| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1,234.5 |
1,233.4 |
-1.1 |
-0.1% |
1,236.4 |
| High |
1,236.8 |
1,237.8 |
1.0 |
0.1% |
1,239.3 |
| Low |
1,228.4 |
1,224.9 |
-3.5 |
-0.3% |
1,213.4 |
| Close |
1,232.3 |
1,226.3 |
-6.0 |
-0.5% |
1,233.3 |
| Range |
8.4 |
12.9 |
4.5 |
53.6% |
25.9 |
| ATR |
12.6 |
12.6 |
0.0 |
0.2% |
0.0 |
| Volume |
159,425 |
199,669 |
40,244 |
25.2% |
1,275,462 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.4 |
1,260.2 |
1,233.4 |
|
| R3 |
1,255.5 |
1,247.3 |
1,229.8 |
|
| R2 |
1,242.6 |
1,242.6 |
1,228.7 |
|
| R1 |
1,234.4 |
1,234.4 |
1,227.5 |
1,232.1 |
| PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,228.5 |
| S1 |
1,221.5 |
1,221.5 |
1,225.1 |
1,219.2 |
| S2 |
1,216.8 |
1,216.8 |
1,223.9 |
|
| S3 |
1,203.9 |
1,208.6 |
1,222.8 |
|
| S4 |
1,191.0 |
1,195.7 |
1,219.2 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.4 |
1,295.7 |
1,247.5 |
|
| R3 |
1,280.5 |
1,269.8 |
1,240.4 |
|
| R2 |
1,254.6 |
1,254.6 |
1,238.0 |
|
| R1 |
1,243.9 |
1,243.9 |
1,235.7 |
1,236.3 |
| PP |
1,228.7 |
1,228.7 |
1,228.7 |
1,224.9 |
| S1 |
1,218.0 |
1,218.0 |
1,230.9 |
1,210.4 |
| S2 |
1,202.8 |
1,202.8 |
1,228.6 |
|
| S3 |
1,176.9 |
1,192.1 |
1,226.2 |
|
| S4 |
1,151.0 |
1,166.2 |
1,219.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,239.3 |
1,213.4 |
25.9 |
2.1% |
12.6 |
1.0% |
50% |
False |
False |
235,125 |
| 10 |
1,246.0 |
1,213.4 |
32.6 |
2.7% |
12.1 |
1.0% |
40% |
False |
False |
242,140 |
| 20 |
1,246.0 |
1,188.5 |
57.5 |
4.7% |
12.9 |
1.1% |
66% |
False |
False |
259,990 |
| 40 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.8 |
1.0% |
68% |
False |
False |
267,886 |
| 60 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.7 |
1.0% |
75% |
False |
False |
268,257 |
| 80 |
1,255.7 |
1,167.1 |
88.6 |
7.2% |
12.7 |
1.0% |
67% |
False |
False |
244,448 |
| 100 |
1,298.5 |
1,167.1 |
131.4 |
10.7% |
12.2 |
1.0% |
45% |
False |
False |
199,263 |
| 120 |
1,325.4 |
1,167.1 |
158.3 |
12.9% |
12.0 |
1.0% |
37% |
False |
False |
167,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.6 |
|
2.618 |
1,271.6 |
|
1.618 |
1,258.7 |
|
1.000 |
1,250.7 |
|
0.618 |
1,245.8 |
|
HIGH |
1,237.8 |
|
0.618 |
1,232.9 |
|
0.500 |
1,231.4 |
|
0.382 |
1,229.8 |
|
LOW |
1,224.9 |
|
0.618 |
1,216.9 |
|
1.000 |
1,212.0 |
|
1.618 |
1,204.0 |
|
2.618 |
1,191.1 |
|
4.250 |
1,170.1 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,231.4 |
1,231.7 |
| PP |
1,229.7 |
1,229.9 |
| S1 |
1,228.0 |
1,228.1 |
|