| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,762.25 |
2,752.50 |
-9.75 |
-0.4% |
2,777.25 |
| High |
2,764.25 |
2,757.00 |
-7.25 |
-0.3% |
2,831.50 |
| Low |
2,699.25 |
2,659.25 |
-40.00 |
-1.5% |
2,753.00 |
| Close |
2,753.25 |
2,671.00 |
-82.25 |
-3.0% |
2,775.00 |
| Range |
65.00 |
97.75 |
32.75 |
50.4% |
78.50 |
| ATR |
41.13 |
45.17 |
4.04 |
9.8% |
0.00 |
| Volume |
15,484 |
13,549 |
-1,935 |
-12.5% |
51,692 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.00 |
2,927.75 |
2,724.75 |
|
| R3 |
2,891.25 |
2,830.00 |
2,698.00 |
|
| R2 |
2,793.50 |
2,793.50 |
2,689.00 |
|
| R1 |
2,732.25 |
2,732.25 |
2,680.00 |
2,714.00 |
| PP |
2,695.75 |
2,695.75 |
2,695.75 |
2,686.50 |
| S1 |
2,634.50 |
2,634.50 |
2,662.00 |
2,616.25 |
| S2 |
2,598.00 |
2,598.00 |
2,653.00 |
|
| S3 |
2,500.25 |
2,536.75 |
2,644.00 |
|
| S4 |
2,402.50 |
2,439.00 |
2,617.25 |
|
|
| 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 |
2,821.75 |
2,659.25 |
162.50 |
6.1% |
58.00 |
2.2% |
7% |
False |
True |
11,245 |
| 10 |
2,831.50 |
2,659.25 |
172.25 |
6.4% |
57.50 |
2.2% |
7% |
False |
True |
12,126 |
| 20 |
2,953.25 |
2,659.25 |
294.00 |
11.0% |
46.50 |
1.7% |
4% |
False |
True |
10,608 |
| 40 |
2,955.50 |
2,659.25 |
296.25 |
11.1% |
33.00 |
1.2% |
4% |
False |
True |
6,860 |
| 60 |
2,955.50 |
2,659.25 |
296.25 |
11.1% |
28.25 |
1.1% |
4% |
False |
True |
4,630 |
| 80 |
2,955.50 |
2,659.25 |
296.25 |
11.1% |
26.00 |
1.0% |
4% |
False |
True |
3,809 |
| 100 |
2,955.50 |
2,659.25 |
296.25 |
11.1% |
25.25 |
0.9% |
4% |
False |
True |
3,271 |
| 120 |
2,955.50 |
2,659.25 |
296.25 |
11.1% |
24.25 |
0.9% |
4% |
False |
True |
2,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.50 |
|
2.618 |
3,013.00 |
|
1.618 |
2,915.25 |
|
1.000 |
2,854.75 |
|
0.618 |
2,817.50 |
|
HIGH |
2,757.00 |
|
0.618 |
2,719.75 |
|
0.500 |
2,708.00 |
|
0.382 |
2,696.50 |
|
LOW |
2,659.25 |
|
0.618 |
2,598.75 |
|
1.000 |
2,561.50 |
|
1.618 |
2,501.00 |
|
2.618 |
2,403.25 |
|
4.250 |
2,243.75 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.00 |
2,724.50 |
| PP |
2,695.75 |
2,706.50 |
| S1 |
2,683.50 |
2,688.75 |
|