| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
6,898.00 |
6,719.25 |
-178.75 |
-2.6% |
7,085.75 |
| High |
6,991.50 |
6,849.25 |
-142.25 |
-2.0% |
7,210.50 |
| Low |
6,580.50 |
6,661.00 |
80.50 |
1.2% |
6,734.25 |
| Close |
6,736.25 |
6,815.25 |
79.00 |
1.2% |
6,893.25 |
| Range |
411.00 |
188.25 |
-222.75 |
-54.2% |
476.25 |
| ATR |
202.40 |
201.39 |
-1.01 |
-0.5% |
0.00 |
| Volume |
905,327 |
832,546 |
-72,781 |
-8.0% |
4,234,612 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,340.00 |
7,265.75 |
6,918.75 |
|
| R3 |
7,151.75 |
7,077.50 |
6,867.00 |
|
| R2 |
6,963.50 |
6,963.50 |
6,849.75 |
|
| R1 |
6,889.25 |
6,889.25 |
6,832.50 |
6,926.50 |
| PP |
6,775.25 |
6,775.25 |
6,775.25 |
6,793.75 |
| S1 |
6,701.00 |
6,701.00 |
6,798.00 |
6,738.00 |
| S2 |
6,587.00 |
6,587.00 |
6,780.75 |
|
| S3 |
6,398.75 |
6,512.75 |
6,763.50 |
|
| S4 |
6,210.50 |
6,324.50 |
6,711.75 |
|
|
| 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 |
8.7% |
300.00 |
4.4% |
39% |
False |
False |
899,268 |
| 10 |
7,368.50 |
6,580.50 |
788.00 |
11.6% |
238.75 |
3.5% |
30% |
False |
False |
800,274 |
| 20 |
7,703.75 |
6,580.50 |
1,123.25 |
16.5% |
217.00 |
3.2% |
21% |
False |
False |
756,775 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
158.25 |
2.3% |
20% |
False |
False |
508,256 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
130.25 |
1.9% |
20% |
False |
False |
339,158 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
122.25 |
1.8% |
20% |
False |
False |
254,495 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
118.75 |
1.7% |
20% |
False |
False |
203,661 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
110.25 |
1.6% |
20% |
False |
False |
169,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,649.25 |
|
2.618 |
7,342.00 |
|
1.618 |
7,153.75 |
|
1.000 |
7,037.50 |
|
0.618 |
6,965.50 |
|
HIGH |
6,849.25 |
|
0.618 |
6,777.25 |
|
0.500 |
6,755.00 |
|
0.382 |
6,733.00 |
|
LOW |
6,661.00 |
|
0.618 |
6,544.75 |
|
1.000 |
6,472.75 |
|
1.618 |
6,356.50 |
|
2.618 |
6,168.25 |
|
4.250 |
5,861.00 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,795.25 |
6,805.50 |
| PP |
6,775.25 |
6,795.75 |
| S1 |
6,755.00 |
6,786.00 |
|