| 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 |
2,901.00 |
2,897.25 |
-3.75 |
-0.1% |
2,930.75 |
| High |
2,908.50 |
2,899.75 |
-8.75 |
-0.3% |
2,953.25 |
| Low |
2,883.50 |
2,779.25 |
-104.25 |
-3.6% |
2,882.00 |
| Close |
2,897.00 |
2,789.50 |
-107.50 |
-3.7% |
2,902.75 |
| Range |
25.00 |
120.50 |
95.50 |
382.0% |
71.25 |
| ATR |
23.78 |
30.69 |
6.91 |
29.0% |
0.00 |
| Volume |
8,640 |
21,040 |
12,400 |
143.5% |
42,566 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,184.25 |
3,107.50 |
2,855.75 |
|
| R3 |
3,063.75 |
2,987.00 |
2,822.75 |
|
| R2 |
2,943.25 |
2,943.25 |
2,811.50 |
|
| R1 |
2,866.50 |
2,866.50 |
2,800.50 |
2,844.50 |
| PP |
2,822.75 |
2,822.75 |
2,822.75 |
2,812.00 |
| S1 |
2,746.00 |
2,746.00 |
2,778.50 |
2,724.00 |
| S2 |
2,702.25 |
2,702.25 |
2,767.50 |
|
| S3 |
2,581.75 |
2,625.50 |
2,756.25 |
|
| S4 |
2,461.25 |
2,505.00 |
2,723.25 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.50 |
3,085.75 |
2,942.00 |
|
| R3 |
3,055.25 |
3,014.50 |
2,922.25 |
|
| R2 |
2,984.00 |
2,984.00 |
2,915.75 |
|
| R1 |
2,943.25 |
2,943.25 |
2,909.25 |
2,928.00 |
| PP |
2,912.75 |
2,912.75 |
2,912.75 |
2,905.00 |
| S1 |
2,872.00 |
2,872.00 |
2,896.25 |
2,856.75 |
| S2 |
2,841.50 |
2,841.50 |
2,889.75 |
|
| S3 |
2,770.25 |
2,800.75 |
2,883.25 |
|
| S4 |
2,699.00 |
2,729.50 |
2,863.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,934.00 |
2,779.25 |
154.75 |
5.5% |
51.25 |
1.8% |
7% |
False |
True |
10,759 |
| 10 |
2,953.25 |
2,779.25 |
174.00 |
6.2% |
35.50 |
1.3% |
6% |
False |
True |
9,090 |
| 20 |
2,955.50 |
2,779.25 |
176.25 |
6.3% |
27.50 |
1.0% |
6% |
False |
True |
6,946 |
| 40 |
2,955.50 |
2,779.25 |
176.25 |
6.3% |
23.50 |
0.8% |
6% |
False |
True |
3,894 |
| 60 |
2,955.50 |
2,779.25 |
176.25 |
6.3% |
21.75 |
0.8% |
6% |
False |
True |
2,635 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.0% |
22.50 |
0.8% |
34% |
False |
False |
2,572 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.5% |
22.00 |
0.8% |
38% |
False |
False |
2,068 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.3% |
21.75 |
0.8% |
52% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,412.00 |
|
2.618 |
3,215.25 |
|
1.618 |
3,094.75 |
|
1.000 |
3,020.25 |
|
0.618 |
2,974.25 |
|
HIGH |
2,899.75 |
|
0.618 |
2,853.75 |
|
0.500 |
2,839.50 |
|
0.382 |
2,825.25 |
|
LOW |
2,779.25 |
|
0.618 |
2,704.75 |
|
1.000 |
2,658.75 |
|
1.618 |
2,584.25 |
|
2.618 |
2,463.75 |
|
4.250 |
2,267.00 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.50 |
2,844.00 |
| PP |
2,822.75 |
2,825.75 |
| S1 |
2,806.25 |
2,807.50 |
|