| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
22,585 |
22,605 |
20 |
0.1% |
23,720 |
| High |
22,790 |
22,630 |
-160 |
-0.7% |
23,840 |
| Low |
22,250 |
22,070 |
-180 |
-0.8% |
22,250 |
| Close |
22,590 |
22,300 |
-290 |
-1.3% |
22,590 |
| Range |
540 |
560 |
20 |
3.7% |
1,590 |
| ATR |
400 |
411 |
11 |
2.9% |
0 |
| Volume |
18,626 |
15,694 |
-2,932 |
-15.7% |
91,153 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,013 |
23,717 |
22,608 |
|
| R3 |
23,453 |
23,157 |
22,454 |
|
| R2 |
22,893 |
22,893 |
22,403 |
|
| R1 |
22,597 |
22,597 |
22,351 |
22,465 |
| PP |
22,333 |
22,333 |
22,333 |
22,268 |
| S1 |
22,037 |
22,037 |
22,249 |
21,905 |
| S2 |
21,773 |
21,773 |
22,197 |
|
| S3 |
21,213 |
21,477 |
22,146 |
|
| S4 |
20,653 |
20,917 |
21,992 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,663 |
26,717 |
23,465 |
|
| R3 |
26,073 |
25,127 |
23,027 |
|
| R2 |
24,483 |
24,483 |
22,882 |
|
| R1 |
23,537 |
23,537 |
22,736 |
23,215 |
| PP |
22,893 |
22,893 |
22,893 |
22,733 |
| S1 |
21,947 |
21,947 |
22,444 |
21,625 |
| S2 |
21,303 |
21,303 |
22,299 |
|
| S3 |
19,713 |
20,357 |
22,153 |
|
| S4 |
18,123 |
18,767 |
21,716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,650 |
22,070 |
1,580 |
7.1% |
590 |
2.6% |
15% |
False |
True |
20,033 |
| 10 |
24,475 |
22,070 |
2,405 |
10.8% |
514 |
2.3% |
10% |
False |
True |
15,581 |
| 20 |
24,515 |
22,070 |
2,445 |
11.0% |
409 |
1.8% |
9% |
False |
True |
12,958 |
| 40 |
24,515 |
21,940 |
2,575 |
11.5% |
323 |
1.4% |
14% |
False |
False |
8,556 |
| 60 |
24,515 |
21,745 |
2,770 |
12.4% |
288 |
1.3% |
20% |
False |
False |
5,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,010 |
|
2.618 |
24,096 |
|
1.618 |
23,536 |
|
1.000 |
23,190 |
|
0.618 |
22,976 |
|
HIGH |
22,630 |
|
0.618 |
22,416 |
|
0.500 |
22,350 |
|
0.382 |
22,284 |
|
LOW |
22,070 |
|
0.618 |
21,724 |
|
1.000 |
21,510 |
|
1.618 |
21,164 |
|
2.618 |
20,604 |
|
4.250 |
19,690 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,350 |
22,508 |
| PP |
22,333 |
22,438 |
| S1 |
22,317 |
22,369 |
|