| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,739.00 |
2,756.75 |
17.75 |
0.6% |
2,667.00 |
| High |
2,761.00 |
2,817.75 |
56.75 |
2.1% |
2,766.25 |
| Low |
2,729.75 |
2,744.75 |
15.00 |
0.5% |
2,603.00 |
| Close |
2,759.00 |
2,816.50 |
57.50 |
2.1% |
2,724.25 |
| Range |
31.25 |
73.00 |
41.75 |
133.6% |
163.25 |
| ATR |
49.73 |
51.39 |
1.66 |
3.3% |
0.00 |
| Volume |
1,269,341 |
1,894,012 |
624,671 |
49.2% |
11,952,454 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.00 |
2,987.25 |
2,856.75 |
|
| R3 |
2,939.00 |
2,914.25 |
2,836.50 |
|
| R2 |
2,866.00 |
2,866.00 |
2,830.00 |
|
| R1 |
2,841.25 |
2,841.25 |
2,823.25 |
2,853.50 |
| PP |
2,793.00 |
2,793.00 |
2,793.00 |
2,799.25 |
| S1 |
2,768.25 |
2,768.25 |
2,809.75 |
2,780.50 |
| S2 |
2,720.00 |
2,720.00 |
2,803.00 |
|
| S3 |
2,647.00 |
2,695.25 |
2,796.50 |
|
| S4 |
2,574.00 |
2,622.25 |
2,776.25 |
|
|
| 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 |
2,817.75 |
2,699.50 |
118.25 |
4.2% |
47.50 |
1.7% |
99% |
True |
False |
1,733,626 |
| 10 |
2,817.75 |
2,603.00 |
214.75 |
7.6% |
58.50 |
2.1% |
99% |
True |
False |
2,247,346 |
| 20 |
2,824.25 |
2,603.00 |
221.25 |
7.9% |
58.25 |
2.1% |
96% |
False |
False |
2,322,413 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
43.00 |
1.5% |
62% |
False |
False |
1,942,984 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
35.75 |
1.3% |
62% |
False |
False |
1,304,519 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
32.00 |
1.1% |
62% |
False |
False |
979,031 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
31.50 |
1.1% |
62% |
False |
False |
783,832 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
30.25 |
1.1% |
62% |
False |
False |
653,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.00 |
|
2.618 |
3,008.75 |
|
1.618 |
2,935.75 |
|
1.000 |
2,890.75 |
|
0.618 |
2,862.75 |
|
HIGH |
2,817.75 |
|
0.618 |
2,789.75 |
|
0.500 |
2,781.25 |
|
0.382 |
2,772.75 |
|
LOW |
2,744.75 |
|
0.618 |
2,699.75 |
|
1.000 |
2,671.75 |
|
1.618 |
2,626.75 |
|
2.618 |
2,553.75 |
|
4.250 |
2,434.50 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.75 |
2,799.50 |
| PP |
2,793.00 |
2,782.25 |
| S1 |
2,781.25 |
2,765.25 |
|