| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,119.0 |
3,134.0 |
15.0 |
0.5% |
3,217.0 |
| High |
3,158.0 |
3,149.0 |
-9.0 |
-0.3% |
3,220.0 |
| Low |
3,090.0 |
3,105.0 |
15.0 |
0.5% |
3,073.0 |
| Close |
3,135.0 |
3,131.0 |
-4.0 |
-0.1% |
3,097.0 |
| Range |
68.0 |
44.0 |
-24.0 |
-35.3% |
147.0 |
| ATR |
53.7 |
53.0 |
-0.7 |
-1.3% |
0.0 |
| Volume |
4,939 |
2,489 |
-2,450 |
-49.6% |
25,147 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.3 |
3,239.7 |
3,155.2 |
|
| R3 |
3,216.3 |
3,195.7 |
3,143.1 |
|
| R2 |
3,172.3 |
3,172.3 |
3,139.1 |
|
| R1 |
3,151.7 |
3,151.7 |
3,135.0 |
3,140.0 |
| PP |
3,128.3 |
3,128.3 |
3,128.3 |
3,122.5 |
| S1 |
3,107.7 |
3,107.7 |
3,127.0 |
3,096.0 |
| S2 |
3,084.3 |
3,084.3 |
3,122.9 |
|
| S3 |
3,040.3 |
3,063.7 |
3,118.9 |
|
| S4 |
2,996.3 |
3,019.7 |
3,106.8 |
|
|
| 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% |
63.8 |
2.0% |
64% |
False |
False |
2,287 |
| 10 |
3,258.0 |
3,073.0 |
185.0 |
5.9% |
57.6 |
1.8% |
31% |
False |
False |
4,161 |
| 20 |
3,400.0 |
3,073.0 |
327.0 |
10.4% |
55.1 |
1.8% |
18% |
False |
False |
9,189 |
| 40 |
3,429.0 |
3,073.0 |
356.0 |
11.4% |
39.2 |
1.3% |
16% |
False |
False |
5,960 |
| 60 |
3,466.0 |
3,073.0 |
393.0 |
12.6% |
33.3 |
1.1% |
15% |
False |
False |
4,143 |
| 80 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
29.1 |
0.9% |
14% |
False |
False |
3,109 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
26.7 |
0.9% |
14% |
False |
False |
2,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.0 |
|
2.618 |
3,264.2 |
|
1.618 |
3,220.2 |
|
1.000 |
3,193.0 |
|
0.618 |
3,176.2 |
|
HIGH |
3,149.0 |
|
0.618 |
3,132.2 |
|
0.500 |
3,127.0 |
|
0.382 |
3,121.8 |
|
LOW |
3,105.0 |
|
0.618 |
3,077.8 |
|
1.000 |
3,061.0 |
|
1.618 |
3,033.8 |
|
2.618 |
2,989.8 |
|
4.250 |
2,918.0 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,129.7 |
3,125.8 |
| PP |
3,128.3 |
3,120.7 |
| S1 |
3,127.0 |
3,115.5 |
|