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 |
1,230.3 |
1,222.3 |
-8.0 |
-0.7% |
1,236.3 |
High |
1,230.7 |
1,245.1 |
14.4 |
1.2% |
1,252.0 |
Low |
1,219.4 |
1,222.3 |
2.9 |
0.2% |
1,228.8 |
Close |
1,220.8 |
1,244.5 |
23.7 |
1.9% |
1,241.9 |
Range |
11.3 |
22.8 |
11.5 |
101.8% |
23.2 |
ATR |
12.1 |
13.0 |
0.9 |
7.2% |
0.0 |
Volume |
21,569 |
25,432 |
3,863 |
17.9% |
40,384 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.7 |
1,297.9 |
1,257.0 |
|
R3 |
1,282.9 |
1,275.1 |
1,250.8 |
|
R2 |
1,260.1 |
1,260.1 |
1,248.7 |
|
R1 |
1,252.3 |
1,252.3 |
1,246.6 |
1,256.2 |
PP |
1,237.3 |
1,237.3 |
1,237.3 |
1,239.3 |
S1 |
1,229.5 |
1,229.5 |
1,242.4 |
1,233.4 |
S2 |
1,214.5 |
1,214.5 |
1,240.3 |
|
S3 |
1,191.7 |
1,206.7 |
1,238.2 |
|
S4 |
1,168.9 |
1,183.9 |
1,232.0 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.5 |
1,299.4 |
1,254.7 |
|
R3 |
1,287.3 |
1,276.2 |
1,248.3 |
|
R2 |
1,264.1 |
1,264.1 |
1,246.2 |
|
R1 |
1,253.0 |
1,253.0 |
1,244.0 |
1,258.6 |
PP |
1,240.9 |
1,240.9 |
1,240.9 |
1,243.7 |
S1 |
1,229.8 |
1,229.8 |
1,239.8 |
1,235.4 |
S2 |
1,217.7 |
1,217.7 |
1,237.6 |
|
S3 |
1,194.5 |
1,206.6 |
1,235.5 |
|
S4 |
1,171.3 |
1,183.4 |
1,229.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,252.0 |
1,219.4 |
32.6 |
2.6% |
13.9 |
1.1% |
77% |
False |
False |
13,016 |
10 |
1,252.0 |
1,219.4 |
32.6 |
2.6% |
12.4 |
1.0% |
77% |
False |
False |
10,010 |
20 |
1,252.0 |
1,192.0 |
60.0 |
4.8% |
13.1 |
1.1% |
88% |
False |
False |
8,260 |
40 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
12.3 |
1.0% |
88% |
False |
False |
5,630 |
60 |
1,252.0 |
1,173.2 |
78.8 |
6.3% |
12.2 |
1.0% |
90% |
False |
False |
4,455 |
80 |
1,265.4 |
1,173.2 |
92.2 |
7.4% |
11.7 |
0.9% |
77% |
False |
False |
3,939 |
100 |
1,330.4 |
1,173.2 |
157.2 |
12.6% |
11.2 |
0.9% |
45% |
False |
False |
3,403 |
120 |
1,336.6 |
1,173.2 |
163.4 |
13.1% |
10.6 |
0.8% |
44% |
False |
False |
2,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.0 |
2.618 |
1,304.8 |
1.618 |
1,282.0 |
1.000 |
1,267.9 |
0.618 |
1,259.2 |
HIGH |
1,245.1 |
0.618 |
1,236.4 |
0.500 |
1,233.7 |
0.382 |
1,231.0 |
LOW |
1,222.3 |
0.618 |
1,208.2 |
1.000 |
1,199.5 |
1.618 |
1,185.4 |
2.618 |
1,162.6 |
4.250 |
1,125.4 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,240.9 |
1,240.4 |
PP |
1,237.3 |
1,236.3 |
S1 |
1,233.7 |
1,232.3 |
|