| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,756.75 |
2,815.75 |
59.00 |
2.1% |
2,667.00 |
| High |
2,817.75 |
2,818.00 |
0.25 |
0.0% |
2,766.25 |
| Low |
2,744.75 |
2,795.00 |
50.25 |
1.8% |
2,603.00 |
| Close |
2,816.50 |
2,808.75 |
-7.75 |
-0.3% |
2,724.25 |
| Range |
73.00 |
23.00 |
-50.00 |
-68.5% |
163.25 |
| ATR |
51.39 |
49.37 |
-2.03 |
-3.9% |
0.00 |
| Volume |
1,894,012 |
1,317,225 |
-576,787 |
-30.5% |
11,952,454 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,865.50 |
2,821.50 |
|
| R3 |
2,853.25 |
2,842.50 |
2,815.00 |
|
| R2 |
2,830.25 |
2,830.25 |
2,813.00 |
|
| R1 |
2,819.50 |
2,819.50 |
2,810.75 |
2,813.50 |
| PP |
2,807.25 |
2,807.25 |
2,807.25 |
2,804.25 |
| S1 |
2,796.50 |
2,796.50 |
2,806.75 |
2,790.50 |
| S2 |
2,784.25 |
2,784.25 |
2,804.50 |
|
| S3 |
2,761.25 |
2,773.50 |
2,802.50 |
|
| S4 |
2,738.25 |
2,750.50 |
2,796.00 |
|
|
| 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 |
2,818.00 |
2,699.50 |
118.50 |
4.2% |
45.00 |
1.6% |
92% |
True |
False |
1,633,043 |
| 10 |
2,818.00 |
2,603.00 |
215.00 |
7.7% |
54.25 |
1.9% |
96% |
True |
False |
2,125,477 |
| 20 |
2,824.25 |
2,603.00 |
221.25 |
7.9% |
55.00 |
2.0% |
93% |
False |
False |
2,187,582 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
43.25 |
1.5% |
60% |
False |
False |
1,958,110 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
35.50 |
1.3% |
60% |
False |
False |
1,326,334 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
32.25 |
1.1% |
60% |
False |
False |
995,478 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
31.25 |
1.1% |
60% |
False |
False |
796,958 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.2% |
30.25 |
1.1% |
60% |
False |
False |
664,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.75 |
|
2.618 |
2,878.25 |
|
1.618 |
2,855.25 |
|
1.000 |
2,841.00 |
|
0.618 |
2,832.25 |
|
HIGH |
2,818.00 |
|
0.618 |
2,809.25 |
|
0.500 |
2,806.50 |
|
0.382 |
2,803.75 |
|
LOW |
2,795.00 |
|
0.618 |
2,780.75 |
|
1.000 |
2,772.00 |
|
1.618 |
2,757.75 |
|
2.618 |
2,734.75 |
|
4.250 |
2,697.25 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.00 |
2,797.00 |
| PP |
2,807.25 |
2,785.50 |
| S1 |
2,806.50 |
2,774.00 |
|