| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,488.1 |
1,478.0 |
-10.1 |
-0.7% |
1,541.0 |
| High |
1,517.0 |
1,514.1 |
-2.9 |
-0.2% |
1,556.5 |
| Low |
1,460.7 |
1,474.8 |
14.1 |
1.0% |
1,457.4 |
| Close |
1,480.2 |
1,512.0 |
31.8 |
2.1% |
1,490.9 |
| Range |
56.3 |
39.3 |
-17.0 |
-30.2% |
99.1 |
| ATR |
36.4 |
36.6 |
0.2 |
0.6% |
0.0 |
| Volume |
190,562 |
192,313 |
1,751 |
0.9% |
938,218 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.2 |
1,604.4 |
1,533.6 |
|
| R3 |
1,578.9 |
1,565.1 |
1,522.8 |
|
| R2 |
1,539.6 |
1,539.6 |
1,519.2 |
|
| R1 |
1,525.8 |
1,525.8 |
1,515.6 |
1,532.7 |
| PP |
1,500.3 |
1,500.3 |
1,500.3 |
1,503.8 |
| S1 |
1,486.5 |
1,486.5 |
1,508.4 |
1,493.4 |
| S2 |
1,461.0 |
1,461.0 |
1,504.8 |
|
| S3 |
1,421.7 |
1,447.2 |
1,501.2 |
|
| S4 |
1,382.4 |
1,407.9 |
1,490.4 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.9 |
1,744.0 |
1,545.4 |
|
| R3 |
1,699.8 |
1,644.9 |
1,518.2 |
|
| R2 |
1,600.7 |
1,600.7 |
1,509.1 |
|
| R1 |
1,545.8 |
1,545.8 |
1,500.0 |
1,523.7 |
| PP |
1,501.6 |
1,501.6 |
1,501.6 |
1,490.6 |
| S1 |
1,446.7 |
1,446.7 |
1,481.8 |
1,424.6 |
| S2 |
1,402.5 |
1,402.5 |
1,472.7 |
|
| S3 |
1,303.4 |
1,347.6 |
1,463.6 |
|
| S4 |
1,204.3 |
1,248.5 |
1,436.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,534.4 |
1,457.4 |
77.0 |
5.1% |
49.9 |
3.3% |
71% |
False |
False |
199,337 |
| 10 |
1,602.1 |
1,457.4 |
144.7 |
9.6% |
42.2 |
2.8% |
38% |
False |
False |
180,466 |
| 20 |
1,682.3 |
1,457.4 |
224.9 |
14.9% |
39.3 |
2.6% |
24% |
False |
False |
190,402 |
| 40 |
1,741.0 |
1,457.4 |
283.6 |
18.8% |
29.2 |
1.9% |
19% |
False |
False |
147,904 |
| 60 |
1,750.6 |
1,457.4 |
293.2 |
19.4% |
24.7 |
1.6% |
19% |
False |
False |
98,622 |
| 80 |
1,750.6 |
1,457.4 |
293.2 |
19.4% |
23.2 |
1.5% |
19% |
False |
False |
73,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,681.1 |
|
2.618 |
1,617.0 |
|
1.618 |
1,577.7 |
|
1.000 |
1,553.4 |
|
0.618 |
1,538.4 |
|
HIGH |
1,514.1 |
|
0.618 |
1,499.1 |
|
0.500 |
1,494.5 |
|
0.382 |
1,489.8 |
|
LOW |
1,474.8 |
|
0.618 |
1,450.5 |
|
1.000 |
1,435.5 |
|
1.618 |
1,411.2 |
|
2.618 |
1,371.9 |
|
4.250 |
1,307.8 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.2 |
1,503.7 |
| PP |
1,500.3 |
1,495.5 |
| S1 |
1,494.5 |
1,487.2 |
|