| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,690.75 |
2,706.00 |
15.25 |
0.6% |
2,758.00 |
| High |
2,737.25 |
2,741.25 |
4.00 |
0.1% |
2,782.00 |
| Low |
2,682.00 |
2,705.50 |
23.50 |
0.9% |
2,627.25 |
| Close |
2,711.00 |
2,738.00 |
27.00 |
1.0% |
2,669.50 |
| Range |
55.25 |
35.75 |
-19.50 |
-35.3% |
154.75 |
| ATR |
52.84 |
51.62 |
-1.22 |
-2.3% |
0.00 |
| Volume |
2,469,662 |
1,820,142 |
-649,520 |
-26.3% |
13,418,149 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.50 |
2,822.50 |
2,757.75 |
|
| R3 |
2,799.75 |
2,786.75 |
2,747.75 |
|
| R2 |
2,764.00 |
2,764.00 |
2,744.50 |
|
| R1 |
2,751.00 |
2,751.00 |
2,741.25 |
2,757.50 |
| PP |
2,728.25 |
2,728.25 |
2,728.25 |
2,731.50 |
| S1 |
2,715.25 |
2,715.25 |
2,734.75 |
2,721.75 |
| S2 |
2,692.50 |
2,692.50 |
2,731.50 |
|
| S3 |
2,656.75 |
2,679.50 |
2,728.25 |
|
| S4 |
2,621.00 |
2,643.75 |
2,718.25 |
|
|
| 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 |
2,741.25 |
2,603.00 |
138.25 |
5.0% |
63.50 |
2.3% |
98% |
True |
False |
2,617,911 |
| 10 |
2,800.50 |
2,603.00 |
197.50 |
7.2% |
61.50 |
2.2% |
68% |
False |
False |
2,502,151 |
| 20 |
2,915.50 |
2,603.00 |
312.50 |
11.4% |
59.00 |
2.2% |
43% |
False |
False |
2,444,181 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
40.00 |
1.5% |
39% |
False |
False |
1,781,204 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
33.75 |
1.2% |
39% |
False |
False |
1,190,574 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
30.50 |
1.1% |
39% |
False |
False |
893,580 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
30.25 |
1.1% |
39% |
False |
False |
715,405 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
29.25 |
1.1% |
39% |
False |
False |
596,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.25 |
|
2.618 |
2,834.75 |
|
1.618 |
2,799.00 |
|
1.000 |
2,777.00 |
|
0.618 |
2,763.25 |
|
HIGH |
2,741.25 |
|
0.618 |
2,727.50 |
|
0.500 |
2,723.50 |
|
0.382 |
2,719.25 |
|
LOW |
2,705.50 |
|
0.618 |
2,683.50 |
|
1.000 |
2,669.75 |
|
1.618 |
2,647.75 |
|
2.618 |
2,612.00 |
|
4.250 |
2,553.50 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.00 |
2,721.00 |
| PP |
2,728.25 |
2,704.25 |
| S1 |
2,723.50 |
2,687.25 |
|