Trading Metrics calculated at close of trading on 01-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
6,857.00 |
6,960.00 |
103.00 |
1.5% |
7,085.75 |
High |
7,039.25 |
7,079.75 |
40.50 |
0.6% |
7,210.50 |
Low |
6,816.75 |
6,936.75 |
120.00 |
1.8% |
6,734.25 |
Close |
6,975.50 |
7,077.75 |
102.25 |
1.5% |
6,893.25 |
Range |
222.50 |
143.00 |
-79.50 |
-35.7% |
476.25 |
ATR |
203.00 |
198.72 |
-4.29 |
-2.1% |
0.00 |
Volume |
755,201 |
589,071 |
-166,130 |
-22.0% |
4,234,612 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,460.50 |
7,412.00 |
7,156.50 |
|
R3 |
7,317.50 |
7,269.00 |
7,117.00 |
|
R2 |
7,174.50 |
7,174.50 |
7,104.00 |
|
R1 |
7,126.00 |
7,126.00 |
7,090.75 |
7,150.25 |
PP |
7,031.50 |
7,031.50 |
7,031.50 |
7,043.50 |
S1 |
6,983.00 |
6,983.00 |
7,064.75 |
7,007.25 |
S2 |
6,888.50 |
6,888.50 |
7,051.50 |
|
S3 |
6,745.50 |
6,840.00 |
7,038.50 |
|
S4 |
6,602.50 |
6,697.00 |
6,999.00 |
|
|
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 |
7,079.75 |
6,580.50 |
499.25 |
7.1% |
243.50 |
3.4% |
100% |
True |
False |
830,338 |
10 |
7,244.25 |
6,580.50 |
663.75 |
9.4% |
239.00 |
3.4% |
75% |
False |
False |
797,780 |
20 |
7,540.00 |
6,580.50 |
959.50 |
13.6% |
222.50 |
3.1% |
52% |
False |
False |
769,017 |
40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.2% |
160.50 |
2.3% |
43% |
False |
False |
541,642 |
60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.2% |
134.75 |
1.9% |
43% |
False |
False |
361,537 |
80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.2% |
125.00 |
1.8% |
43% |
False |
False |
271,283 |
100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.2% |
121.25 |
1.7% |
43% |
False |
False |
217,092 |
120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.2% |
112.75 |
1.6% |
43% |
False |
False |
180,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,687.50 |
2.618 |
7,454.00 |
1.618 |
7,311.00 |
1.000 |
7,222.75 |
0.618 |
7,168.00 |
HIGH |
7,079.75 |
0.618 |
7,025.00 |
0.500 |
7,008.25 |
0.382 |
6,991.50 |
LOW |
6,936.75 |
0.618 |
6,848.50 |
1.000 |
6,793.75 |
1.618 |
6,705.50 |
2.618 |
6,562.50 |
4.250 |
6,329.00 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
7,054.50 |
7,008.50 |
PP |
7,031.50 |
6,939.50 |
S1 |
7,008.25 |
6,870.50 |
|