| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,722.50 |
2,739.00 |
16.50 |
0.6% |
2,667.00 |
| High |
2,743.75 |
2,761.00 |
17.25 |
0.6% |
2,766.25 |
| Low |
2,712.75 |
2,729.75 |
17.00 |
0.6% |
2,603.00 |
| Close |
2,739.50 |
2,759.00 |
19.50 |
0.7% |
2,724.25 |
| Range |
31.00 |
31.25 |
0.25 |
0.8% |
163.25 |
| ATR |
51.15 |
49.73 |
-1.42 |
-2.8% |
0.00 |
| Volume |
1,311,938 |
1,269,341 |
-42,597 |
-3.2% |
11,952,454 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.75 |
2,832.50 |
2,776.25 |
|
| R3 |
2,812.50 |
2,801.25 |
2,767.50 |
|
| R2 |
2,781.25 |
2,781.25 |
2,764.75 |
|
| R1 |
2,770.00 |
2,770.00 |
2,761.75 |
2,775.50 |
| PP |
2,750.00 |
2,750.00 |
2,750.00 |
2,752.75 |
| S1 |
2,738.75 |
2,738.75 |
2,756.25 |
2,744.50 |
| S2 |
2,718.75 |
2,718.75 |
2,753.25 |
|
| S3 |
2,687.50 |
2,707.50 |
2,750.50 |
|
| S4 |
2,656.25 |
2,676.25 |
2,741.75 |
|
|
| 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 |
2,682.00 |
84.25 |
3.1% |
44.00 |
1.6% |
91% |
False |
False |
1,848,756 |
| 10 |
2,766.25 |
2,603.00 |
163.25 |
5.9% |
61.00 |
2.2% |
96% |
False |
False |
2,343,636 |
| 20 |
2,891.25 |
2,603.00 |
288.25 |
10.4% |
60.50 |
2.2% |
54% |
False |
False |
2,400,750 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
41.75 |
1.5% |
45% |
False |
False |
1,900,464 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
35.00 |
1.3% |
45% |
False |
False |
1,273,018 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
31.50 |
1.1% |
45% |
False |
False |
955,379 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
31.00 |
1.1% |
45% |
False |
False |
764,905 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
29.75 |
1.1% |
45% |
False |
False |
637,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.75 |
|
2.618 |
2,842.75 |
|
1.618 |
2,811.50 |
|
1.000 |
2,792.25 |
|
0.618 |
2,780.25 |
|
HIGH |
2,761.00 |
|
0.618 |
2,749.00 |
|
0.500 |
2,745.50 |
|
0.382 |
2,741.75 |
|
LOW |
2,729.75 |
|
0.618 |
2,710.50 |
|
1.000 |
2,698.50 |
|
1.618 |
2,679.25 |
|
2.618 |
2,648.00 |
|
4.250 |
2,597.00 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.50 |
2,750.25 |
| PP |
2,750.00 |
2,741.50 |
| S1 |
2,745.50 |
2,733.00 |
|