| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.50 |
2,744.25 |
15.75 |
0.6% |
2,674.00 |
| High |
2,749.75 |
2,766.75 |
17.00 |
0.6% |
2,772.00 |
| Low |
2,719.50 |
2,736.00 |
16.50 |
0.6% |
2,609.50 |
| Close |
2,745.50 |
2,765.25 |
19.75 |
0.7% |
2,730.50 |
| Range |
30.25 |
30.75 |
0.50 |
1.7% |
162.50 |
| ATR |
50.68 |
49.26 |
-1.42 |
-2.8% |
0.00 |
| Volume |
8,410 |
10,449 |
2,039 |
24.2% |
76,771 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.25 |
2,837.50 |
2,782.25 |
|
| R3 |
2,817.50 |
2,806.75 |
2,773.75 |
|
| R2 |
2,786.75 |
2,786.75 |
2,771.00 |
|
| R1 |
2,776.00 |
2,776.00 |
2,768.00 |
2,781.50 |
| PP |
2,756.00 |
2,756.00 |
2,756.00 |
2,758.75 |
| S1 |
2,745.25 |
2,745.25 |
2,762.50 |
2,750.50 |
| S2 |
2,725.25 |
2,725.25 |
2,759.50 |
|
| S3 |
2,694.50 |
2,714.50 |
2,756.75 |
|
| S4 |
2,663.75 |
2,683.75 |
2,748.25 |
|
|
| 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 |
2,688.00 |
84.00 |
3.0% |
43.50 |
1.6% |
92% |
False |
False |
11,995 |
| 10 |
2,772.00 |
2,609.50 |
162.50 |
5.9% |
60.50 |
2.2% |
96% |
False |
False |
14,840 |
| 20 |
2,899.75 |
2,609.50 |
290.25 |
10.5% |
60.00 |
2.2% |
54% |
False |
False |
13,858 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
41.25 |
1.5% |
45% |
False |
False |
9,904 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
34.00 |
1.2% |
45% |
False |
False |
6,866 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
30.25 |
1.1% |
45% |
False |
False |
5,180 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
29.00 |
1.0% |
45% |
False |
False |
4,619 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
27.25 |
1.0% |
45% |
False |
False |
3,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.50 |
|
2.618 |
2,847.25 |
|
1.618 |
2,816.50 |
|
1.000 |
2,797.50 |
|
0.618 |
2,785.75 |
|
HIGH |
2,766.75 |
|
0.618 |
2,755.00 |
|
0.500 |
2,751.50 |
|
0.382 |
2,747.75 |
|
LOW |
2,736.00 |
|
0.618 |
2,717.00 |
|
1.000 |
2,705.25 |
|
1.618 |
2,686.25 |
|
2.618 |
2,655.50 |
|
4.250 |
2,605.25 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,760.50 |
2,756.50 |
| PP |
2,756.00 |
2,747.75 |
| S1 |
2,751.50 |
2,739.00 |
|