| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,634.0 |
1,627.1 |
-6.9 |
-0.4% |
1,703.7 |
| High |
1,641.4 |
1,629.5 |
-11.9 |
-0.7% |
1,711.8 |
| Low |
1,623.5 |
1,565.9 |
-57.6 |
-3.5% |
1,620.4 |
| Close |
1,626.8 |
1,570.5 |
-56.3 |
-3.5% |
1,639.4 |
| Range |
17.9 |
63.6 |
45.7 |
255.3% |
91.4 |
| ATR |
21.6 |
24.6 |
3.0 |
13.9% |
0.0 |
| Volume |
143,909 |
250,682 |
106,773 |
74.2% |
829,124 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,779.4 |
1,738.6 |
1,605.5 |
|
| R3 |
1,715.8 |
1,675.0 |
1,588.0 |
|
| R2 |
1,652.2 |
1,652.2 |
1,582.2 |
|
| R1 |
1,611.4 |
1,611.4 |
1,576.3 |
1,600.0 |
| PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,583.0 |
| S1 |
1,547.8 |
1,547.8 |
1,564.7 |
1,536.4 |
| S2 |
1,525.0 |
1,525.0 |
1,558.8 |
|
| S3 |
1,461.4 |
1,484.2 |
1,553.0 |
|
| S4 |
1,397.8 |
1,420.6 |
1,535.5 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.4 |
1,876.8 |
1,689.7 |
|
| R3 |
1,840.0 |
1,785.4 |
1,664.5 |
|
| R2 |
1,748.6 |
1,748.6 |
1,656.2 |
|
| R1 |
1,694.0 |
1,694.0 |
1,647.8 |
1,675.6 |
| PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,648.0 |
| S1 |
1,602.6 |
1,602.6 |
1,631.0 |
1,584.2 |
| S2 |
1,565.8 |
1,565.8 |
1,622.6 |
|
| S3 |
1,474.4 |
1,511.2 |
1,614.3 |
|
| S4 |
1,383.0 |
1,419.8 |
1,589.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,675.8 |
1,565.9 |
109.9 |
7.0% |
34.5 |
2.2% |
4% |
False |
True |
177,404 |
| 10 |
1,711.8 |
1,565.9 |
145.9 |
9.3% |
28.7 |
1.8% |
3% |
False |
True |
157,385 |
| 20 |
1,733.1 |
1,565.9 |
167.2 |
10.6% |
23.4 |
1.5% |
3% |
False |
True |
155,556 |
| 40 |
1,750.6 |
1,565.9 |
184.7 |
11.8% |
20.2 |
1.3% |
2% |
False |
True |
78,567 |
| 60 |
1,750.6 |
1,565.9 |
184.7 |
11.8% |
19.5 |
1.2% |
2% |
False |
True |
52,387 |
| 80 |
1,750.6 |
1,565.9 |
184.7 |
11.8% |
19.4 |
1.2% |
2% |
False |
True |
39,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.8 |
|
2.618 |
1,796.0 |
|
1.618 |
1,732.4 |
|
1.000 |
1,693.1 |
|
0.618 |
1,668.8 |
|
HIGH |
1,629.5 |
|
0.618 |
1,605.2 |
|
0.500 |
1,597.7 |
|
0.382 |
1,590.2 |
|
LOW |
1,565.9 |
|
0.618 |
1,526.6 |
|
1.000 |
1,502.3 |
|
1.618 |
1,463.0 |
|
2.618 |
1,399.4 |
|
4.250 |
1,295.6 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.7 |
1,604.2 |
| PP |
1,588.6 |
1,593.0 |
| S1 |
1,579.6 |
1,581.7 |
|