| 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 |
7,095.5 |
7,068.0 |
-27.5 |
-0.4% |
6,934.5 |
| High |
7,170.5 |
7,116.0 |
-54.5 |
-0.8% |
7,170.5 |
| Low |
7,046.5 |
7,052.0 |
5.5 |
0.1% |
6,891.5 |
| Close |
7,070.0 |
7,086.5 |
16.5 |
0.2% |
7,070.0 |
| Range |
124.0 |
64.0 |
-60.0 |
-48.4% |
279.0 |
| ATR |
111.0 |
107.6 |
-3.4 |
-3.0% |
0.0 |
| Volume |
112,812 |
88,179 |
-24,633 |
-21.8% |
680,454 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,277.0 |
7,245.5 |
7,121.5 |
|
| R3 |
7,213.0 |
7,181.5 |
7,104.0 |
|
| R2 |
7,149.0 |
7,149.0 |
7,098.0 |
|
| R1 |
7,117.5 |
7,117.5 |
7,092.5 |
7,133.0 |
| PP |
7,085.0 |
7,085.0 |
7,085.0 |
7,092.5 |
| S1 |
7,053.5 |
7,053.5 |
7,080.5 |
7,069.0 |
| S2 |
7,021.0 |
7,021.0 |
7,075.0 |
|
| S3 |
6,957.0 |
6,989.5 |
7,069.0 |
|
| S4 |
6,893.0 |
6,925.5 |
7,051.5 |
|
|
| 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 |
6,956.0 |
214.5 |
3.0% |
93.5 |
1.3% |
61% |
False |
False |
126,029 |
| 10 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
118.0 |
1.7% |
76% |
False |
False |
136,698 |
| 20 |
7,220.5 |
6,824.0 |
396.5 |
5.6% |
110.0 |
1.6% |
66% |
False |
False |
136,391 |
| 40 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
93.0 |
1.3% |
38% |
False |
False |
126,839 |
| 60 |
7,596.0 |
6,824.0 |
772.0 |
10.9% |
79.0 |
1.1% |
34% |
False |
False |
85,048 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
69.0 |
1.0% |
30% |
False |
False |
63,794 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
62.0 |
0.9% |
30% |
False |
False |
51,043 |
| 120 |
7,770.5 |
6,824.0 |
946.5 |
13.4% |
54.5 |
0.8% |
28% |
False |
False |
42,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,388.0 |
|
2.618 |
7,283.5 |
|
1.618 |
7,219.5 |
|
1.000 |
7,180.0 |
|
0.618 |
7,155.5 |
|
HIGH |
7,116.0 |
|
0.618 |
7,091.5 |
|
0.500 |
7,084.0 |
|
0.382 |
7,076.5 |
|
LOW |
7,052.0 |
|
0.618 |
7,012.5 |
|
1.000 |
6,988.0 |
|
1.618 |
6,948.5 |
|
2.618 |
6,884.5 |
|
4.250 |
6,780.0 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,085.5 |
7,108.5 |
| PP |
7,085.0 |
7,101.0 |
| S1 |
7,084.0 |
7,094.0 |
|