| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,706.00 |
2,724.00 |
18.00 |
0.7% |
2,667.00 |
| High |
2,741.25 |
2,766.25 |
25.00 |
0.9% |
2,766.25 |
| Low |
2,705.50 |
2,699.50 |
-6.00 |
-0.2% |
2,603.00 |
| Close |
2,738.00 |
2,724.25 |
-13.75 |
-0.5% |
2,724.25 |
| Range |
35.75 |
66.75 |
31.00 |
86.7% |
163.25 |
| ATR |
51.62 |
52.70 |
1.08 |
2.1% |
0.00 |
| Volume |
1,820,142 |
2,372,699 |
552,557 |
30.4% |
11,952,454 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.25 |
2,894.00 |
2,761.00 |
|
| R3 |
2,863.50 |
2,827.25 |
2,742.50 |
|
| R2 |
2,796.75 |
2,796.75 |
2,736.50 |
|
| R1 |
2,760.50 |
2,760.50 |
2,730.25 |
2,778.50 |
| PP |
2,730.00 |
2,730.00 |
2,730.00 |
2,739.00 |
| S1 |
2,693.75 |
2,693.75 |
2,718.25 |
2,712.00 |
| S2 |
2,663.25 |
2,663.25 |
2,712.00 |
|
| S3 |
2,596.50 |
2,627.00 |
2,706.00 |
|
| S4 |
2,529.75 |
2,560.25 |
2,687.50 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.50 |
3,119.25 |
2,814.00 |
|
| R3 |
3,024.25 |
2,956.00 |
2,769.25 |
|
| R2 |
2,861.00 |
2,861.00 |
2,754.25 |
|
| R1 |
2,792.75 |
2,792.75 |
2,739.25 |
2,827.00 |
| PP |
2,697.75 |
2,697.75 |
2,697.75 |
2,715.00 |
| S1 |
2,629.50 |
2,629.50 |
2,709.25 |
2,663.50 |
| S2 |
2,534.50 |
2,534.50 |
2,694.25 |
|
| S3 |
2,371.25 |
2,466.25 |
2,679.25 |
|
| S4 |
2,208.00 |
2,303.00 |
2,634.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,766.25 |
2,603.00 |
163.25 |
6.0% |
63.75 |
2.3% |
74% |
True |
False |
2,390,490 |
| 10 |
2,782.00 |
2,603.00 |
179.00 |
6.6% |
64.50 |
2.4% |
68% |
False |
False |
2,537,060 |
| 20 |
2,900.00 |
2,603.00 |
297.00 |
10.9% |
60.25 |
2.2% |
41% |
False |
False |
2,448,255 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
41.25 |
1.5% |
35% |
False |
False |
1,839,633 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
34.75 |
1.3% |
35% |
False |
False |
1,230,095 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.00 |
1.1% |
35% |
False |
False |
923,216 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
30.75 |
1.1% |
35% |
False |
False |
739,124 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
29.75 |
1.1% |
35% |
False |
False |
616,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.00 |
|
2.618 |
2,941.00 |
|
1.618 |
2,874.25 |
|
1.000 |
2,833.00 |
|
0.618 |
2,807.50 |
|
HIGH |
2,766.25 |
|
0.618 |
2,740.75 |
|
0.500 |
2,733.00 |
|
0.382 |
2,725.00 |
|
LOW |
2,699.50 |
|
0.618 |
2,658.25 |
|
1.000 |
2,632.75 |
|
1.618 |
2,591.50 |
|
2.618 |
2,524.75 |
|
4.250 |
2,415.75 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.00 |
2,724.25 |
| PP |
2,730.00 |
2,724.25 |
| S1 |
2,727.00 |
2,724.00 |
|