| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,667.00 |
2,639.00 |
-28.00 |
-1.0% |
2,758.00 |
| High |
2,707.00 |
2,690.25 |
-16.75 |
-0.6% |
2,782.00 |
| Low |
2,603.00 |
2,633.25 |
30.25 |
1.2% |
2,627.25 |
| Close |
2,643.50 |
2,685.25 |
41.75 |
1.6% |
2,669.50 |
| Range |
104.00 |
57.00 |
-47.00 |
-45.2% |
154.75 |
| ATR |
52.32 |
52.66 |
0.33 |
0.6% |
0.00 |
| Volume |
2,786,555 |
2,503,396 |
-283,159 |
-10.2% |
13,418,149 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.50 |
2,820.00 |
2,716.50 |
|
| R3 |
2,783.50 |
2,763.00 |
2,701.00 |
|
| R2 |
2,726.50 |
2,726.50 |
2,695.75 |
|
| R1 |
2,706.00 |
2,706.00 |
2,690.50 |
2,716.25 |
| PP |
2,669.50 |
2,669.50 |
2,669.50 |
2,674.75 |
| S1 |
2,649.00 |
2,649.00 |
2,680.00 |
2,659.25 |
| S2 |
2,612.50 |
2,612.50 |
2,674.75 |
|
| S3 |
2,555.50 |
2,592.00 |
2,669.50 |
|
| S4 |
2,498.50 |
2,535.00 |
2,654.00 |
|
|
| 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 |
2,750.00 |
2,603.00 |
147.00 |
5.5% |
77.75 |
2.9% |
56% |
False |
False |
2,838,517 |
| 10 |
2,824.25 |
2,603.00 |
221.25 |
8.2% |
62.50 |
2.3% |
37% |
False |
False |
2,489,897 |
| 20 |
2,944.75 |
2,603.00 |
341.75 |
12.7% |
57.50 |
2.1% |
24% |
False |
False |
2,400,209 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
39.00 |
1.4% |
24% |
False |
False |
1,675,714 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
32.75 |
1.2% |
24% |
False |
False |
1,119,150 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
30.00 |
1.1% |
24% |
False |
False |
840,047 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
29.75 |
1.1% |
24% |
False |
False |
672,544 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
28.75 |
1.1% |
24% |
False |
False |
560,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.50 |
|
2.618 |
2,839.50 |
|
1.618 |
2,782.50 |
|
1.000 |
2,747.25 |
|
0.618 |
2,725.50 |
|
HIGH |
2,690.25 |
|
0.618 |
2,668.50 |
|
0.500 |
2,661.75 |
|
0.382 |
2,655.00 |
|
LOW |
2,633.25 |
|
0.618 |
2,598.00 |
|
1.000 |
2,576.25 |
|
1.618 |
2,541.00 |
|
2.618 |
2,484.00 |
|
4.250 |
2,391.00 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.50 |
2,675.25 |
| PP |
2,669.50 |
2,665.00 |
| S1 |
2,661.75 |
2,655.00 |
|