| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,241.7 |
1,230.0 |
-11.7 |
-0.9% |
1,243.7 |
| High |
1,241.7 |
1,232.4 |
-9.3 |
-0.7% |
1,257.3 |
| Low |
1,234.1 |
1,225.5 |
-8.6 |
-0.7% |
1,235.4 |
| Close |
1,237.4 |
1,226.8 |
-10.6 |
-0.9% |
1,248.0 |
| Range |
7.6 |
6.9 |
-0.7 |
-9.2% |
21.9 |
| ATR |
10.8 |
10.9 |
0.1 |
0.7% |
0.0 |
| Volume |
678 |
2,206 |
1,528 |
225.4% |
4,412 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.9 |
1,244.8 |
1,230.6 |
|
| R3 |
1,242.0 |
1,237.9 |
1,228.7 |
|
| R2 |
1,235.1 |
1,235.1 |
1,228.1 |
|
| R1 |
1,231.0 |
1,231.0 |
1,227.4 |
1,229.6 |
| PP |
1,228.2 |
1,228.2 |
1,228.2 |
1,227.6 |
| S1 |
1,224.1 |
1,224.1 |
1,226.2 |
1,222.7 |
| S2 |
1,221.3 |
1,221.3 |
1,225.5 |
|
| S3 |
1,214.4 |
1,217.2 |
1,224.9 |
|
| S4 |
1,207.5 |
1,210.3 |
1,223.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,302.2 |
1,260.0 |
|
| R3 |
1,290.7 |
1,280.3 |
1,254.0 |
|
| R2 |
1,268.8 |
1,268.8 |
1,252.0 |
|
| R1 |
1,258.4 |
1,258.4 |
1,250.0 |
1,263.6 |
| PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,249.5 |
| S1 |
1,236.5 |
1,236.5 |
1,246.0 |
1,241.7 |
| S2 |
1,225.0 |
1,225.0 |
1,244.0 |
|
| S3 |
1,203.1 |
1,214.6 |
1,242.0 |
|
| S4 |
1,181.2 |
1,192.7 |
1,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,257.3 |
1,225.5 |
31.8 |
2.6% |
8.7 |
0.7% |
4% |
False |
True |
1,047 |
| 10 |
1,257.3 |
1,225.5 |
31.8 |
2.6% |
8.9 |
0.7% |
4% |
False |
True |
992 |
| 20 |
1,257.3 |
1,199.2 |
58.1 |
4.7% |
10.3 |
0.8% |
48% |
False |
False |
1,625 |
| 40 |
1,257.3 |
1,195.7 |
61.6 |
5.0% |
10.3 |
0.8% |
50% |
False |
False |
1,276 |
| 60 |
1,257.3 |
1,182.7 |
74.6 |
6.1% |
9.9 |
0.8% |
59% |
False |
False |
1,040 |
| 80 |
1,275.9 |
1,182.7 |
93.2 |
7.6% |
9.2 |
0.8% |
47% |
False |
False |
936 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.6% |
8.6 |
0.7% |
28% |
False |
False |
810 |
| 120 |
1,352.8 |
1,182.7 |
170.1 |
13.9% |
8.0 |
0.7% |
26% |
False |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.7 |
|
2.618 |
1,250.5 |
|
1.618 |
1,243.6 |
|
1.000 |
1,239.3 |
|
0.618 |
1,236.7 |
|
HIGH |
1,232.4 |
|
0.618 |
1,229.8 |
|
0.500 |
1,229.0 |
|
0.382 |
1,228.1 |
|
LOW |
1,225.5 |
|
0.618 |
1,221.2 |
|
1.000 |
1,218.6 |
|
1.618 |
1,214.3 |
|
2.618 |
1,207.4 |
|
4.250 |
1,196.2 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.0 |
1,236.8 |
| PP |
1,228.2 |
1,233.4 |
| S1 |
1,227.5 |
1,230.1 |
|