| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,729.75 |
2,728.50 |
-1.25 |
0.0% |
2,674.00 |
| High |
2,772.00 |
2,749.75 |
-22.25 |
-0.8% |
2,772.00 |
| Low |
2,706.00 |
2,719.50 |
13.50 |
0.5% |
2,609.50 |
| Close |
2,730.50 |
2,745.50 |
15.00 |
0.5% |
2,730.50 |
| Range |
66.00 |
30.25 |
-35.75 |
-54.2% |
162.50 |
| ATR |
52.26 |
50.68 |
-1.57 |
-3.0% |
0.00 |
| Volume |
7,716 |
8,410 |
694 |
9.0% |
76,771 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.00 |
2,817.50 |
2,762.25 |
|
| R3 |
2,798.75 |
2,787.25 |
2,753.75 |
|
| R2 |
2,768.50 |
2,768.50 |
2,751.00 |
|
| R1 |
2,757.00 |
2,757.00 |
2,748.25 |
2,762.75 |
| PP |
2,738.25 |
2,738.25 |
2,738.25 |
2,741.00 |
| S1 |
2,726.75 |
2,726.75 |
2,742.75 |
2,732.50 |
| S2 |
2,708.00 |
2,708.00 |
2,740.00 |
|
| S3 |
2,677.75 |
2,696.50 |
2,737.25 |
|
| S4 |
2,647.50 |
2,666.25 |
2,728.75 |
|
|
| 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 |
2,639.00 |
133.00 |
4.8% |
48.75 |
1.8% |
80% |
False |
False |
13,879 |
| 10 |
2,772.00 |
2,609.50 |
162.50 |
5.9% |
64.00 |
2.3% |
84% |
False |
False |
15,344 |
| 20 |
2,908.50 |
2,609.50 |
299.00 |
10.9% |
59.75 |
2.2% |
45% |
False |
False |
13,767 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
41.00 |
1.5% |
39% |
False |
False |
9,667 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
33.75 |
1.2% |
39% |
False |
False |
6,692 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
30.00 |
1.1% |
39% |
False |
False |
5,052 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
28.75 |
1.1% |
39% |
False |
False |
4,514 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
27.25 |
1.0% |
39% |
False |
False |
3,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.25 |
|
2.618 |
2,829.00 |
|
1.618 |
2,798.75 |
|
1.000 |
2,780.00 |
|
0.618 |
2,768.50 |
|
HIGH |
2,749.75 |
|
0.618 |
2,738.25 |
|
0.500 |
2,734.50 |
|
0.382 |
2,731.00 |
|
LOW |
2,719.50 |
|
0.618 |
2,700.75 |
|
1.000 |
2,689.25 |
|
1.618 |
2,670.50 |
|
2.618 |
2,640.25 |
|
4.250 |
2,591.00 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.00 |
2,743.25 |
| PP |
2,738.25 |
2,741.25 |
| S1 |
2,734.50 |
2,739.00 |
|