |
11,838.0 |
11,035.0 |
803.0 |
7.0% |
205.6 |
1.8% |
58% |
False |
False |
122,940 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
179.1 |
1.6% |
33% |
False |
False |
106,359 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.3% |
156.7 |
1.4% |
31% |
False |
False |
71,397 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
148.0 |
1.3% |
26% |
False |
False |
53,571 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
144.6 |
1.3% |
26% |
False |
False |
42,874 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.4% |
137.4 |
1.2% |
22% |
False |
False |
35,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,306.1 |
|
2.618 |
12,050.7 |
|
1.618 |
11,894.2 |
|
1.000 |
11,797.5 |
|
0.618 |
11,737.7 |
|
HIGH |
11,641.0 |
|
0.618 |
11,581.2 |
|
0.500 |
11,562.8 |
|
0.382 |
11,544.3 |
|
LOW |
11,484.5 |
|
0.618 |
11,387.8 |
|
1.000 |
11,328.0 |
|
1.618 |
11,231.3 |
|
2.618 |
11,074.8 |
|
4.250 |
10,819.4 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,562.8 |
11,539.5 |
| PP |
11,543.0 |
11,527.5 |
| S1 |
11,523.3 |
11,515.5 |
|