| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,096.0 |
3,120.0 |
24.0 |
0.8% |
3,214.0 |
| High |
3,170.0 |
3,148.0 |
-22.0 |
-0.7% |
3,233.0 |
| Low |
3,095.0 |
3,080.0 |
-15.0 |
-0.5% |
3,080.0 |
| Close |
3,156.0 |
3,109.0 |
-47.0 |
-1.5% |
3,109.0 |
| Range |
75.0 |
68.0 |
-7.0 |
-9.3% |
153.0 |
| ATR |
56.4 |
57.8 |
1.4 |
2.5% |
0.0 |
| Volume |
1,912,583 |
1,409,098 |
-503,485 |
-26.3% |
8,201,498 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.3 |
3,280.7 |
3,146.4 |
|
| R3 |
3,248.3 |
3,212.7 |
3,127.7 |
|
| R2 |
3,180.3 |
3,180.3 |
3,121.5 |
|
| R1 |
3,144.7 |
3,144.7 |
3,115.2 |
3,128.5 |
| PP |
3,112.3 |
3,112.3 |
3,112.3 |
3,104.3 |
| S1 |
3,076.7 |
3,076.7 |
3,102.8 |
3,060.5 |
| S2 |
3,044.3 |
3,044.3 |
3,096.5 |
|
| S3 |
2,976.3 |
3,008.7 |
3,090.3 |
|
| S4 |
2,908.3 |
2,940.7 |
3,071.6 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.7 |
3,507.3 |
3,193.2 |
|
| R3 |
3,446.7 |
3,354.3 |
3,151.1 |
|
| R2 |
3,293.7 |
3,293.7 |
3,137.1 |
|
| R1 |
3,201.3 |
3,201.3 |
3,123.0 |
3,171.0 |
| PP |
3,140.7 |
3,140.7 |
3,140.7 |
3,125.5 |
| S1 |
3,048.3 |
3,048.3 |
3,095.0 |
3,018.0 |
| S2 |
2,987.7 |
2,987.7 |
3,081.0 |
|
| S3 |
2,834.7 |
2,895.3 |
3,066.9 |
|
| S4 |
2,681.7 |
2,742.3 |
3,024.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,233.0 |
3,080.0 |
153.0 |
4.9% |
69.2 |
2.2% |
19% |
False |
True |
1,640,299 |
| 10 |
3,271.0 |
3,080.0 |
191.0 |
6.1% |
61.6 |
2.0% |
15% |
False |
True |
1,432,596 |
| 20 |
3,413.0 |
3,080.0 |
333.0 |
10.7% |
58.2 |
1.9% |
9% |
False |
True |
1,320,887 |
| 40 |
3,442.0 |
3,080.0 |
362.0 |
11.6% |
46.6 |
1.5% |
8% |
False |
True |
957,610 |
| 60 |
3,494.0 |
3,080.0 |
414.0 |
13.3% |
40.2 |
1.3% |
7% |
False |
True |
639,167 |
| 80 |
3,515.0 |
3,080.0 |
435.0 |
14.0% |
36.7 |
1.2% |
7% |
False |
True |
479,422 |
| 100 |
3,516.0 |
3,080.0 |
436.0 |
14.0% |
37.5 |
1.2% |
7% |
False |
True |
385,531 |
| 120 |
3,547.0 |
3,080.0 |
467.0 |
15.0% |
36.4 |
1.2% |
6% |
False |
True |
322,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,437.0 |
|
2.618 |
3,326.0 |
|
1.618 |
3,258.0 |
|
1.000 |
3,216.0 |
|
0.618 |
3,190.0 |
|
HIGH |
3,148.0 |
|
0.618 |
3,122.0 |
|
0.500 |
3,114.0 |
|
0.382 |
3,106.0 |
|
LOW |
3,080.0 |
|
0.618 |
3,038.0 |
|
1.000 |
3,012.0 |
|
1.618 |
2,970.0 |
|
2.618 |
2,902.0 |
|
4.250 |
2,791.0 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,114.0 |
3,128.5 |
| PP |
3,112.3 |
3,122.0 |
| S1 |
3,110.7 |
3,115.5 |
|