| 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 |
21,700 |
21,800 |
100 |
0.5% |
22,430 |
| High |
21,970 |
21,890 |
-80 |
-0.4% |
22,745 |
| Low |
21,590 |
21,535 |
-55 |
-0.3% |
20,825 |
| Close |
21,795 |
21,790 |
-5 |
0.0% |
21,280 |
| Range |
380 |
355 |
-25 |
-6.6% |
1,920 |
| ATR |
544 |
530 |
-13 |
-2.5% |
0 |
| Volume |
15,724 |
14,628 |
-1,096 |
-7.0% |
126,389 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,803 |
22,652 |
21,985 |
|
| R3 |
22,448 |
22,297 |
21,888 |
|
| R2 |
22,093 |
22,093 |
21,855 |
|
| R1 |
21,942 |
21,942 |
21,823 |
21,840 |
| PP |
21,738 |
21,738 |
21,738 |
21,688 |
| S1 |
21,587 |
21,587 |
21,758 |
21,485 |
| S2 |
21,383 |
21,383 |
21,725 |
|
| S3 |
21,028 |
21,232 |
21,693 |
|
| S4 |
20,673 |
20,877 |
21,595 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,377 |
26,248 |
22,336 |
|
| R3 |
25,457 |
24,328 |
21,808 |
|
| R2 |
23,537 |
23,537 |
21,632 |
|
| R1 |
22,408 |
22,408 |
21,456 |
22,013 |
| PP |
21,617 |
21,617 |
21,617 |
21,419 |
| S1 |
20,488 |
20,488 |
21,104 |
20,093 |
| S2 |
19,697 |
19,697 |
20,928 |
|
| S3 |
17,777 |
18,568 |
20,752 |
|
| S4 |
15,857 |
16,648 |
20,224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,970 |
20,825 |
1,145 |
5.3% |
577 |
2.6% |
84% |
False |
False |
21,977 |
| 10 |
22,745 |
20,825 |
1,920 |
8.8% |
610 |
2.8% |
50% |
False |
False |
21,379 |
| 20 |
23,970 |
20,825 |
3,145 |
14.4% |
586 |
2.7% |
31% |
False |
False |
18,661 |
| 40 |
24,515 |
20,825 |
3,690 |
16.9% |
452 |
2.1% |
26% |
False |
False |
14,658 |
| 60 |
24,515 |
20,825 |
3,690 |
16.9% |
388 |
1.8% |
26% |
False |
False |
9,903 |
| 80 |
24,515 |
20,825 |
3,690 |
16.9% |
326 |
1.5% |
26% |
False |
False |
7,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,399 |
|
2.618 |
22,820 |
|
1.618 |
22,465 |
|
1.000 |
22,245 |
|
0.618 |
22,110 |
|
HIGH |
21,890 |
|
0.618 |
21,755 |
|
0.500 |
21,713 |
|
0.382 |
21,671 |
|
LOW |
21,535 |
|
0.618 |
21,316 |
|
1.000 |
21,180 |
|
1.618 |
20,961 |
|
2.618 |
20,606 |
|
4.250 |
20,026 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
21,764 |
21,686 |
| PP |
21,738 |
21,582 |
| S1 |
21,713 |
21,478 |
|