| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
3,183.0 |
3,228.0 |
45.0 |
1.4% |
3,122.0 |
| High |
3,220.0 |
3,243.0 |
23.0 |
0.7% |
3,243.0 |
| Low |
3,177.0 |
3,194.0 |
17.0 |
0.5% |
3,098.0 |
| Close |
3,189.0 |
3,210.0 |
21.0 |
0.7% |
3,210.0 |
| Range |
43.0 |
49.0 |
6.0 |
14.0% |
145.0 |
| ATR |
57.4 |
57.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,262,563 |
687,019 |
-575,544 |
-45.6% |
5,912,703 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.7 |
3,335.3 |
3,237.0 |
|
| R3 |
3,313.7 |
3,286.3 |
3,223.5 |
|
| R2 |
3,264.7 |
3,264.7 |
3,219.0 |
|
| R1 |
3,237.3 |
3,237.3 |
3,214.5 |
3,226.5 |
| PP |
3,215.7 |
3,215.7 |
3,215.7 |
3,210.3 |
| S1 |
3,188.3 |
3,188.3 |
3,205.5 |
3,177.5 |
| S2 |
3,166.7 |
3,166.7 |
3,201.0 |
|
| S3 |
3,117.7 |
3,139.3 |
3,196.5 |
|
| S4 |
3,068.7 |
3,090.3 |
3,183.1 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,618.7 |
3,559.3 |
3,289.8 |
|
| R3 |
3,473.7 |
3,414.3 |
3,249.9 |
|
| R2 |
3,328.7 |
3,328.7 |
3,236.6 |
|
| R1 |
3,269.3 |
3,269.3 |
3,223.3 |
3,299.0 |
| PP |
3,183.7 |
3,183.7 |
3,183.7 |
3,198.5 |
| S1 |
3,124.3 |
3,124.3 |
3,196.7 |
3,154.0 |
| S2 |
3,038.7 |
3,038.7 |
3,183.4 |
|
| S3 |
2,893.7 |
2,979.3 |
3,170.1 |
|
| S4 |
2,748.7 |
2,834.3 |
3,130.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,243.0 |
3,098.0 |
145.0 |
4.5% |
49.6 |
1.5% |
77% |
True |
False |
1,182,540 |
| 10 |
3,243.0 |
3,080.0 |
163.0 |
5.1% |
59.4 |
1.9% |
80% |
True |
False |
1,411,420 |
| 20 |
3,334.0 |
3,080.0 |
254.0 |
7.9% |
61.1 |
1.9% |
51% |
False |
False |
1,381,127 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.3% |
47.3 |
1.5% |
36% |
False |
False |
1,099,291 |
| 60 |
3,459.0 |
3,080.0 |
379.0 |
11.8% |
42.5 |
1.3% |
34% |
False |
False |
737,680 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
38.2 |
1.2% |
30% |
False |
False |
553,326 |
| 100 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
37.9 |
1.2% |
30% |
False |
False |
443,512 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
14.5% |
38.0 |
1.2% |
28% |
False |
False |
371,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,451.3 |
|
2.618 |
3,371.3 |
|
1.618 |
3,322.3 |
|
1.000 |
3,292.0 |
|
0.618 |
3,273.3 |
|
HIGH |
3,243.0 |
|
0.618 |
3,224.3 |
|
0.500 |
3,218.5 |
|
0.382 |
3,212.7 |
|
LOW |
3,194.0 |
|
0.618 |
3,163.7 |
|
1.000 |
3,145.0 |
|
1.618 |
3,114.7 |
|
2.618 |
3,065.7 |
|
4.250 |
2,985.8 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,218.5 |
3,209.2 |
| PP |
3,215.7 |
3,208.3 |
| S1 |
3,212.8 |
3,207.5 |
|