| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,724.00 |
2,722.50 |
-1.50 |
-0.1% |
2,667.00 |
| High |
2,766.25 |
2,743.75 |
-22.50 |
-0.8% |
2,766.25 |
| Low |
2,699.50 |
2,712.75 |
13.25 |
0.5% |
2,603.00 |
| Close |
2,724.25 |
2,739.50 |
15.25 |
0.6% |
2,724.25 |
| Range |
66.75 |
31.00 |
-35.75 |
-53.6% |
163.25 |
| ATR |
52.70 |
51.15 |
-1.55 |
-2.9% |
0.00 |
| Volume |
2,372,699 |
1,311,938 |
-1,060,761 |
-44.7% |
11,952,454 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.00 |
2,813.25 |
2,756.50 |
|
| R3 |
2,794.00 |
2,782.25 |
2,748.00 |
|
| R2 |
2,763.00 |
2,763.00 |
2,745.25 |
|
| R1 |
2,751.25 |
2,751.25 |
2,742.25 |
2,757.00 |
| PP |
2,732.00 |
2,732.00 |
2,732.00 |
2,735.00 |
| S1 |
2,720.25 |
2,720.25 |
2,736.75 |
2,726.00 |
| S2 |
2,701.00 |
2,701.00 |
2,733.75 |
|
| S3 |
2,670.00 |
2,689.25 |
2,731.00 |
|
| S4 |
2,639.00 |
2,658.25 |
2,722.50 |
|
|
| 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 |
2,633.25 |
133.00 |
4.9% |
49.25 |
1.8% |
80% |
False |
False |
2,095,567 |
| 10 |
2,766.25 |
2,603.00 |
163.25 |
6.0% |
64.25 |
2.3% |
84% |
False |
False |
2,501,680 |
| 20 |
2,900.00 |
2,603.00 |
297.00 |
10.8% |
60.25 |
2.2% |
46% |
False |
False |
2,425,820 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
41.50 |
1.5% |
40% |
False |
False |
1,871,272 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
34.75 |
1.3% |
40% |
False |
False |
1,251,911 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.25 |
1.1% |
40% |
False |
False |
939,597 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
30.75 |
1.1% |
40% |
False |
False |
752,227 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
29.75 |
1.1% |
40% |
False |
False |
627,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.50 |
|
2.618 |
2,825.00 |
|
1.618 |
2,794.00 |
|
1.000 |
2,774.75 |
|
0.618 |
2,763.00 |
|
HIGH |
2,743.75 |
|
0.618 |
2,732.00 |
|
0.500 |
2,728.25 |
|
0.382 |
2,724.50 |
|
LOW |
2,712.75 |
|
0.618 |
2,693.50 |
|
1.000 |
2,681.75 |
|
1.618 |
2,662.50 |
|
2.618 |
2,631.50 |
|
4.250 |
2,581.00 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.75 |
2,737.25 |
| PP |
2,732.00 |
2,735.00 |
| S1 |
2,728.25 |
2,733.00 |
|