| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1,230.0 |
1,228.5 |
-1.5 |
-0.1% |
1,243.7 |
| High |
1,232.4 |
1,251.0 |
18.6 |
1.5% |
1,257.3 |
| Low |
1,225.5 |
1,228.5 |
3.0 |
0.2% |
1,235.4 |
| Close |
1,226.8 |
1,250.7 |
23.9 |
1.9% |
1,248.0 |
| Range |
6.9 |
22.5 |
15.6 |
226.1% |
21.9 |
| ATR |
10.9 |
11.8 |
1.0 |
8.8% |
0.0 |
| Volume |
2,206 |
3,763 |
1,557 |
70.6% |
4,412 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.9 |
1,303.3 |
1,263.1 |
|
| R3 |
1,288.4 |
1,280.8 |
1,256.9 |
|
| R2 |
1,265.9 |
1,265.9 |
1,254.8 |
|
| R1 |
1,258.3 |
1,258.3 |
1,252.8 |
1,262.1 |
| PP |
1,243.4 |
1,243.4 |
1,243.4 |
1,245.3 |
| S1 |
1,235.8 |
1,235.8 |
1,248.6 |
1,239.6 |
| S2 |
1,220.9 |
1,220.9 |
1,246.6 |
|
| S3 |
1,198.4 |
1,213.3 |
1,244.5 |
|
| S4 |
1,175.9 |
1,190.8 |
1,238.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,302.2 |
1,260.0 |
|
| R3 |
1,290.7 |
1,280.3 |
1,254.0 |
|
| R2 |
1,268.8 |
1,268.8 |
1,252.0 |
|
| R1 |
1,258.4 |
1,258.4 |
1,250.0 |
1,263.6 |
| PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,249.5 |
| S1 |
1,236.5 |
1,236.5 |
1,246.0 |
1,241.7 |
| S2 |
1,225.0 |
1,225.0 |
1,244.0 |
|
| S3 |
1,203.1 |
1,214.6 |
1,242.0 |
|
| S4 |
1,181.2 |
1,192.7 |
1,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,257.3 |
1,225.5 |
31.8 |
2.5% |
11.3 |
0.9% |
79% |
False |
False |
1,677 |
| 10 |
1,257.3 |
1,225.5 |
31.8 |
2.5% |
10.1 |
0.8% |
79% |
False |
False |
1,234 |
| 20 |
1,257.3 |
1,199.2 |
58.1 |
4.6% |
10.9 |
0.9% |
89% |
False |
False |
1,698 |
| 40 |
1,257.3 |
1,195.7 |
61.6 |
4.9% |
10.5 |
0.8% |
89% |
False |
False |
1,350 |
| 60 |
1,257.3 |
1,182.7 |
74.6 |
6.0% |
10.2 |
0.8% |
91% |
False |
False |
1,090 |
| 80 |
1,269.7 |
1,182.7 |
87.0 |
7.0% |
9.4 |
0.8% |
78% |
False |
False |
977 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.4% |
8.8 |
0.7% |
44% |
False |
False |
844 |
| 120 |
1,337.8 |
1,182.7 |
155.1 |
12.4% |
8.1 |
0.7% |
44% |
False |
False |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,346.6 |
|
2.618 |
1,309.9 |
|
1.618 |
1,287.4 |
|
1.000 |
1,273.5 |
|
0.618 |
1,264.9 |
|
HIGH |
1,251.0 |
|
0.618 |
1,242.4 |
|
0.500 |
1,239.8 |
|
0.382 |
1,237.1 |
|
LOW |
1,228.5 |
|
0.618 |
1,214.6 |
|
1.000 |
1,206.0 |
|
1.618 |
1,192.1 |
|
2.618 |
1,169.6 |
|
4.250 |
1,132.9 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.1 |
1,246.6 |
| PP |
1,243.4 |
1,242.4 |
| S1 |
1,239.8 |
1,238.3 |
|