| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,109.0 |
3,119.0 |
10.0 |
0.3% |
3,217.0 |
| High |
3,129.0 |
3,158.0 |
29.0 |
0.9% |
3,220.0 |
| Low |
3,073.0 |
3,090.0 |
17.0 |
0.6% |
3,073.0 |
| Close |
3,097.0 |
3,135.0 |
38.0 |
1.2% |
3,097.0 |
| Range |
56.0 |
68.0 |
12.0 |
21.4% |
147.0 |
| ATR |
52.6 |
53.7 |
1.1 |
2.1% |
0.0 |
| Volume |
46 |
4,939 |
4,893 |
10,637.0% |
25,147 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.7 |
3,301.3 |
3,172.4 |
|
| R3 |
3,263.7 |
3,233.3 |
3,153.7 |
|
| R2 |
3,195.7 |
3,195.7 |
3,147.5 |
|
| R1 |
3,165.3 |
3,165.3 |
3,141.2 |
3,180.5 |
| PP |
3,127.7 |
3,127.7 |
3,127.7 |
3,135.3 |
| S1 |
3,097.3 |
3,097.3 |
3,128.8 |
3,112.5 |
| S2 |
3,059.7 |
3,059.7 |
3,122.5 |
|
| S3 |
2,991.7 |
3,029.3 |
3,116.3 |
|
| S4 |
2,923.7 |
2,961.3 |
3,097.6 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,571.0 |
3,481.0 |
3,177.9 |
|
| R3 |
3,424.0 |
3,334.0 |
3,137.4 |
|
| R2 |
3,277.0 |
3,277.0 |
3,124.0 |
|
| R1 |
3,187.0 |
3,187.0 |
3,110.5 |
3,158.5 |
| PP |
3,130.0 |
3,130.0 |
3,130.0 |
3,115.8 |
| S1 |
3,040.0 |
3,040.0 |
3,083.5 |
3,011.5 |
| S2 |
2,983.0 |
2,983.0 |
3,070.1 |
|
| S3 |
2,836.0 |
2,893.0 |
3,056.6 |
|
| S4 |
2,689.0 |
2,746.0 |
3,016.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,164.0 |
3,073.0 |
91.0 |
2.9% |
65.4 |
2.1% |
68% |
False |
False |
1,824 |
| 10 |
3,258.0 |
3,073.0 |
185.0 |
5.9% |
58.6 |
1.9% |
34% |
False |
False |
3,926 |
| 20 |
3,400.0 |
3,073.0 |
327.0 |
10.4% |
54.1 |
1.7% |
19% |
False |
False |
9,113 |
| 40 |
3,429.0 |
3,073.0 |
356.0 |
11.4% |
39.6 |
1.3% |
17% |
False |
False |
5,973 |
| 60 |
3,478.0 |
3,073.0 |
405.0 |
12.9% |
32.9 |
1.0% |
15% |
False |
False |
4,102 |
| 80 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
28.7 |
0.9% |
15% |
False |
False |
3,078 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
26.2 |
0.8% |
15% |
False |
False |
2,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,447.0 |
|
2.618 |
3,336.0 |
|
1.618 |
3,268.0 |
|
1.000 |
3,226.0 |
|
0.618 |
3,200.0 |
|
HIGH |
3,158.0 |
|
0.618 |
3,132.0 |
|
0.500 |
3,124.0 |
|
0.382 |
3,116.0 |
|
LOW |
3,090.0 |
|
0.618 |
3,048.0 |
|
1.000 |
3,022.0 |
|
1.618 |
2,980.0 |
|
2.618 |
2,912.0 |
|
4.250 |
2,801.0 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,131.3 |
3,128.5 |
| PP |
3,127.7 |
3,122.0 |
| S1 |
3,124.0 |
3,115.5 |
|