| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,645.50 |
2,695.75 |
50.25 |
1.9% |
2,765.75 |
| High |
2,695.75 |
2,743.50 |
47.75 |
1.8% |
2,789.50 |
| Low |
2,639.00 |
2,688.00 |
49.00 |
1.9% |
2,633.25 |
| Close |
2,691.00 |
2,717.25 |
26.25 |
1.0% |
2,675.50 |
| Range |
56.75 |
55.50 |
-1.25 |
-2.2% |
156.25 |
| ATR |
52.17 |
52.41 |
0.24 |
0.5% |
0.00 |
| Volume |
19,869 |
17,993 |
-1,876 |
-9.4% |
76,463 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.75 |
2,855.50 |
2,747.75 |
|
| R3 |
2,827.25 |
2,800.00 |
2,732.50 |
|
| R2 |
2,771.75 |
2,771.75 |
2,727.50 |
|
| R1 |
2,744.50 |
2,744.50 |
2,722.25 |
2,758.00 |
| PP |
2,716.25 |
2,716.25 |
2,716.25 |
2,723.00 |
| S1 |
2,689.00 |
2,689.00 |
2,712.25 |
2,702.50 |
| S2 |
2,660.75 |
2,660.75 |
2,707.00 |
|
| S3 |
2,605.25 |
2,633.50 |
2,702.00 |
|
| S4 |
2,549.75 |
2,578.00 |
2,686.75 |
|
|
| 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 |
2,743.50 |
2,609.50 |
134.00 |
4.9% |
69.00 |
2.5% |
80% |
True |
False |
18,575 |
| 10 |
2,821.75 |
2,609.50 |
212.25 |
7.8% |
63.50 |
2.3% |
51% |
False |
False |
14,910 |
| 20 |
2,934.00 |
2,609.50 |
324.50 |
11.9% |
58.75 |
2.2% |
33% |
False |
False |
13,396 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
39.25 |
1.4% |
31% |
False |
False |
8,992 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
32.25 |
1.2% |
31% |
False |
False |
6,169 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
29.00 |
1.1% |
31% |
False |
False |
4,666 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
27.75 |
1.0% |
31% |
False |
False |
4,199 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
26.50 |
1.0% |
31% |
False |
False |
3,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.50 |
|
2.618 |
2,888.75 |
|
1.618 |
2,833.25 |
|
1.000 |
2,799.00 |
|
0.618 |
2,777.75 |
|
HIGH |
2,743.50 |
|
0.618 |
2,722.25 |
|
0.500 |
2,715.75 |
|
0.382 |
2,709.25 |
|
LOW |
2,688.00 |
|
0.618 |
2,653.75 |
|
1.000 |
2,632.50 |
|
1.618 |
2,598.25 |
|
2.618 |
2,542.75 |
|
4.250 |
2,452.00 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.75 |
2,703.75 |
| PP |
2,716.25 |
2,690.00 |
| S1 |
2,715.75 |
2,676.50 |
|