| 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 |
2,695.75 |
2,712.00 |
16.25 |
0.6% |
2,765.75 |
| High |
2,743.50 |
2,747.50 |
4.00 |
0.1% |
2,789.50 |
| Low |
2,688.00 |
2,712.00 |
24.00 |
0.9% |
2,633.25 |
| Close |
2,717.25 |
2,744.25 |
27.00 |
1.0% |
2,675.50 |
| Range |
55.50 |
35.50 |
-20.00 |
-36.0% |
156.25 |
| ATR |
52.41 |
51.20 |
-1.21 |
-2.3% |
0.00 |
| Volume |
17,993 |
15,410 |
-2,583 |
-14.4% |
76,463 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.00 |
2,828.25 |
2,763.75 |
|
| R3 |
2,805.50 |
2,792.75 |
2,754.00 |
|
| R2 |
2,770.00 |
2,770.00 |
2,750.75 |
|
| R1 |
2,757.25 |
2,757.25 |
2,747.50 |
2,763.50 |
| PP |
2,734.50 |
2,734.50 |
2,734.50 |
2,737.75 |
| S1 |
2,721.75 |
2,721.75 |
2,741.00 |
2,728.00 |
| S2 |
2,699.00 |
2,699.00 |
2,737.75 |
|
| S3 |
2,663.50 |
2,686.25 |
2,734.50 |
|
| S4 |
2,628.00 |
2,650.75 |
2,724.75 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.25 |
3,078.00 |
2,761.50 |
|
| R3 |
3,012.00 |
2,921.75 |
2,718.50 |
|
| R2 |
2,855.75 |
2,855.75 |
2,704.25 |
|
| R1 |
2,765.50 |
2,765.50 |
2,689.75 |
2,732.50 |
| PP |
2,699.50 |
2,699.50 |
2,699.50 |
2,683.00 |
| S1 |
2,609.25 |
2,609.25 |
2,661.25 |
2,576.25 |
| S2 |
2,543.25 |
2,543.25 |
2,646.75 |
|
| S3 |
2,387.00 |
2,453.00 |
2,632.50 |
|
| S4 |
2,230.75 |
2,296.75 |
2,589.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,747.50 |
2,609.50 |
138.00 |
5.0% |
63.25 |
2.3% |
98% |
True |
False |
18,435 |
| 10 |
2,808.00 |
2,609.50 |
198.50 |
7.2% |
61.25 |
2.2% |
68% |
False |
False |
15,102 |
| 20 |
2,924.00 |
2,609.50 |
314.50 |
11.5% |
58.75 |
2.1% |
43% |
False |
False |
13,746 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
39.50 |
1.4% |
39% |
False |
False |
9,319 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
32.75 |
1.2% |
39% |
False |
False |
6,424 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
29.00 |
1.1% |
39% |
False |
False |
4,855 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
28.00 |
1.0% |
39% |
False |
False |
4,353 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
26.75 |
1.0% |
39% |
False |
False |
3,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.50 |
|
2.618 |
2,840.50 |
|
1.618 |
2,805.00 |
|
1.000 |
2,783.00 |
|
0.618 |
2,769.50 |
|
HIGH |
2,747.50 |
|
0.618 |
2,734.00 |
|
0.500 |
2,729.75 |
|
0.382 |
2,725.50 |
|
LOW |
2,712.00 |
|
0.618 |
2,690.00 |
|
1.000 |
2,676.50 |
|
1.618 |
2,654.50 |
|
2.618 |
2,619.00 |
|
4.250 |
2,561.00 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.50 |
2,727.25 |
| PP |
2,734.50 |
2,710.25 |
| S1 |
2,729.75 |
2,693.25 |
|