| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,205.0 |
3,214.0 |
9.0 |
0.3% |
3,177.0 |
| High |
3,217.0 |
3,233.0 |
16.0 |
0.5% |
3,271.0 |
| Low |
3,174.0 |
3,174.0 |
0.0 |
0.0% |
3,167.0 |
| Close |
3,202.0 |
3,182.0 |
-20.0 |
-0.6% |
3,202.0 |
| Range |
43.0 |
59.0 |
16.0 |
37.2% |
104.0 |
| ATR |
51.2 |
51.8 |
0.6 |
1.1% |
0.0 |
| Volume |
1,018,099 |
1,757,652 |
739,553 |
72.6% |
6,124,465 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,373.3 |
3,336.7 |
3,214.5 |
|
| R3 |
3,314.3 |
3,277.7 |
3,198.2 |
|
| R2 |
3,255.3 |
3,255.3 |
3,192.8 |
|
| R1 |
3,218.7 |
3,218.7 |
3,187.4 |
3,207.5 |
| PP |
3,196.3 |
3,196.3 |
3,196.3 |
3,190.8 |
| S1 |
3,159.7 |
3,159.7 |
3,176.6 |
3,148.5 |
| S2 |
3,137.3 |
3,137.3 |
3,171.2 |
|
| S3 |
3,078.3 |
3,100.7 |
3,165.8 |
|
| S4 |
3,019.3 |
3,041.7 |
3,149.6 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,525.3 |
3,467.7 |
3,259.2 |
|
| R3 |
3,421.3 |
3,363.7 |
3,230.6 |
|
| R2 |
3,317.3 |
3,317.3 |
3,221.1 |
|
| R1 |
3,259.7 |
3,259.7 |
3,211.5 |
3,288.5 |
| PP |
3,213.3 |
3,213.3 |
3,213.3 |
3,227.8 |
| S1 |
3,155.7 |
3,155.7 |
3,192.5 |
3,184.5 |
| S2 |
3,109.3 |
3,109.3 |
3,182.9 |
|
| S3 |
3,005.3 |
3,051.7 |
3,173.4 |
|
| S4 |
2,901.3 |
2,947.7 |
3,144.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,271.0 |
3,174.0 |
97.0 |
3.0% |
57.6 |
1.8% |
8% |
False |
True |
1,348,452 |
| 10 |
3,321.0 |
3,157.0 |
164.0 |
5.2% |
63.9 |
2.0% |
15% |
False |
False |
1,411,450 |
| 20 |
3,442.0 |
3,157.0 |
285.0 |
9.0% |
51.7 |
1.6% |
9% |
False |
False |
1,183,832 |
| 40 |
3,444.0 |
3,157.0 |
287.0 |
9.0% |
41.8 |
1.3% |
9% |
False |
False |
796,713 |
| 60 |
3,515.0 |
3,157.0 |
358.0 |
11.3% |
37.2 |
1.2% |
7% |
False |
False |
531,795 |
| 80 |
3,515.0 |
3,157.0 |
358.0 |
11.3% |
34.8 |
1.1% |
7% |
False |
False |
398,880 |
| 100 |
3,516.0 |
3,157.0 |
359.0 |
11.3% |
36.1 |
1.1% |
7% |
False |
False |
321,168 |
| 120 |
3,547.0 |
3,157.0 |
390.0 |
12.3% |
34.2 |
1.1% |
6% |
False |
False |
268,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,483.8 |
|
2.618 |
3,387.5 |
|
1.618 |
3,328.5 |
|
1.000 |
3,292.0 |
|
0.618 |
3,269.5 |
|
HIGH |
3,233.0 |
|
0.618 |
3,210.5 |
|
0.500 |
3,203.5 |
|
0.382 |
3,196.5 |
|
LOW |
3,174.0 |
|
0.618 |
3,137.5 |
|
1.000 |
3,115.0 |
|
1.618 |
3,078.5 |
|
2.618 |
3,019.5 |
|
4.250 |
2,923.3 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,203.5 |
3,211.0 |
| PP |
3,196.3 |
3,201.3 |
| S1 |
3,189.2 |
3,191.7 |
|