| 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 |
11,530.0 |
11,550.0 |
20.0 |
0.2% |
11,198.0 |
| High |
11,530.0 |
11,632.0 |
102.0 |
0.9% |
11,652.5 |
| Low |
11,435.0 |
11,505.5 |
70.5 |
0.6% |
11,147.5 |
| Close |
11,481.5 |
11,560.0 |
78.5 |
0.7% |
11,523.0 |
| Range |
95.0 |
126.5 |
31.5 |
33.2% |
505.0 |
| ATR |
180.2 |
178.1 |
-2.1 |
-1.2% |
0.0 |
| Volume |
116 |
75 |
-41 |
-35.3% |
466 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,945.3 |
11,879.2 |
11,629.6 |
|
| R3 |
11,818.8 |
11,752.7 |
11,594.8 |
|
| R2 |
11,692.3 |
11,692.3 |
11,583.2 |
|
| R1 |
11,626.2 |
11,626.2 |
11,571.6 |
11,659.3 |
| PP |
11,565.8 |
11,565.8 |
11,565.8 |
11,582.4 |
| S1 |
11,499.7 |
11,499.7 |
11,548.4 |
11,532.8 |
| S2 |
11,439.3 |
11,439.3 |
11,536.8 |
|
| S3 |
11,312.8 |
11,373.2 |
11,525.2 |
|
| S4 |
11,186.3 |
11,246.7 |
11,490.4 |
|
|
| 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 |
11,399.5 |
253.0 |
2.2% |
118.4 |
1.0% |
63% |
False |
False |
90 |
| 10 |
11,652.5 |
11,046.0 |
606.5 |
5.2% |
162.2 |
1.4% |
85% |
False |
False |
142 |
| 20 |
11,814.5 |
11,046.0 |
768.5 |
6.6% |
178.8 |
1.5% |
67% |
False |
False |
226 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.0% |
149.0 |
1.3% |
37% |
False |
False |
215 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
12.9% |
126.1 |
1.1% |
34% |
False |
False |
179 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.5% |
101.3 |
0.9% |
29% |
False |
False |
137 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.5% |
85.5 |
0.7% |
29% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,169.6 |
|
2.618 |
11,963.2 |
|
1.618 |
11,836.7 |
|
1.000 |
11,758.5 |
|
0.618 |
11,710.2 |
|
HIGH |
11,632.0 |
|
0.618 |
11,583.7 |
|
0.500 |
11,568.8 |
|
0.382 |
11,553.8 |
|
LOW |
11,505.5 |
|
0.618 |
11,427.3 |
|
1.000 |
11,379.0 |
|
1.618 |
11,300.8 |
|
2.618 |
11,174.3 |
|
4.250 |
10,967.9 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,568.8 |
11,551.2 |
| PP |
11,565.8 |
11,542.3 |
| S1 |
11,562.9 |
11,533.5 |
|