| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
6,719.25 |
6,857.00 |
137.75 |
2.1% |
7,085.75 |
| High |
6,849.25 |
7,039.25 |
190.00 |
2.8% |
7,210.50 |
| Low |
6,661.00 |
6,816.75 |
155.75 |
2.3% |
6,734.25 |
| Close |
6,815.25 |
6,975.50 |
160.25 |
2.4% |
6,893.25 |
| Range |
188.25 |
222.50 |
34.25 |
18.2% |
476.25 |
| ATR |
201.39 |
203.00 |
1.62 |
0.8% |
0.00 |
| Volume |
832,546 |
755,201 |
-77,345 |
-9.3% |
4,234,612 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,611.25 |
7,516.00 |
7,098.00 |
|
| R3 |
7,388.75 |
7,293.50 |
7,036.75 |
|
| R2 |
7,166.25 |
7,166.25 |
7,016.25 |
|
| R1 |
7,071.00 |
7,071.00 |
6,996.00 |
7,118.50 |
| PP |
6,943.75 |
6,943.75 |
6,943.75 |
6,967.75 |
| S1 |
6,848.50 |
6,848.50 |
6,955.00 |
6,896.00 |
| S2 |
6,721.25 |
6,721.25 |
6,934.75 |
|
| S3 |
6,498.75 |
6,626.00 |
6,914.25 |
|
| S4 |
6,276.25 |
6,403.50 |
6,853.00 |
|
|
| 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 |
7,075.75 |
6,580.50 |
495.25 |
7.1% |
266.50 |
3.8% |
80% |
False |
False |
871,224 |
| 10 |
7,309.50 |
6,580.50 |
729.00 |
10.5% |
246.25 |
3.5% |
54% |
False |
False |
809,464 |
| 20 |
7,651.00 |
6,580.50 |
1,070.50 |
15.3% |
225.00 |
3.2% |
37% |
False |
False |
774,808 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
160.25 |
2.3% |
34% |
False |
False |
527,039 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
133.00 |
1.9% |
34% |
False |
False |
351,738 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
124.25 |
1.8% |
34% |
False |
False |
263,927 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
120.50 |
1.7% |
34% |
False |
False |
211,203 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
111.75 |
1.6% |
34% |
False |
False |
176,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,985.00 |
|
2.618 |
7,621.75 |
|
1.618 |
7,399.25 |
|
1.000 |
7,261.75 |
|
0.618 |
7,176.75 |
|
HIGH |
7,039.25 |
|
0.618 |
6,954.25 |
|
0.500 |
6,928.00 |
|
0.382 |
6,901.75 |
|
LOW |
6,816.75 |
|
0.618 |
6,679.25 |
|
1.000 |
6,594.25 |
|
1.618 |
6,456.75 |
|
2.618 |
6,234.25 |
|
4.250 |
5,871.00 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,959.75 |
6,920.25 |
| PP |
6,943.75 |
6,865.00 |
| S1 |
6,928.00 |
6,810.00 |
|