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 |
7,053.0 |
7,089.0 |
36.0 |
0.5% |
6,991.5 |
High |
7,137.0 |
7,139.5 |
2.5 |
0.0% |
7,088.0 |
Low |
7,051.5 |
7,050.5 |
-1.0 |
0.0% |
6,824.0 |
Close |
7,111.0 |
7,071.0 |
-40.0 |
-0.6% |
6,875.0 |
Range |
85.5 |
89.0 |
3.5 |
4.1% |
264.0 |
ATR |
111.6 |
110.0 |
-1.6 |
-1.4% |
0.0 |
Volume |
151,005 |
153,731 |
2,726 |
1.8% |
692,674 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,354.0 |
7,301.5 |
7,120.0 |
|
R3 |
7,265.0 |
7,212.5 |
7,095.5 |
|
R2 |
7,176.0 |
7,176.0 |
7,087.5 |
|
R1 |
7,123.5 |
7,123.5 |
7,079.0 |
7,105.0 |
PP |
7,087.0 |
7,087.0 |
7,087.0 |
7,078.0 |
S1 |
7,034.5 |
7,034.5 |
7,063.0 |
7,016.0 |
S2 |
6,998.0 |
6,998.0 |
7,054.5 |
|
S3 |
6,909.0 |
6,945.5 |
7,046.5 |
|
S4 |
6,820.0 |
6,856.5 |
7,022.0 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,721.0 |
7,562.0 |
7,020.0 |
|
R3 |
7,457.0 |
7,298.0 |
6,947.5 |
|
R2 |
7,193.0 |
7,193.0 |
6,923.5 |
|
R1 |
7,034.0 |
7,034.0 |
6,899.0 |
6,981.5 |
PP |
6,929.0 |
6,929.0 |
6,929.0 |
6,903.0 |
S1 |
6,770.0 |
6,770.0 |
6,851.0 |
6,717.5 |
S2 |
6,665.0 |
6,665.0 |
6,826.5 |
|
S3 |
6,401.0 |
6,506.0 |
6,802.5 |
|
S4 |
6,137.0 |
6,242.0 |
6,730.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,139.5 |
6,824.0 |
315.5 |
4.5% |
116.0 |
1.6% |
78% |
True |
False |
150,854 |
10 |
7,139.5 |
6,824.0 |
315.5 |
4.5% |
116.0 |
1.6% |
78% |
True |
False |
136,929 |
20 |
7,415.5 |
6,824.0 |
591.5 |
8.4% |
113.5 |
1.6% |
42% |
False |
False |
137,200 |
40 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
91.5 |
1.3% |
35% |
False |
False |
122,048 |
60 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
77.0 |
1.1% |
28% |
False |
False |
81,698 |
80 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
67.0 |
0.9% |
28% |
False |
False |
61,281 |
100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
62.0 |
0.9% |
28% |
False |
False |
49,047 |
120 |
7,770.5 |
6,824.0 |
946.5 |
13.4% |
53.0 |
0.7% |
26% |
False |
False |
40,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,518.0 |
2.618 |
7,372.5 |
1.618 |
7,283.5 |
1.000 |
7,228.5 |
0.618 |
7,194.5 |
HIGH |
7,139.5 |
0.618 |
7,105.5 |
0.500 |
7,095.0 |
0.382 |
7,084.5 |
LOW |
7,050.5 |
0.618 |
6,995.5 |
1.000 |
6,961.5 |
1.618 |
6,906.5 |
2.618 |
6,817.5 |
4.250 |
6,672.0 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
7,095.0 |
7,063.0 |
PP |
7,087.0 |
7,055.5 |
S1 |
7,079.0 |
7,048.0 |
|