| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,777.25 |
2,754.50 |
-22.75 |
-0.8% |
2,906.50 |
| High |
2,785.50 |
2,826.50 |
41.00 |
1.5% |
2,908.50 |
| Low |
2,753.00 |
2,753.50 |
0.50 |
0.0% |
2,719.50 |
| Close |
2,756.50 |
2,825.50 |
69.00 |
2.5% |
2,775.75 |
| Range |
32.50 |
73.00 |
40.50 |
124.6% |
189.00 |
| ATR |
35.66 |
38.32 |
2.67 |
7.5% |
0.00 |
| Volume |
7,357 |
20,047 |
12,690 |
172.5% |
72,161 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.75 |
2,996.25 |
2,865.75 |
|
| R3 |
2,947.75 |
2,923.25 |
2,845.50 |
|
| R2 |
2,874.75 |
2,874.75 |
2,839.00 |
|
| R1 |
2,850.25 |
2,850.25 |
2,832.25 |
2,862.50 |
| PP |
2,801.75 |
2,801.75 |
2,801.75 |
2,808.00 |
| S1 |
2,777.25 |
2,777.25 |
2,818.75 |
2,789.50 |
| S2 |
2,728.75 |
2,728.75 |
2,812.00 |
|
| S3 |
2,655.75 |
2,704.25 |
2,805.50 |
|
| S4 |
2,582.75 |
2,631.25 |
2,785.25 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,368.25 |
3,261.00 |
2,879.75 |
|
| R3 |
3,179.25 |
3,072.00 |
2,827.75 |
|
| R2 |
2,990.25 |
2,990.25 |
2,810.50 |
|
| R1 |
2,883.00 |
2,883.00 |
2,793.00 |
2,842.00 |
| PP |
2,801.25 |
2,801.25 |
2,801.25 |
2,780.75 |
| S1 |
2,694.00 |
2,694.00 |
2,758.50 |
2,653.00 |
| S2 |
2,612.25 |
2,612.25 |
2,741.00 |
|
| S3 |
2,423.25 |
2,505.00 |
2,723.75 |
|
| S4 |
2,234.25 |
2,316.00 |
2,671.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.75 |
2,719.50 |
180.25 |
6.4% |
72.75 |
2.6% |
59% |
False |
False |
16,156 |
| 10 |
2,953.25 |
2,719.50 |
233.75 |
8.3% |
52.00 |
1.8% |
45% |
False |
False |
12,280 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
35.50 |
1.3% |
45% |
False |
False |
9,311 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
27.25 |
1.0% |
45% |
False |
False |
5,371 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
25.00 |
0.9% |
45% |
False |
False |
3,626 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.9% |
24.25 |
0.9% |
48% |
False |
False |
3,293 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.4% |
23.50 |
0.8% |
51% |
False |
False |
2,662 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.1% |
23.00 |
0.8% |
62% |
False |
False |
2,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.75 |
|
2.618 |
3,017.50 |
|
1.618 |
2,944.50 |
|
1.000 |
2,899.50 |
|
0.618 |
2,871.50 |
|
HIGH |
2,826.50 |
|
0.618 |
2,798.50 |
|
0.500 |
2,790.00 |
|
0.382 |
2,781.50 |
|
LOW |
2,753.50 |
|
0.618 |
2,708.50 |
|
1.000 |
2,680.50 |
|
1.618 |
2,635.50 |
|
2.618 |
2,562.50 |
|
4.250 |
2,443.25 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.75 |
2,811.50 |
| PP |
2,801.75 |
2,797.50 |
| S1 |
2,790.00 |
2,783.50 |
|