| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
6,882.00 |
6,898.00 |
16.00 |
0.2% |
7,085.75 |
| High |
6,986.50 |
6,991.50 |
5.00 |
0.1% |
7,210.50 |
| Low |
6,734.25 |
6,580.50 |
-153.75 |
-2.3% |
6,734.25 |
| Close |
6,893.25 |
6,736.25 |
-157.00 |
-2.3% |
6,893.25 |
| Range |
252.25 |
411.00 |
158.75 |
62.9% |
476.25 |
| ATR |
186.35 |
202.40 |
16.05 |
8.6% |
0.00 |
| Volume |
1,069,548 |
905,327 |
-164,221 |
-15.4% |
4,234,612 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,002.50 |
7,780.25 |
6,962.25 |
|
| R3 |
7,591.50 |
7,369.25 |
6,849.25 |
|
| R2 |
7,180.50 |
7,180.50 |
6,811.50 |
|
| R1 |
6,958.25 |
6,958.25 |
6,774.00 |
6,864.00 |
| PP |
6,769.50 |
6,769.50 |
6,769.50 |
6,722.25 |
| S1 |
6,547.25 |
6,547.25 |
6,698.50 |
6,453.00 |
| S2 |
6,358.50 |
6,358.50 |
6,661.00 |
|
| S3 |
5,947.50 |
6,136.25 |
6,623.25 |
|
| S4 |
5,536.50 |
5,725.25 |
6,510.25 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,374.75 |
8,110.25 |
7,155.25 |
|
| R3 |
7,898.50 |
7,634.00 |
7,024.25 |
|
| R2 |
7,422.25 |
7,422.25 |
6,980.50 |
|
| R1 |
7,157.75 |
7,157.75 |
6,937.00 |
7,052.00 |
| PP |
6,946.00 |
6,946.00 |
6,946.00 |
6,893.00 |
| S1 |
6,681.50 |
6,681.50 |
6,849.50 |
6,575.50 |
| S2 |
6,469.75 |
6,469.75 |
6,806.00 |
|
| S3 |
5,993.50 |
6,205.25 |
6,762.25 |
|
| S4 |
5,517.25 |
5,729.00 |
6,631.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,175.00 |
6,580.50 |
594.50 |
8.8% |
306.25 |
4.5% |
26% |
False |
True |
897,921 |
| 10 |
7,368.50 |
6,580.50 |
788.00 |
11.7% |
249.25 |
3.7% |
20% |
False |
True |
778,455 |
| 20 |
7,712.75 |
6,580.50 |
1,132.25 |
16.8% |
211.75 |
3.1% |
14% |
False |
True |
734,777 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
156.00 |
2.3% |
14% |
False |
True |
487,505 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
128.00 |
1.9% |
14% |
False |
True |
325,287 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
120.75 |
1.8% |
14% |
False |
True |
244,091 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
117.75 |
1.7% |
14% |
False |
True |
195,336 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
109.25 |
1.6% |
14% |
False |
True |
162,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,738.25 |
|
2.618 |
8,067.50 |
|
1.618 |
7,656.50 |
|
1.000 |
7,402.50 |
|
0.618 |
7,245.50 |
|
HIGH |
6,991.50 |
|
0.618 |
6,834.50 |
|
0.500 |
6,786.00 |
|
0.382 |
6,737.50 |
|
LOW |
6,580.50 |
|
0.618 |
6,326.50 |
|
1.000 |
6,169.50 |
|
1.618 |
5,915.50 |
|
2.618 |
5,504.50 |
|
4.250 |
4,833.75 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,786.00 |
6,828.00 |
| PP |
6,769.50 |
6,797.50 |
| S1 |
6,752.75 |
6,767.00 |
|