| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,250.5 |
1,242.5 |
-8.0 |
-0.6% |
1,248.6 |
| High |
1,250.5 |
1,242.5 |
-8.0 |
-0.6% |
1,264.0 |
| Low |
1,240.2 |
1,231.6 |
-8.6 |
-0.7% |
1,241.5 |
| Close |
1,243.5 |
1,233.0 |
-10.5 |
-0.8% |
1,254.1 |
| Range |
10.3 |
10.9 |
0.6 |
5.8% |
22.5 |
| ATR |
11.1 |
11.1 |
0.1 |
0.5% |
0.0 |
| Volume |
1,511 |
4,279 |
2,768 |
183.2% |
3,221 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.4 |
1,261.6 |
1,239.0 |
|
| R3 |
1,257.5 |
1,250.7 |
1,236.0 |
|
| R2 |
1,246.6 |
1,246.6 |
1,235.0 |
|
| R1 |
1,239.8 |
1,239.8 |
1,234.0 |
1,237.8 |
| PP |
1,235.7 |
1,235.7 |
1,235.7 |
1,234.7 |
| S1 |
1,228.9 |
1,228.9 |
1,232.0 |
1,226.9 |
| S2 |
1,224.8 |
1,224.8 |
1,231.0 |
|
| S3 |
1,213.9 |
1,218.0 |
1,230.0 |
|
| S4 |
1,203.0 |
1,207.1 |
1,227.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.7 |
1,309.9 |
1,266.5 |
|
| R3 |
1,298.2 |
1,287.4 |
1,260.3 |
|
| R2 |
1,275.7 |
1,275.7 |
1,258.2 |
|
| R1 |
1,264.9 |
1,264.9 |
1,256.2 |
1,270.3 |
| PP |
1,253.2 |
1,253.2 |
1,253.2 |
1,255.9 |
| S1 |
1,242.4 |
1,242.4 |
1,252.0 |
1,247.8 |
| S2 |
1,230.7 |
1,230.7 |
1,250.0 |
|
| S3 |
1,208.2 |
1,219.9 |
1,247.9 |
|
| S4 |
1,185.7 |
1,197.4 |
1,241.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.0 |
1,231.6 |
32.4 |
2.6% |
10.3 |
0.8% |
4% |
False |
True |
1,490 |
| 10 |
1,264.0 |
1,231.6 |
32.4 |
2.6% |
9.8 |
0.8% |
4% |
False |
True |
1,085 |
| 20 |
1,264.0 |
1,205.0 |
59.0 |
4.8% |
11.3 |
0.9% |
47% |
False |
False |
1,133 |
| 40 |
1,264.0 |
1,201.6 |
62.4 |
5.1% |
10.7 |
0.9% |
50% |
False |
False |
1,059 |
| 60 |
1,264.0 |
1,184.8 |
79.2 |
6.4% |
10.0 |
0.8% |
61% |
False |
False |
837 |
| 80 |
1,282.5 |
1,184.8 |
97.7 |
7.9% |
9.2 |
0.7% |
49% |
False |
False |
723 |
| 100 |
1,340.9 |
1,184.8 |
156.1 |
12.7% |
8.5 |
0.7% |
31% |
False |
False |
628 |
| 120 |
1,359.8 |
1,184.8 |
175.0 |
14.2% |
7.9 |
0.6% |
28% |
False |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.8 |
|
2.618 |
1,271.0 |
|
1.618 |
1,260.1 |
|
1.000 |
1,253.4 |
|
0.618 |
1,249.2 |
|
HIGH |
1,242.5 |
|
0.618 |
1,238.3 |
|
0.500 |
1,237.1 |
|
0.382 |
1,235.8 |
|
LOW |
1,231.6 |
|
0.618 |
1,224.9 |
|
1.000 |
1,220.7 |
|
1.618 |
1,214.0 |
|
2.618 |
1,203.1 |
|
4.250 |
1,185.3 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.1 |
1,242.6 |
| PP |
1,235.7 |
1,239.4 |
| S1 |
1,234.4 |
1,236.2 |
|