| 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 |
1,512.3 |
1,511.4 |
-0.9 |
-0.1% |
1,541.0 |
| High |
1,529.4 |
1,548.2 |
18.8 |
1.2% |
1,556.5 |
| Low |
1,508.5 |
1,510.6 |
2.1 |
0.1% |
1,457.4 |
| Close |
1,511.9 |
1,542.1 |
30.2 |
2.0% |
1,490.9 |
| Range |
20.9 |
37.6 |
16.7 |
79.9% |
99.1 |
| ATR |
35.5 |
35.6 |
0.2 |
0.4% |
0.0 |
| Volume |
184,307 |
178,877 |
-5,430 |
-2.9% |
938,218 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.4 |
1,631.9 |
1,562.8 |
|
| R3 |
1,608.8 |
1,594.3 |
1,552.4 |
|
| R2 |
1,571.2 |
1,571.2 |
1,549.0 |
|
| R1 |
1,556.7 |
1,556.7 |
1,545.5 |
1,564.0 |
| PP |
1,533.6 |
1,533.6 |
1,533.6 |
1,537.3 |
| S1 |
1,519.1 |
1,519.1 |
1,538.7 |
1,526.4 |
| S2 |
1,496.0 |
1,496.0 |
1,535.2 |
|
| S3 |
1,458.4 |
1,481.5 |
1,531.8 |
|
| S4 |
1,420.8 |
1,443.9 |
1,521.4 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.9 |
1,744.0 |
1,545.4 |
|
| R3 |
1,699.8 |
1,644.9 |
1,518.2 |
|
| R2 |
1,600.7 |
1,600.7 |
1,509.1 |
|
| R1 |
1,545.8 |
1,545.8 |
1,500.0 |
1,523.7 |
| PP |
1,501.6 |
1,501.6 |
1,501.6 |
1,490.6 |
| S1 |
1,446.7 |
1,446.7 |
1,481.8 |
1,424.6 |
| S2 |
1,402.5 |
1,402.5 |
1,472.7 |
|
| S3 |
1,303.4 |
1,347.6 |
1,463.6 |
|
| S4 |
1,204.3 |
1,248.5 |
1,436.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,548.2 |
1,457.4 |
90.8 |
5.9% |
40.3 |
2.6% |
93% |
True |
False |
194,172 |
| 10 |
1,575.4 |
1,457.4 |
118.0 |
7.7% |
41.0 |
2.7% |
72% |
False |
False |
184,233 |
| 20 |
1,657.6 |
1,457.4 |
200.2 |
13.0% |
39.6 |
2.6% |
42% |
False |
False |
192,516 |
| 40 |
1,733.1 |
1,457.4 |
275.7 |
17.9% |
29.6 |
1.9% |
31% |
False |
False |
156,869 |
| 60 |
1,750.6 |
1,457.4 |
293.2 |
19.0% |
25.3 |
1.6% |
29% |
False |
False |
104,674 |
| 80 |
1,750.6 |
1,457.4 |
293.2 |
19.0% |
23.5 |
1.5% |
29% |
False |
False |
78,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,708.0 |
|
2.618 |
1,646.6 |
|
1.618 |
1,609.0 |
|
1.000 |
1,585.8 |
|
0.618 |
1,571.4 |
|
HIGH |
1,548.2 |
|
0.618 |
1,533.8 |
|
0.500 |
1,529.4 |
|
0.382 |
1,525.0 |
|
LOW |
1,510.6 |
|
0.618 |
1,487.4 |
|
1.000 |
1,473.0 |
|
1.618 |
1,449.8 |
|
2.618 |
1,412.2 |
|
4.250 |
1,350.8 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,537.9 |
1,531.9 |
| PP |
1,533.6 |
1,521.7 |
| S1 |
1,529.4 |
1,511.5 |
|