| 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 |
21,800 |
21,715 |
-85 |
-0.4% |
21,300 |
| High |
21,890 |
22,340 |
450 |
2.1% |
22,340 |
| Low |
21,535 |
21,685 |
150 |
0.7% |
20,830 |
| Close |
21,790 |
22,030 |
240 |
1.1% |
22,030 |
| Range |
355 |
655 |
300 |
84.5% |
1,510 |
| ATR |
530 |
539 |
9 |
1.7% |
0 |
| Volume |
14,628 |
23,698 |
9,070 |
62.0% |
99,655 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,983 |
23,662 |
22,390 |
|
| R3 |
23,328 |
23,007 |
22,210 |
|
| R2 |
22,673 |
22,673 |
22,150 |
|
| R1 |
22,352 |
22,352 |
22,090 |
22,513 |
| PP |
22,018 |
22,018 |
22,018 |
22,099 |
| S1 |
21,697 |
21,697 |
21,970 |
21,858 |
| S2 |
21,363 |
21,363 |
21,910 |
|
| S3 |
20,708 |
21,042 |
21,850 |
|
| S4 |
20,053 |
20,387 |
21,670 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,263 |
25,657 |
22,861 |
|
| R3 |
24,753 |
24,147 |
22,445 |
|
| R2 |
23,243 |
23,243 |
22,307 |
|
| R1 |
22,637 |
22,637 |
22,169 |
22,940 |
| PP |
21,733 |
21,733 |
21,733 |
21,885 |
| S1 |
21,127 |
21,127 |
21,892 |
21,430 |
| S2 |
20,223 |
20,223 |
21,753 |
|
| S3 |
18,713 |
19,617 |
21,615 |
|
| S4 |
17,203 |
18,107 |
21,200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,340 |
20,830 |
1,510 |
6.9% |
561 |
2.5% |
79% |
True |
False |
19,931 |
| 10 |
22,745 |
20,825 |
1,920 |
8.7% |
629 |
2.9% |
63% |
False |
False |
22,604 |
| 20 |
23,840 |
20,825 |
3,015 |
13.7% |
600 |
2.7% |
40% |
False |
False |
19,122 |
| 40 |
24,515 |
20,825 |
3,690 |
16.7% |
462 |
2.1% |
33% |
False |
False |
15,151 |
| 60 |
24,515 |
20,825 |
3,690 |
16.7% |
397 |
1.8% |
33% |
False |
False |
10,298 |
| 80 |
24,515 |
20,825 |
3,690 |
16.7% |
334 |
1.5% |
33% |
False |
False |
7,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,124 |
|
2.618 |
24,055 |
|
1.618 |
23,400 |
|
1.000 |
22,995 |
|
0.618 |
22,745 |
|
HIGH |
22,340 |
|
0.618 |
22,090 |
|
0.500 |
22,013 |
|
0.382 |
21,935 |
|
LOW |
21,685 |
|
0.618 |
21,280 |
|
1.000 |
21,030 |
|
1.618 |
20,625 |
|
2.618 |
19,970 |
|
4.250 |
18,901 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,024 |
21,999 |
| PP |
22,018 |
21,968 |
| S1 |
22,013 |
21,938 |
|