| 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 |
11,511.5 |
11,530.0 |
18.5 |
0.2% |
11,198.0 |
| High |
11,537.5 |
11,530.0 |
-7.5 |
-0.1% |
11,652.5 |
| Low |
11,460.0 |
11,435.0 |
-25.0 |
-0.2% |
11,147.5 |
| Close |
11,481.5 |
11,481.5 |
0.0 |
0.0% |
11,523.0 |
| Range |
77.5 |
95.0 |
17.5 |
22.6% |
505.0 |
| ATR |
186.7 |
180.2 |
-6.6 |
-3.5% |
0.0 |
| Volume |
61 |
116 |
55 |
90.2% |
466 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,767.2 |
11,719.3 |
11,533.8 |
|
| R3 |
11,672.2 |
11,624.3 |
11,507.6 |
|
| R2 |
11,577.2 |
11,577.2 |
11,498.9 |
|
| R1 |
11,529.3 |
11,529.3 |
11,490.2 |
11,505.8 |
| PP |
11,482.2 |
11,482.2 |
11,482.2 |
11,470.4 |
| S1 |
11,434.3 |
11,434.3 |
11,472.8 |
11,410.8 |
| S2 |
11,387.2 |
11,387.2 |
11,464.1 |
|
| S3 |
11,292.2 |
11,339.3 |
11,455.4 |
|
| S4 |
11,197.2 |
11,244.3 |
11,429.3 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,956.0 |
12,744.5 |
11,800.8 |
|
| R3 |
12,451.0 |
12,239.5 |
11,661.9 |
|
| R2 |
11,946.0 |
11,946.0 |
11,615.6 |
|
| R1 |
11,734.5 |
11,734.5 |
11,569.3 |
11,840.3 |
| PP |
11,441.0 |
11,441.0 |
11,441.0 |
11,493.9 |
| S1 |
11,229.5 |
11,229.5 |
11,476.7 |
11,335.3 |
| S2 |
10,936.0 |
10,936.0 |
11,430.4 |
|
| S3 |
10,431.0 |
10,724.5 |
11,384.1 |
|
| S4 |
9,926.0 |
10,219.5 |
11,245.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,652.5 |
11,391.0 |
261.5 |
2.3% |
111.5 |
1.0% |
35% |
False |
False |
105 |
| 10 |
11,652.5 |
11,046.0 |
606.5 |
5.3% |
177.1 |
1.5% |
72% |
False |
False |
141 |
| 20 |
11,973.0 |
11,046.0 |
927.0 |
8.1% |
189.8 |
1.7% |
47% |
False |
False |
235 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.1% |
147.9 |
1.3% |
31% |
False |
False |
221 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.0% |
126.3 |
1.1% |
29% |
False |
False |
179 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
99.7 |
0.9% |
24% |
False |
False |
136 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
84.3 |
0.7% |
24% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,933.8 |
|
2.618 |
11,778.7 |
|
1.618 |
11,683.7 |
|
1.000 |
11,625.0 |
|
0.618 |
11,588.7 |
|
HIGH |
11,530.0 |
|
0.618 |
11,493.7 |
|
0.500 |
11,482.5 |
|
0.382 |
11,471.3 |
|
LOW |
11,435.0 |
|
0.618 |
11,376.3 |
|
1.000 |
11,340.0 |
|
1.618 |
11,281.3 |
|
2.618 |
11,186.3 |
|
4.250 |
11,031.3 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,482.5 |
11,543.8 |
| PP |
11,482.2 |
11,523.0 |
| S1 |
11,481.8 |
11,502.3 |
|