| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,744.25 |
2,760.00 |
15.75 |
0.6% |
2,674.00 |
| High |
2,766.75 |
2,824.25 |
57.50 |
2.1% |
2,772.00 |
| Low |
2,736.00 |
2,751.50 |
15.50 |
0.6% |
2,609.50 |
| Close |
2,765.25 |
2,823.25 |
58.00 |
2.1% |
2,730.50 |
| Range |
30.75 |
72.75 |
42.00 |
136.6% |
162.50 |
| ATR |
49.26 |
50.94 |
1.68 |
3.4% |
0.00 |
| Volume |
10,449 |
20,628 |
10,179 |
97.4% |
76,771 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,018.00 |
2,993.25 |
2,863.25 |
|
| R3 |
2,945.25 |
2,920.50 |
2,843.25 |
|
| R2 |
2,872.50 |
2,872.50 |
2,836.50 |
|
| R1 |
2,847.75 |
2,847.75 |
2,830.00 |
2,860.00 |
| PP |
2,799.75 |
2,799.75 |
2,799.75 |
2,805.75 |
| S1 |
2,775.00 |
2,775.00 |
2,816.50 |
2,787.50 |
| S2 |
2,727.00 |
2,727.00 |
2,810.00 |
|
| S3 |
2,654.25 |
2,702.25 |
2,803.25 |
|
| S4 |
2,581.50 |
2,629.50 |
2,783.25 |
|
|
| 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 |
2,824.25 |
2,706.00 |
118.25 |
4.2% |
47.00 |
1.7% |
99% |
True |
False |
12,522 |
| 10 |
2,824.25 |
2,609.50 |
214.75 |
7.6% |
58.00 |
2.1% |
100% |
True |
False |
15,548 |
| 20 |
2,831.50 |
2,609.50 |
222.00 |
7.9% |
57.75 |
2.0% |
96% |
False |
False |
13,837 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.3% |
42.75 |
1.5% |
62% |
False |
False |
10,391 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.3% |
35.00 |
1.2% |
62% |
False |
False |
7,209 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.3% |
30.75 |
1.1% |
62% |
False |
False |
5,436 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.3% |
29.50 |
1.0% |
62% |
False |
False |
4,825 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.3% |
27.75 |
1.0% |
62% |
False |
False |
4,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,133.50 |
|
2.618 |
3,014.75 |
|
1.618 |
2,942.00 |
|
1.000 |
2,897.00 |
|
0.618 |
2,869.25 |
|
HIGH |
2,824.25 |
|
0.618 |
2,796.50 |
|
0.500 |
2,788.00 |
|
0.382 |
2,779.25 |
|
LOW |
2,751.50 |
|
0.618 |
2,706.50 |
|
1.000 |
2,678.75 |
|
1.618 |
2,633.75 |
|
2.618 |
2,561.00 |
|
4.250 |
2,442.25 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,811.50 |
2,806.00 |
| PP |
2,799.75 |
2,789.00 |
| S1 |
2,788.00 |
2,772.00 |
|