| 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 |
2,684.25 |
2,674.00 |
-10.25 |
-0.4% |
2,765.75 |
| High |
2,698.00 |
2,713.50 |
15.50 |
0.6% |
2,789.50 |
| Low |
2,633.25 |
2,609.50 |
-23.75 |
-0.9% |
2,633.25 |
| Close |
2,675.50 |
2,649.25 |
-26.25 |
-1.0% |
2,675.50 |
| Range |
64.75 |
104.00 |
39.25 |
60.6% |
156.25 |
| ATR |
47.80 |
51.82 |
4.01 |
8.4% |
0.00 |
| Volume |
23,121 |
15,783 |
-7,338 |
-31.7% |
76,463 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.50 |
2,913.25 |
2,706.50 |
|
| R3 |
2,865.50 |
2,809.25 |
2,677.75 |
|
| R2 |
2,761.50 |
2,761.50 |
2,668.25 |
|
| R1 |
2,705.25 |
2,705.25 |
2,658.75 |
2,681.50 |
| PP |
2,657.50 |
2,657.50 |
2,657.50 |
2,645.50 |
| S1 |
2,601.25 |
2,601.25 |
2,639.75 |
2,577.50 |
| S2 |
2,553.50 |
2,553.50 |
2,630.25 |
|
| S3 |
2,449.50 |
2,497.25 |
2,620.75 |
|
| S4 |
2,345.50 |
2,393.25 |
2,592.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.25 |
3,078.00 |
2,761.50 |
|
| R3 |
3,012.00 |
2,921.75 |
2,718.50 |
|
| R2 |
2,855.75 |
2,855.75 |
2,704.25 |
|
| R1 |
2,765.50 |
2,765.50 |
2,689.75 |
2,732.50 |
| PP |
2,699.50 |
2,699.50 |
2,699.50 |
2,683.00 |
| S1 |
2,609.25 |
2,609.25 |
2,661.25 |
2,576.25 |
| S2 |
2,543.25 |
2,543.25 |
2,646.75 |
|
| S3 |
2,387.00 |
2,453.00 |
2,632.50 |
|
| S4 |
2,230.75 |
2,296.75 |
2,589.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.25 |
2,609.50 |
154.75 |
5.8% |
79.00 |
3.0% |
26% |
False |
True |
16,809 |
| 10 |
2,831.50 |
2,609.50 |
222.00 |
8.4% |
63.75 |
2.4% |
18% |
False |
True |
13,658 |
| 20 |
2,953.25 |
2,609.50 |
343.75 |
13.0% |
55.00 |
2.1% |
12% |
False |
True |
12,405 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
37.50 |
1.4% |
11% |
False |
True |
8,080 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
31.00 |
1.2% |
11% |
False |
True |
5,540 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
27.75 |
1.1% |
11% |
False |
True |
4,358 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
27.00 |
1.0% |
11% |
False |
True |
3,821 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
25.75 |
1.0% |
11% |
False |
True |
3,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.50 |
|
2.618 |
2,985.75 |
|
1.618 |
2,881.75 |
|
1.000 |
2,817.50 |
|
0.618 |
2,777.75 |
|
HIGH |
2,713.50 |
|
0.618 |
2,673.75 |
|
0.500 |
2,661.50 |
|
0.382 |
2,649.25 |
|
LOW |
2,609.50 |
|
0.618 |
2,545.25 |
|
1.000 |
2,505.50 |
|
1.618 |
2,441.25 |
|
2.618 |
2,337.25 |
|
4.250 |
2,167.50 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.50 |
2,669.75 |
| PP |
2,657.50 |
2,663.00 |
| S1 |
2,653.25 |
2,656.00 |
|