| 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 |
7,068.0 |
7,091.0 |
23.0 |
0.3% |
6,934.5 |
| High |
7,116.0 |
7,099.5 |
-16.5 |
-0.2% |
7,170.5 |
| Low |
7,052.0 |
7,001.5 |
-50.5 |
-0.7% |
6,891.5 |
| Close |
7,086.5 |
7,018.5 |
-68.0 |
-1.0% |
7,070.0 |
| Range |
64.0 |
98.0 |
34.0 |
53.1% |
279.0 |
| ATR |
107.6 |
106.9 |
-0.7 |
-0.6% |
0.0 |
| Volume |
88,179 |
109,297 |
21,118 |
23.9% |
680,454 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,334.0 |
7,274.0 |
7,072.5 |
|
| R3 |
7,236.0 |
7,176.0 |
7,045.5 |
|
| R2 |
7,138.0 |
7,138.0 |
7,036.5 |
|
| R1 |
7,078.0 |
7,078.0 |
7,027.5 |
7,059.0 |
| PP |
7,040.0 |
7,040.0 |
7,040.0 |
7,030.0 |
| S1 |
6,980.0 |
6,980.0 |
7,009.5 |
6,961.0 |
| S2 |
6,942.0 |
6,942.0 |
7,000.5 |
|
| S3 |
6,844.0 |
6,882.0 |
6,991.5 |
|
| S4 |
6,746.0 |
6,784.0 |
6,964.5 |
|
|
| 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 |
7,001.5 |
169.0 |
2.4% |
92.0 |
1.3% |
10% |
False |
True |
123,004 |
| 10 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
116.5 |
1.7% |
56% |
False |
False |
131,536 |
| 20 |
7,209.0 |
6,824.0 |
385.0 |
5.5% |
111.5 |
1.6% |
51% |
False |
False |
135,492 |
| 40 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
93.5 |
1.3% |
28% |
False |
False |
129,284 |
| 60 |
7,596.0 |
6,824.0 |
772.0 |
11.0% |
80.5 |
1.1% |
25% |
False |
False |
86,869 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
69.5 |
1.0% |
22% |
False |
False |
65,160 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
62.5 |
0.9% |
22% |
False |
False |
52,136 |
| 120 |
7,770.5 |
6,824.0 |
946.5 |
13.5% |
55.0 |
0.8% |
21% |
False |
False |
43,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,516.0 |
|
2.618 |
7,356.0 |
|
1.618 |
7,258.0 |
|
1.000 |
7,197.5 |
|
0.618 |
7,160.0 |
|
HIGH |
7,099.5 |
|
0.618 |
7,062.0 |
|
0.500 |
7,050.5 |
|
0.382 |
7,039.0 |
|
LOW |
7,001.5 |
|
0.618 |
6,941.0 |
|
1.000 |
6,903.5 |
|
1.618 |
6,843.0 |
|
2.618 |
6,745.0 |
|
4.250 |
6,585.0 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,050.5 |
7,086.0 |
| PP |
7,040.0 |
7,063.5 |
| S1 |
7,029.0 |
7,041.0 |
|