| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,987.25 |
6,972.75 |
-14.50 |
-0.2% |
6,898.00 |
| High |
7,143.25 |
6,998.50 |
-144.75 |
-2.0% |
7,143.25 |
| Low |
6,911.25 |
6,865.00 |
-46.25 |
-0.7% |
6,580.50 |
| Close |
6,980.25 |
6,949.50 |
-30.75 |
-0.4% |
6,980.25 |
| Range |
232.00 |
133.50 |
-98.50 |
-42.5% |
562.75 |
| ATR |
201.09 |
196.27 |
-4.83 |
-2.4% |
0.00 |
| Volume |
793,339 |
506,045 |
-287,294 |
-36.2% |
3,875,484 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,338.25 |
7,277.25 |
7,023.00 |
|
| R3 |
7,204.75 |
7,143.75 |
6,986.25 |
|
| R2 |
7,071.25 |
7,071.25 |
6,974.00 |
|
| R1 |
7,010.25 |
7,010.25 |
6,961.75 |
6,974.00 |
| PP |
6,937.75 |
6,937.75 |
6,937.75 |
6,919.50 |
| S1 |
6,876.75 |
6,876.75 |
6,937.25 |
6,840.50 |
| S2 |
6,804.25 |
6,804.25 |
6,925.00 |
|
| S3 |
6,670.75 |
6,743.25 |
6,912.75 |
|
| S4 |
6,537.25 |
6,609.75 |
6,876.00 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,589.50 |
8,347.75 |
7,289.75 |
|
| R3 |
8,026.75 |
7,785.00 |
7,135.00 |
|
| R2 |
7,464.00 |
7,464.00 |
7,083.50 |
|
| R1 |
7,222.25 |
7,222.25 |
7,031.75 |
7,343.00 |
| PP |
6,901.25 |
6,901.25 |
6,901.25 |
6,961.75 |
| S1 |
6,659.50 |
6,659.50 |
6,928.75 |
6,780.50 |
| S2 |
6,338.50 |
6,338.50 |
6,877.00 |
|
| S3 |
5,775.75 |
6,096.75 |
6,825.50 |
|
| S4 |
5,213.00 |
5,534.00 |
6,670.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,143.25 |
6,661.00 |
482.25 |
6.9% |
183.75 |
2.6% |
60% |
False |
False |
695,240 |
| 10 |
7,175.00 |
6,580.50 |
594.50 |
8.6% |
245.00 |
3.5% |
62% |
False |
False |
796,581 |
| 20 |
7,455.75 |
6,580.50 |
875.25 |
12.6% |
222.75 |
3.2% |
42% |
False |
False |
766,451 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
165.25 |
2.4% |
32% |
False |
False |
573,940 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
138.75 |
2.0% |
32% |
False |
False |
383,175 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
127.25 |
1.8% |
32% |
False |
False |
287,514 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
123.25 |
1.8% |
32% |
False |
False |
230,084 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.5% |
114.25 |
1.6% |
32% |
False |
False |
191,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,566.00 |
|
2.618 |
7,348.00 |
|
1.618 |
7,214.50 |
|
1.000 |
7,132.00 |
|
0.618 |
7,081.00 |
|
HIGH |
6,998.50 |
|
0.618 |
6,947.50 |
|
0.500 |
6,931.75 |
|
0.382 |
6,916.00 |
|
LOW |
6,865.00 |
|
0.618 |
6,782.50 |
|
1.000 |
6,731.50 |
|
1.618 |
6,649.00 |
|
2.618 |
6,515.50 |
|
4.250 |
6,297.50 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,943.50 |
7,004.00 |
| PP |
6,937.75 |
6,986.00 |
| S1 |
6,931.75 |
6,967.75 |
|