| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,550.0 |
11,608.5 |
58.5 |
0.5% |
11,198.0 |
| High |
11,632.0 |
11,608.5 |
-23.5 |
-0.2% |
11,652.5 |
| Low |
11,505.5 |
11,492.5 |
-13.0 |
-0.1% |
11,147.5 |
| Close |
11,560.0 |
11,498.5 |
-61.5 |
-0.5% |
11,523.0 |
| Range |
126.5 |
116.0 |
-10.5 |
-8.3% |
505.0 |
| ATR |
178.1 |
173.6 |
-4.4 |
-2.5% |
0.0 |
| Volume |
75 |
68 |
-7 |
-9.3% |
466 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,881.2 |
11,805.8 |
11,562.3 |
|
| R3 |
11,765.2 |
11,689.8 |
11,530.4 |
|
| R2 |
11,649.2 |
11,649.2 |
11,519.8 |
|
| R1 |
11,573.8 |
11,573.8 |
11,509.1 |
11,553.5 |
| PP |
11,533.2 |
11,533.2 |
11,533.2 |
11,523.0 |
| S1 |
11,457.8 |
11,457.8 |
11,487.9 |
11,437.5 |
| S2 |
11,417.2 |
11,417.2 |
11,477.2 |
|
| S3 |
11,301.2 |
11,341.8 |
11,466.6 |
|
| S4 |
11,185.2 |
11,225.8 |
11,434.7 |
|
|
| 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 |
11,435.0 |
217.5 |
1.9% |
112.5 |
1.0% |
29% |
False |
False |
91 |
| 10 |
11,652.5 |
11,046.0 |
606.5 |
5.3% |
146.0 |
1.3% |
75% |
False |
False |
123 |
| 20 |
11,814.5 |
11,046.0 |
768.5 |
6.7% |
171.7 |
1.5% |
59% |
False |
False |
221 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.1% |
150.4 |
1.3% |
33% |
False |
False |
210 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.0% |
124.5 |
1.1% |
30% |
False |
False |
180 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
102.7 |
0.9% |
25% |
False |
False |
137 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
86.7 |
0.8% |
25% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,101.5 |
|
2.618 |
11,912.2 |
|
1.618 |
11,796.2 |
|
1.000 |
11,724.5 |
|
0.618 |
11,680.2 |
|
HIGH |
11,608.5 |
|
0.618 |
11,564.2 |
|
0.500 |
11,550.5 |
|
0.382 |
11,536.8 |
|
LOW |
11,492.5 |
|
0.618 |
11,420.8 |
|
1.000 |
11,376.5 |
|
1.618 |
11,304.8 |
|
2.618 |
11,188.8 |
|
4.250 |
10,999.5 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,550.5 |
11,533.5 |
| PP |
11,533.2 |
11,521.8 |
| S1 |
11,515.8 |
11,510.2 |
|