Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1,567.7 |
1,555.4 |
-12.3 |
-0.8% |
1,640.8 |
High |
1,586.0 |
1,575.8 |
-10.2 |
-0.6% |
1,642.5 |
Low |
1,544.4 |
1,530.7 |
-13.7 |
-0.9% |
1,530.7 |
Close |
1,553.7 |
1,549.4 |
-4.3 |
-0.3% |
1,549.4 |
Range |
41.6 |
45.1 |
3.5 |
8.4% |
111.8 |
ATR |
25.8 |
27.2 |
1.4 |
5.4% |
0.0 |
Volume |
315,939 |
262,954 |
-52,985 |
-16.8% |
1,089,278 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.3 |
1,663.4 |
1,574.2 |
|
R3 |
1,642.2 |
1,618.3 |
1,561.8 |
|
R2 |
1,597.1 |
1,597.1 |
1,557.7 |
|
R1 |
1,573.2 |
1,573.2 |
1,553.5 |
1,562.6 |
PP |
1,552.0 |
1,552.0 |
1,552.0 |
1,546.7 |
S1 |
1,528.1 |
1,528.1 |
1,545.3 |
1,517.5 |
S2 |
1,506.9 |
1,506.9 |
1,541.1 |
|
S3 |
1,461.8 |
1,483.0 |
1,537.0 |
|
S4 |
1,416.7 |
1,437.9 |
1,524.6 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.6 |
1,841.3 |
1,610.9 |
|
R3 |
1,797.8 |
1,729.5 |
1,580.1 |
|
R2 |
1,686.0 |
1,686.0 |
1,569.9 |
|
R1 |
1,617.7 |
1,617.7 |
1,559.6 |
1,596.0 |
PP |
1,574.2 |
1,574.2 |
1,574.2 |
1,563.3 |
S1 |
1,505.9 |
1,505.9 |
1,539.2 |
1,484.2 |
S2 |
1,462.4 |
1,462.4 |
1,528.9 |
|
S3 |
1,350.6 |
1,394.1 |
1,518.7 |
|
S4 |
1,238.8 |
1,282.3 |
1,487.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,642.5 |
1,530.7 |
111.8 |
7.2% |
38.3 |
2.5% |
17% |
False |
True |
217,855 |
10 |
1,711.8 |
1,530.7 |
181.1 |
11.7% |
34.5 |
2.2% |
10% |
False |
True |
191,840 |
20 |
1,731.3 |
1,530.7 |
200.6 |
12.9% |
26.3 |
1.7% |
9% |
False |
True |
170,772 |
40 |
1,750.6 |
1,530.7 |
219.9 |
14.2% |
21.1 |
1.4% |
9% |
False |
True |
93,038 |
60 |
1,750.6 |
1,530.7 |
219.9 |
14.2% |
20.4 |
1.3% |
9% |
False |
True |
62,035 |
80 |
1,750.6 |
1,530.7 |
219.9 |
14.2% |
20.0 |
1.3% |
9% |
False |
True |
46,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.5 |
2.618 |
1,693.9 |
1.618 |
1,648.8 |
1.000 |
1,620.9 |
0.618 |
1,603.7 |
HIGH |
1,575.8 |
0.618 |
1,558.6 |
0.500 |
1,553.3 |
0.382 |
1,547.9 |
LOW |
1,530.7 |
0.618 |
1,502.8 |
1.000 |
1,485.6 |
1.618 |
1,457.7 |
2.618 |
1,412.6 |
4.250 |
1,339.0 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,553.3 |
1,580.1 |
PP |
1,552.0 |
1,569.9 |
S1 |
1,550.7 |
1,559.6 |
|