| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,678.00 |
2,667.00 |
-11.00 |
-0.4% |
2,758.00 |
| High |
2,692.75 |
2,707.00 |
14.25 |
0.5% |
2,782.00 |
| Low |
2,627.25 |
2,603.00 |
-24.25 |
-0.9% |
2,627.25 |
| Close |
2,669.50 |
2,643.50 |
-26.00 |
-1.0% |
2,669.50 |
| Range |
65.50 |
104.00 |
38.50 |
58.8% |
154.75 |
| ATR |
48.35 |
52.32 |
3.98 |
8.2% |
0.00 |
| Volume |
3,509,803 |
2,786,555 |
-723,248 |
-20.6% |
13,418,149 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.25 |
2,907.25 |
2,700.75 |
|
| R3 |
2,859.25 |
2,803.25 |
2,672.00 |
|
| R2 |
2,755.25 |
2,755.25 |
2,662.50 |
|
| R1 |
2,699.25 |
2,699.25 |
2,653.00 |
2,675.25 |
| PP |
2,651.25 |
2,651.25 |
2,651.25 |
2,639.00 |
| S1 |
2,595.25 |
2,595.25 |
2,634.00 |
2,571.25 |
| S2 |
2,547.25 |
2,547.25 |
2,624.50 |
|
| S3 |
2,443.25 |
2,491.25 |
2,615.00 |
|
| S4 |
2,339.25 |
2,387.25 |
2,586.25 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.25 |
3,068.00 |
2,754.50 |
|
| R3 |
3,002.50 |
2,913.25 |
2,712.00 |
|
| R2 |
2,847.75 |
2,847.75 |
2,697.75 |
|
| R1 |
2,758.50 |
2,758.50 |
2,683.75 |
2,725.75 |
| PP |
2,693.00 |
2,693.00 |
2,693.00 |
2,676.50 |
| S1 |
2,603.75 |
2,603.75 |
2,655.25 |
2,571.00 |
| S2 |
2,538.25 |
2,538.25 |
2,641.25 |
|
| S3 |
2,383.50 |
2,449.00 |
2,627.00 |
|
| S4 |
2,228.75 |
2,294.25 |
2,584.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,757.50 |
2,603.00 |
154.50 |
5.8% |
79.50 |
3.0% |
26% |
False |
True |
2,907,792 |
| 10 |
2,824.25 |
2,603.00 |
221.25 |
8.4% |
64.00 |
2.4% |
18% |
False |
True |
2,417,589 |
| 20 |
2,944.75 |
2,603.00 |
341.75 |
12.9% |
55.50 |
2.1% |
12% |
False |
True |
2,331,665 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
38.25 |
1.4% |
12% |
False |
True |
1,613,545 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
32.00 |
1.2% |
12% |
False |
True |
1,077,452 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
29.50 |
1.1% |
12% |
False |
True |
808,782 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
29.25 |
1.1% |
12% |
False |
True |
647,517 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
28.50 |
1.1% |
12% |
False |
True |
539,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.00 |
|
2.618 |
2,979.25 |
|
1.618 |
2,875.25 |
|
1.000 |
2,811.00 |
|
0.618 |
2,771.25 |
|
HIGH |
2,707.00 |
|
0.618 |
2,667.25 |
|
0.500 |
2,655.00 |
|
0.382 |
2,642.75 |
|
LOW |
2,603.00 |
|
0.618 |
2,538.75 |
|
1.000 |
2,499.00 |
|
1.618 |
2,434.75 |
|
2.618 |
2,330.75 |
|
4.250 |
2,161.00 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.00 |
2,663.50 |
| PP |
2,651.25 |
2,656.75 |
| S1 |
2,647.25 |
2,650.00 |
|