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 |
1,222.94 |
1,214.65 |
-8.29 |
-0.7% |
1,227.29 |
High |
1,223.09 |
1,236.89 |
13.80 |
1.1% |
1,241.88 |
Low |
1,212.26 |
1,214.61 |
2.35 |
0.2% |
1,220.30 |
Close |
1,214.40 |
1,232.91 |
18.51 |
1.5% |
1,230.90 |
Range |
10.83 |
22.28 |
11.45 |
105.7% |
21.58 |
ATR |
11.43 |
12.22 |
0.79 |
6.9% |
0.00 |
Volume |
10,467 |
11,006 |
539 |
5.1% |
50,717 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.98 |
1,286.22 |
1,245.16 |
|
R3 |
1,272.70 |
1,263.94 |
1,239.04 |
|
R2 |
1,250.42 |
1,250.42 |
1,236.99 |
|
R1 |
1,241.66 |
1,241.66 |
1,234.95 |
1,246.04 |
PP |
1,228.14 |
1,228.14 |
1,228.14 |
1,230.33 |
S1 |
1,219.38 |
1,219.38 |
1,230.87 |
1,223.76 |
S2 |
1,205.86 |
1,205.86 |
1,228.83 |
|
S3 |
1,183.58 |
1,197.10 |
1,226.78 |
|
S4 |
1,161.30 |
1,174.82 |
1,220.66 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.77 |
1,284.91 |
1,242.77 |
|
R3 |
1,274.19 |
1,263.33 |
1,236.83 |
|
R2 |
1,252.61 |
1,252.61 |
1,234.86 |
|
R1 |
1,241.75 |
1,241.75 |
1,232.88 |
1,247.18 |
PP |
1,231.03 |
1,231.03 |
1,231.03 |
1,233.74 |
S1 |
1,220.17 |
1,220.17 |
1,228.92 |
1,225.60 |
S2 |
1,209.45 |
1,209.45 |
1,226.94 |
|
S3 |
1,187.87 |
1,198.59 |
1,224.97 |
|
S4 |
1,166.29 |
1,177.01 |
1,219.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,241.88 |
1,212.26 |
29.62 |
2.4% |
13.19 |
1.1% |
70% |
False |
False |
9,843 |
10 |
1,241.88 |
1,212.26 |
29.62 |
2.4% |
11.80 |
1.0% |
70% |
False |
False |
10,129 |
20 |
1,241.88 |
1,184.03 |
57.85 |
4.7% |
12.38 |
1.0% |
84% |
False |
False |
9,863 |
40 |
1,241.88 |
1,181.06 |
60.82 |
4.9% |
11.73 |
1.0% |
85% |
False |
False |
9,881 |
60 |
1,241.88 |
1,160.75 |
81.13 |
6.6% |
11.84 |
1.0% |
89% |
False |
False |
10,027 |
80 |
1,247.73 |
1,160.75 |
86.98 |
7.1% |
11.62 |
0.9% |
83% |
False |
False |
10,056 |
100 |
1,302.96 |
1,160.75 |
142.21 |
11.5% |
11.44 |
0.9% |
51% |
False |
False |
10,311 |
120 |
1,308.89 |
1,160.75 |
148.14 |
12.0% |
11.00 |
0.9% |
49% |
False |
False |
10,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.58 |
2.618 |
1,295.22 |
1.618 |
1,272.94 |
1.000 |
1,259.17 |
0.618 |
1,250.66 |
HIGH |
1,236.89 |
0.618 |
1,228.38 |
0.500 |
1,225.75 |
0.382 |
1,223.12 |
LOW |
1,214.61 |
0.618 |
1,200.84 |
1.000 |
1,192.33 |
1.618 |
1,178.56 |
2.618 |
1,156.28 |
4.250 |
1,119.92 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,230.52 |
1,230.13 |
PP |
1,228.14 |
1,227.35 |
S1 |
1,225.75 |
1,224.58 |
|