| 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 |
1,242.5 |
1,234.8 |
-7.7 |
-0.6% |
1,248.6 |
| High |
1,242.5 |
1,257.4 |
14.9 |
1.2% |
1,264.0 |
| Low |
1,231.6 |
1,234.8 |
3.2 |
0.3% |
1,241.5 |
| Close |
1,233.0 |
1,257.0 |
24.0 |
1.9% |
1,254.1 |
| Range |
10.9 |
22.6 |
11.7 |
107.3% |
22.5 |
| ATR |
11.1 |
12.1 |
0.9 |
8.5% |
0.0 |
| Volume |
4,279 |
2,947 |
-1,332 |
-31.1% |
3,221 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.5 |
1,309.9 |
1,269.4 |
|
| R3 |
1,294.9 |
1,287.3 |
1,263.2 |
|
| R2 |
1,272.3 |
1,272.3 |
1,261.1 |
|
| R1 |
1,264.7 |
1,264.7 |
1,259.1 |
1,268.5 |
| PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,251.7 |
| S1 |
1,242.1 |
1,242.1 |
1,254.9 |
1,245.9 |
| S2 |
1,227.1 |
1,227.1 |
1,252.9 |
|
| S3 |
1,204.5 |
1,219.5 |
1,250.8 |
|
| S4 |
1,181.9 |
1,196.9 |
1,244.6 |
|
|
| 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% |
13.1 |
1.0% |
78% |
False |
False |
1,965 |
| 10 |
1,264.0 |
1,231.6 |
32.4 |
2.6% |
11.0 |
0.9% |
78% |
False |
False |
1,265 |
| 20 |
1,264.0 |
1,205.0 |
59.0 |
4.7% |
11.8 |
0.9% |
88% |
False |
False |
1,240 |
| 40 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
11.1 |
0.9% |
89% |
False |
False |
1,121 |
| 60 |
1,264.0 |
1,184.8 |
79.2 |
6.3% |
10.3 |
0.8% |
91% |
False |
False |
886 |
| 80 |
1,276.3 |
1,184.8 |
91.5 |
7.3% |
9.4 |
0.7% |
79% |
False |
False |
756 |
| 100 |
1,340.9 |
1,184.8 |
156.1 |
12.4% |
8.6 |
0.7% |
46% |
False |
False |
657 |
| 120 |
1,342.1 |
1,184.8 |
157.3 |
12.5% |
8.1 |
0.6% |
46% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,353.5 |
|
2.618 |
1,316.6 |
|
1.618 |
1,294.0 |
|
1.000 |
1,280.0 |
|
0.618 |
1,271.4 |
|
HIGH |
1,257.4 |
|
0.618 |
1,248.8 |
|
0.500 |
1,246.1 |
|
0.382 |
1,243.4 |
|
LOW |
1,234.8 |
|
0.618 |
1,220.8 |
|
1.000 |
1,212.2 |
|
1.618 |
1,198.2 |
|
2.618 |
1,175.6 |
|
4.250 |
1,138.8 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.4 |
1,252.8 |
| PP |
1,249.7 |
1,248.7 |
| S1 |
1,246.1 |
1,244.5 |
|