| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,550.0 |
1,598.8 |
48.8 |
3.1% |
1,640.8 |
| High |
1,601.8 |
1,602.1 |
0.3 |
0.0% |
1,642.5 |
| Low |
1,548.5 |
1,570.7 |
22.2 |
1.4% |
1,530.7 |
| Close |
1,600.7 |
1,594.1 |
-6.6 |
-0.4% |
1,549.4 |
| Range |
53.3 |
31.4 |
-21.9 |
-41.1% |
111.8 |
| ATR |
29.2 |
29.3 |
0.2 |
0.5% |
0.0 |
| Volume |
197,212 |
162,781 |
-34,431 |
-17.5% |
1,089,278 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,683.2 |
1,670.0 |
1,611.4 |
|
| R3 |
1,651.8 |
1,638.6 |
1,602.7 |
|
| R2 |
1,620.4 |
1,620.4 |
1,599.9 |
|
| R1 |
1,607.2 |
1,607.2 |
1,597.0 |
1,598.1 |
| PP |
1,589.0 |
1,589.0 |
1,589.0 |
1,584.4 |
| S1 |
1,575.8 |
1,575.8 |
1,591.2 |
1,566.7 |
| S2 |
1,557.6 |
1,557.6 |
1,588.3 |
|
| S3 |
1,526.2 |
1,544.4 |
1,585.5 |
|
| S4 |
1,494.8 |
1,513.0 |
1,576.8 |
|
|
| 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 |
1,602.1 |
1,530.7 |
71.4 |
4.5% |
40.1 |
2.5% |
89% |
True |
False |
226,529 |
| 10 |
1,675.8 |
1,530.7 |
145.1 |
9.1% |
37.3 |
2.3% |
44% |
False |
False |
201,967 |
| 20 |
1,731.3 |
1,530.7 |
200.6 |
12.6% |
28.9 |
1.8% |
32% |
False |
False |
163,559 |
| 40 |
1,750.6 |
1,530.7 |
219.9 |
13.8% |
22.6 |
1.4% |
29% |
False |
False |
106,878 |
| 60 |
1,750.6 |
1,530.7 |
219.9 |
13.8% |
21.4 |
1.3% |
29% |
False |
False |
71,262 |
| 80 |
1,750.6 |
1,530.7 |
219.9 |
13.8% |
20.4 |
1.3% |
29% |
False |
False |
53,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.6 |
|
2.618 |
1,684.3 |
|
1.618 |
1,652.9 |
|
1.000 |
1,633.5 |
|
0.618 |
1,621.5 |
|
HIGH |
1,602.1 |
|
0.618 |
1,590.1 |
|
0.500 |
1,586.4 |
|
0.382 |
1,582.7 |
|
LOW |
1,570.7 |
|
0.618 |
1,551.3 |
|
1.000 |
1,539.3 |
|
1.618 |
1,519.9 |
|
2.618 |
1,488.5 |
|
4.250 |
1,437.3 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.5 |
1,585.7 |
| PP |
1,589.0 |
1,577.3 |
| S1 |
1,586.4 |
1,568.9 |
|