| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,821.75 |
2,783.25 |
-38.50 |
-1.4% |
2,777.25 |
| High |
2,821.75 |
2,808.00 |
-13.75 |
-0.5% |
2,831.50 |
| Low |
2,764.25 |
2,769.75 |
5.50 |
0.2% |
2,753.00 |
| Close |
2,779.75 |
2,775.00 |
-4.75 |
-0.2% |
2,775.00 |
| Range |
57.50 |
38.25 |
-19.25 |
-33.5% |
78.50 |
| ATR |
40.00 |
39.87 |
-0.12 |
-0.3% |
0.00 |
| Volume |
13,482 |
5,510 |
-7,972 |
-59.1% |
51,692 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.00 |
2,875.25 |
2,796.00 |
|
| R3 |
2,860.75 |
2,837.00 |
2,785.50 |
|
| R2 |
2,822.50 |
2,822.50 |
2,782.00 |
|
| R1 |
2,798.75 |
2,798.75 |
2,778.50 |
2,791.50 |
| PP |
2,784.25 |
2,784.25 |
2,784.25 |
2,780.50 |
| S1 |
2,760.50 |
2,760.50 |
2,771.50 |
2,753.25 |
| S2 |
2,746.00 |
2,746.00 |
2,768.00 |
|
| S3 |
2,707.75 |
2,722.25 |
2,764.50 |
|
| S4 |
2,669.50 |
2,684.00 |
2,754.00 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.00 |
2,977.00 |
2,818.25 |
|
| R3 |
2,943.50 |
2,898.50 |
2,796.50 |
|
| R2 |
2,865.00 |
2,865.00 |
2,789.50 |
|
| R1 |
2,820.00 |
2,820.00 |
2,782.25 |
2,803.25 |
| PP |
2,786.50 |
2,786.50 |
2,786.50 |
2,778.00 |
| S1 |
2,741.50 |
2,741.50 |
2,767.75 |
2,724.75 |
| S2 |
2,708.00 |
2,708.00 |
2,760.50 |
|
| S3 |
2,629.50 |
2,663.00 |
2,753.50 |
|
| S4 |
2,551.00 |
2,584.50 |
2,731.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,831.50 |
2,753.00 |
78.50 |
2.8% |
48.50 |
1.7% |
28% |
False |
False |
10,338 |
| 10 |
2,908.50 |
2,719.50 |
189.00 |
6.8% |
55.75 |
2.0% |
29% |
False |
False |
12,385 |
| 20 |
2,953.25 |
2,719.50 |
233.75 |
8.4% |
39.50 |
1.4% |
24% |
False |
False |
9,872 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
29.50 |
1.1% |
24% |
False |
False |
5,946 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
26.25 |
0.9% |
24% |
False |
False |
4,019 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
24.75 |
0.9% |
28% |
False |
False |
3,450 |
| 100 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
24.00 |
0.9% |
28% |
False |
False |
2,902 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.4% |
23.75 |
0.9% |
47% |
False |
False |
2,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.50 |
|
2.618 |
2,908.25 |
|
1.618 |
2,870.00 |
|
1.000 |
2,846.25 |
|
0.618 |
2,831.75 |
|
HIGH |
2,808.00 |
|
0.618 |
2,793.50 |
|
0.500 |
2,789.00 |
|
0.382 |
2,784.25 |
|
LOW |
2,769.75 |
|
0.618 |
2,746.00 |
|
1.000 |
2,731.50 |
|
1.618 |
2,707.75 |
|
2.618 |
2,669.50 |
|
4.250 |
2,607.25 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.00 |
2,798.00 |
| PP |
2,784.25 |
2,790.25 |
| S1 |
2,779.50 |
2,782.50 |
|