| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,712.00 |
2,729.75 |
17.75 |
0.7% |
2,674.00 |
| High |
2,747.50 |
2,772.00 |
24.50 |
0.9% |
2,772.00 |
| Low |
2,712.00 |
2,706.00 |
-6.00 |
-0.2% |
2,609.50 |
| Close |
2,744.25 |
2,730.50 |
-13.75 |
-0.5% |
2,730.50 |
| Range |
35.50 |
66.00 |
30.50 |
85.9% |
162.50 |
| ATR |
51.20 |
52.26 |
1.06 |
2.1% |
0.00 |
| Volume |
15,410 |
7,716 |
-7,694 |
-49.9% |
76,771 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.25 |
2,898.25 |
2,766.75 |
|
| R3 |
2,868.25 |
2,832.25 |
2,748.75 |
|
| R2 |
2,802.25 |
2,802.25 |
2,742.50 |
|
| R1 |
2,766.25 |
2,766.25 |
2,736.50 |
2,784.25 |
| PP |
2,736.25 |
2,736.25 |
2,736.25 |
2,745.00 |
| S1 |
2,700.25 |
2,700.25 |
2,724.50 |
2,718.25 |
| S2 |
2,670.25 |
2,670.25 |
2,718.50 |
|
| S3 |
2,604.25 |
2,634.25 |
2,712.25 |
|
| S4 |
2,538.25 |
2,568.25 |
2,694.25 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.50 |
3,123.50 |
2,820.00 |
|
| R3 |
3,029.00 |
2,961.00 |
2,775.25 |
|
| R2 |
2,866.50 |
2,866.50 |
2,760.25 |
|
| R1 |
2,798.50 |
2,798.50 |
2,745.50 |
2,832.50 |
| PP |
2,704.00 |
2,704.00 |
2,704.00 |
2,721.00 |
| S1 |
2,636.00 |
2,636.00 |
2,715.50 |
2,670.00 |
| S2 |
2,541.50 |
2,541.50 |
2,700.75 |
|
| S3 |
2,379.00 |
2,473.50 |
2,685.75 |
|
| S4 |
2,216.50 |
2,311.00 |
2,641.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.00 |
2,609.50 |
162.50 |
6.0% |
63.50 |
2.3% |
74% |
True |
False |
15,354 |
| 10 |
2,789.50 |
2,609.50 |
180.00 |
6.6% |
64.00 |
2.3% |
67% |
False |
False |
15,323 |
| 20 |
2,908.50 |
2,609.50 |
299.00 |
11.0% |
60.00 |
2.2% |
40% |
False |
False |
13,854 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
40.75 |
1.5% |
35% |
False |
False |
9,475 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
33.75 |
1.2% |
35% |
False |
False |
6,553 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
29.75 |
1.1% |
35% |
False |
False |
4,947 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
28.50 |
1.0% |
35% |
False |
False |
4,430 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
27.25 |
1.0% |
35% |
False |
False |
3,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.50 |
|
2.618 |
2,944.75 |
|
1.618 |
2,878.75 |
|
1.000 |
2,838.00 |
|
0.618 |
2,812.75 |
|
HIGH |
2,772.00 |
|
0.618 |
2,746.75 |
|
0.500 |
2,739.00 |
|
0.382 |
2,731.25 |
|
LOW |
2,706.00 |
|
0.618 |
2,665.25 |
|
1.000 |
2,640.00 |
|
1.618 |
2,599.25 |
|
2.618 |
2,533.25 |
|
4.250 |
2,425.50 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.00 |
2,730.25 |
| PP |
2,736.25 |
2,730.25 |
| S1 |
2,733.25 |
2,730.00 |
|