| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,196.0 |
3,218.0 |
22.0 |
0.7% |
3,316.0 |
| High |
3,227.0 |
3,218.0 |
-9.0 |
-0.3% |
3,316.0 |
| Low |
3,154.0 |
3,146.0 |
-8.0 |
-0.3% |
3,146.0 |
| Close |
3,190.0 |
3,171.0 |
-19.0 |
-0.6% |
3,171.0 |
| Range |
73.0 |
72.0 |
-1.0 |
-1.4% |
170.0 |
| ATR |
42.3 |
44.4 |
2.1 |
5.0% |
0.0 |
| Volume |
50,110 |
10,008 |
-40,102 |
-80.0% |
110,480 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394.3 |
3,354.7 |
3,210.6 |
|
| R3 |
3,322.3 |
3,282.7 |
3,190.8 |
|
| R2 |
3,250.3 |
3,250.3 |
3,184.2 |
|
| R1 |
3,210.7 |
3,210.7 |
3,177.6 |
3,194.5 |
| PP |
3,178.3 |
3,178.3 |
3,178.3 |
3,170.3 |
| S1 |
3,138.7 |
3,138.7 |
3,164.4 |
3,122.5 |
| S2 |
3,106.3 |
3,106.3 |
3,157.8 |
|
| S3 |
3,034.3 |
3,066.7 |
3,151.2 |
|
| S4 |
2,962.3 |
2,994.7 |
3,131.4 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,721.0 |
3,616.0 |
3,264.5 |
|
| R3 |
3,551.0 |
3,446.0 |
3,217.8 |
|
| R2 |
3,381.0 |
3,381.0 |
3,202.2 |
|
| R1 |
3,276.0 |
3,276.0 |
3,186.6 |
3,243.5 |
| PP |
3,211.0 |
3,211.0 |
3,211.0 |
3,194.8 |
| S1 |
3,106.0 |
3,106.0 |
3,155.4 |
3,073.5 |
| S2 |
3,041.0 |
3,041.0 |
3,139.8 |
|
| S3 |
2,871.0 |
2,936.0 |
3,124.3 |
|
| S4 |
2,701.0 |
2,766.0 |
3,077.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,316.0 |
3,146.0 |
170.0 |
5.4% |
63.6 |
2.0% |
15% |
False |
True |
22,096 |
| 10 |
3,400.0 |
3,146.0 |
254.0 |
8.0% |
48.2 |
1.5% |
10% |
False |
True |
14,237 |
| 20 |
3,429.0 |
3,146.0 |
283.0 |
8.9% |
36.9 |
1.2% |
9% |
False |
True |
9,018 |
| 40 |
3,431.0 |
3,146.0 |
285.0 |
9.0% |
28.7 |
0.9% |
9% |
False |
True |
5,058 |
| 60 |
3,495.0 |
3,146.0 |
349.0 |
11.0% |
25.6 |
0.8% |
7% |
False |
True |
3,396 |
| 80 |
3,495.0 |
3,146.0 |
349.0 |
11.0% |
23.6 |
0.7% |
7% |
False |
True |
2,679 |
| 100 |
3,495.0 |
3,146.0 |
349.0 |
11.0% |
20.0 |
0.6% |
7% |
False |
True |
2,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,524.0 |
|
2.618 |
3,406.5 |
|
1.618 |
3,334.5 |
|
1.000 |
3,290.0 |
|
0.618 |
3,262.5 |
|
HIGH |
3,218.0 |
|
0.618 |
3,190.5 |
|
0.500 |
3,182.0 |
|
0.382 |
3,173.5 |
|
LOW |
3,146.0 |
|
0.618 |
3,101.5 |
|
1.000 |
3,074.0 |
|
1.618 |
3,029.5 |
|
2.618 |
2,957.5 |
|
4.250 |
2,840.0 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,182.0 |
3,224.0 |
| PP |
3,178.3 |
3,206.3 |
| S1 |
3,174.7 |
3,188.7 |
|