| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,639.00 |
2,690.75 |
51.75 |
2.0% |
2,758.00 |
| High |
2,690.25 |
2,737.25 |
47.00 |
1.7% |
2,782.00 |
| Low |
2,633.25 |
2,682.00 |
48.75 |
1.9% |
2,627.25 |
| Close |
2,685.25 |
2,711.00 |
25.75 |
1.0% |
2,669.50 |
| Range |
57.00 |
55.25 |
-1.75 |
-3.1% |
154.75 |
| ATR |
52.66 |
52.84 |
0.19 |
0.4% |
0.00 |
| Volume |
2,503,396 |
2,469,662 |
-33,734 |
-1.3% |
13,418,149 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.75 |
2,848.75 |
2,741.50 |
|
| R3 |
2,820.50 |
2,793.50 |
2,726.25 |
|
| R2 |
2,765.25 |
2,765.25 |
2,721.25 |
|
| R1 |
2,738.25 |
2,738.25 |
2,716.00 |
2,751.75 |
| PP |
2,710.00 |
2,710.00 |
2,710.00 |
2,717.00 |
| S1 |
2,683.00 |
2,683.00 |
2,706.00 |
2,696.50 |
| S2 |
2,654.75 |
2,654.75 |
2,700.75 |
|
| S3 |
2,599.50 |
2,627.75 |
2,695.75 |
|
| S4 |
2,544.25 |
2,572.50 |
2,680.50 |
|
|
| 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 |
2,737.25 |
2,603.00 |
134.25 |
5.0% |
69.25 |
2.6% |
80% |
True |
False |
2,761,065 |
| 10 |
2,814.75 |
2,603.00 |
211.75 |
7.8% |
63.75 |
2.4% |
51% |
False |
False |
2,542,011 |
| 20 |
2,926.25 |
2,603.00 |
323.25 |
11.9% |
59.25 |
2.2% |
33% |
False |
False |
2,461,466 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
39.75 |
1.5% |
31% |
False |
False |
1,736,847 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
33.50 |
1.2% |
31% |
False |
False |
1,160,263 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
30.50 |
1.1% |
31% |
False |
False |
870,885 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
30.00 |
1.1% |
31% |
False |
False |
697,218 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
29.25 |
1.1% |
31% |
False |
False |
581,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.00 |
|
2.618 |
2,882.00 |
|
1.618 |
2,826.75 |
|
1.000 |
2,792.50 |
|
0.618 |
2,771.50 |
|
HIGH |
2,737.25 |
|
0.618 |
2,716.25 |
|
0.500 |
2,709.50 |
|
0.382 |
2,703.00 |
|
LOW |
2,682.00 |
|
0.618 |
2,647.75 |
|
1.000 |
2,626.75 |
|
1.618 |
2,592.50 |
|
2.618 |
2,537.25 |
|
4.250 |
2,447.25 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.50 |
2,697.50 |
| PP |
2,710.00 |
2,683.75 |
| S1 |
2,709.50 |
2,670.00 |
|