| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,972.75 |
6,947.25 |
-25.50 |
-0.4% |
6,898.00 |
| High |
6,998.50 |
7,034.75 |
36.25 |
0.5% |
7,143.25 |
| Low |
6,865.00 |
6,906.75 |
41.75 |
0.6% |
6,580.50 |
| Close |
6,949.50 |
7,016.50 |
67.00 |
1.0% |
6,980.25 |
| Range |
133.50 |
128.00 |
-5.50 |
-4.1% |
562.75 |
| ATR |
196.27 |
191.39 |
-4.88 |
-2.5% |
0.00 |
| Volume |
506,045 |
514,296 |
8,251 |
1.6% |
3,875,484 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,370.00 |
7,321.25 |
7,087.00 |
|
| R3 |
7,242.00 |
7,193.25 |
7,051.75 |
|
| R2 |
7,114.00 |
7,114.00 |
7,040.00 |
|
| R1 |
7,065.25 |
7,065.25 |
7,028.25 |
7,089.50 |
| PP |
6,986.00 |
6,986.00 |
6,986.00 |
6,998.25 |
| S1 |
6,937.25 |
6,937.25 |
7,004.75 |
6,961.50 |
| S2 |
6,858.00 |
6,858.00 |
6,993.00 |
|
| S3 |
6,730.00 |
6,809.25 |
6,981.25 |
|
| S4 |
6,602.00 |
6,681.25 |
6,946.00 |
|
|
| 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 |
6,816.75 |
326.50 |
4.7% |
171.75 |
2.4% |
61% |
False |
False |
631,590 |
| 10 |
7,175.00 |
6,580.50 |
594.50 |
8.5% |
236.00 |
3.4% |
73% |
False |
False |
765,429 |
| 20 |
7,412.00 |
6,580.50 |
831.50 |
11.9% |
223.25 |
3.2% |
52% |
False |
False |
762,995 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.4% |
165.50 |
2.4% |
38% |
False |
False |
586,572 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.4% |
139.25 |
2.0% |
38% |
False |
False |
391,738 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.4% |
127.75 |
1.8% |
38% |
False |
False |
293,938 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.4% |
124.00 |
1.8% |
38% |
False |
False |
235,225 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.4% |
115.00 |
1.6% |
38% |
False |
False |
196,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,578.75 |
|
2.618 |
7,369.75 |
|
1.618 |
7,241.75 |
|
1.000 |
7,162.75 |
|
0.618 |
7,113.75 |
|
HIGH |
7,034.75 |
|
0.618 |
6,985.75 |
|
0.500 |
6,970.75 |
|
0.382 |
6,955.75 |
|
LOW |
6,906.75 |
|
0.618 |
6,827.75 |
|
1.000 |
6,778.75 |
|
1.618 |
6,699.75 |
|
2.618 |
6,571.75 |
|
4.250 |
6,362.75 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,001.25 |
7,012.50 |
| PP |
6,986.00 |
7,008.25 |
| S1 |
6,970.75 |
7,004.00 |
|