| 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 |
2,674.00 |
2,645.50 |
-28.50 |
-1.1% |
2,765.75 |
| High |
2,713.50 |
2,695.75 |
-17.75 |
-0.7% |
2,789.50 |
| Low |
2,609.50 |
2,639.00 |
29.50 |
1.1% |
2,633.25 |
| Close |
2,649.25 |
2,691.00 |
41.75 |
1.6% |
2,675.50 |
| Range |
104.00 |
56.75 |
-47.25 |
-45.4% |
156.25 |
| ATR |
51.82 |
52.17 |
0.35 |
0.7% |
0.00 |
| Volume |
15,783 |
19,869 |
4,086 |
25.9% |
76,463 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.50 |
2,825.00 |
2,722.25 |
|
| R3 |
2,788.75 |
2,768.25 |
2,706.50 |
|
| R2 |
2,732.00 |
2,732.00 |
2,701.50 |
|
| R1 |
2,711.50 |
2,711.50 |
2,696.25 |
2,721.75 |
| PP |
2,675.25 |
2,675.25 |
2,675.25 |
2,680.50 |
| S1 |
2,654.75 |
2,654.75 |
2,685.75 |
2,665.00 |
| S2 |
2,618.50 |
2,618.50 |
2,680.50 |
|
| S3 |
2,561.75 |
2,598.00 |
2,675.50 |
|
| S4 |
2,505.00 |
2,541.25 |
2,659.75 |
|
|
| 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 |
2,757.00 |
2,609.50 |
147.50 |
5.5% |
77.50 |
2.9% |
55% |
False |
False |
17,686 |
| 10 |
2,831.50 |
2,609.50 |
222.00 |
8.2% |
62.00 |
2.3% |
37% |
False |
False |
13,640 |
| 20 |
2,953.25 |
2,609.50 |
343.75 |
12.8% |
57.00 |
2.1% |
24% |
False |
False |
12,960 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
38.25 |
1.4% |
24% |
False |
False |
8,574 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
31.50 |
1.2% |
24% |
False |
False |
5,870 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
28.50 |
1.1% |
24% |
False |
False |
4,582 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
27.50 |
1.0% |
24% |
False |
False |
4,019 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
26.25 |
1.0% |
24% |
False |
False |
3,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.00 |
|
2.618 |
2,844.25 |
|
1.618 |
2,787.50 |
|
1.000 |
2,752.50 |
|
0.618 |
2,730.75 |
|
HIGH |
2,695.75 |
|
0.618 |
2,674.00 |
|
0.500 |
2,667.50 |
|
0.382 |
2,660.75 |
|
LOW |
2,639.00 |
|
0.618 |
2,604.00 |
|
1.000 |
2,582.25 |
|
1.618 |
2,547.25 |
|
2.618 |
2,490.50 |
|
4.250 |
2,397.75 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,683.00 |
2,681.25 |
| PP |
2,675.25 |
2,671.25 |
| S1 |
2,667.50 |
2,661.50 |
|