| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
7,089.0 |
7,095.5 |
6.5 |
0.1% |
6,934.5 |
| High |
7,139.5 |
7,170.5 |
31.0 |
0.4% |
7,170.5 |
| Low |
7,050.5 |
7,046.5 |
-4.0 |
-0.1% |
6,891.5 |
| Close |
7,071.0 |
7,070.0 |
-1.0 |
0.0% |
7,070.0 |
| Range |
89.0 |
124.0 |
35.0 |
39.3% |
279.0 |
| ATR |
110.0 |
111.0 |
1.0 |
0.9% |
0.0 |
| Volume |
153,731 |
112,812 |
-40,919 |
-26.6% |
680,454 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,467.5 |
7,393.0 |
7,138.0 |
|
| R3 |
7,343.5 |
7,269.0 |
7,104.0 |
|
| R2 |
7,219.5 |
7,219.5 |
7,092.5 |
|
| R1 |
7,145.0 |
7,145.0 |
7,081.5 |
7,120.0 |
| PP |
7,095.5 |
7,095.5 |
7,095.5 |
7,083.5 |
| S1 |
7,021.0 |
7,021.0 |
7,058.5 |
6,996.0 |
| S2 |
6,971.5 |
6,971.5 |
7,047.5 |
|
| S3 |
6,847.5 |
6,897.0 |
7,036.0 |
|
| S4 |
6,723.5 |
6,773.0 |
7,002.0 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,881.0 |
7,754.5 |
7,223.5 |
|
| R3 |
7,602.0 |
7,475.5 |
7,146.5 |
|
| R2 |
7,323.0 |
7,323.0 |
7,121.0 |
|
| R1 |
7,196.5 |
7,196.5 |
7,095.5 |
7,260.0 |
| PP |
7,044.0 |
7,044.0 |
7,044.0 |
7,075.5 |
| S1 |
6,917.5 |
6,917.5 |
7,044.5 |
6,981.0 |
| S2 |
6,765.0 |
6,765.0 |
7,019.0 |
|
| S3 |
6,486.0 |
6,638.5 |
6,993.5 |
|
| S4 |
6,207.0 |
6,359.5 |
6,916.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,170.5 |
6,891.5 |
279.0 |
3.9% |
114.5 |
1.6% |
64% |
True |
False |
136,090 |
| 10 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
122.5 |
1.7% |
71% |
True |
False |
137,312 |
| 20 |
7,290.5 |
6,824.0 |
466.5 |
6.6% |
112.0 |
1.6% |
53% |
False |
False |
137,158 |
| 40 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
92.5 |
1.3% |
35% |
False |
False |
124,707 |
| 60 |
7,648.0 |
6,824.0 |
824.0 |
11.7% |
78.5 |
1.1% |
30% |
False |
False |
83,578 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
68.0 |
1.0% |
28% |
False |
False |
62,691 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
62.0 |
0.9% |
28% |
False |
False |
50,174 |
| 120 |
7,770.5 |
6,824.0 |
946.5 |
13.4% |
54.0 |
0.8% |
26% |
False |
False |
41,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,697.5 |
|
2.618 |
7,495.0 |
|
1.618 |
7,371.0 |
|
1.000 |
7,294.5 |
|
0.618 |
7,247.0 |
|
HIGH |
7,170.5 |
|
0.618 |
7,123.0 |
|
0.500 |
7,108.5 |
|
0.382 |
7,094.0 |
|
LOW |
7,046.5 |
|
0.618 |
6,970.0 |
|
1.000 |
6,922.5 |
|
1.618 |
6,846.0 |
|
2.618 |
6,722.0 |
|
4.250 |
6,519.5 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,108.5 |
7,108.5 |
| PP |
7,095.5 |
7,095.5 |
| S1 |
7,083.0 |
7,083.0 |
|