| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,682.50 |
2,684.25 |
1.75 |
0.1% |
2,765.75 |
| High |
2,730.00 |
2,698.00 |
-32.00 |
-1.2% |
2,789.50 |
| Low |
2,666.25 |
2,633.25 |
-33.00 |
-1.2% |
2,633.25 |
| Close |
2,695.00 |
2,675.50 |
-19.50 |
-0.7% |
2,675.50 |
| Range |
63.75 |
64.75 |
1.00 |
1.6% |
156.25 |
| ATR |
46.50 |
47.80 |
1.30 |
2.8% |
0.00 |
| Volume |
16,109 |
23,121 |
7,012 |
43.5% |
76,463 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.25 |
2,834.00 |
2,711.00 |
|
| R3 |
2,798.50 |
2,769.25 |
2,693.25 |
|
| R2 |
2,733.75 |
2,733.75 |
2,687.25 |
|
| R1 |
2,704.50 |
2,704.50 |
2,681.50 |
2,686.75 |
| PP |
2,669.00 |
2,669.00 |
2,669.00 |
2,660.00 |
| S1 |
2,639.75 |
2,639.75 |
2,669.50 |
2,622.00 |
| S2 |
2,604.25 |
2,604.25 |
2,663.75 |
|
| S3 |
2,539.50 |
2,575.00 |
2,657.75 |
|
| S4 |
2,474.75 |
2,510.25 |
2,640.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.25 |
3,078.00 |
2,761.50 |
|
| R3 |
3,012.00 |
2,921.75 |
2,718.50 |
|
| R2 |
2,855.75 |
2,855.75 |
2,704.25 |
|
| R1 |
2,765.50 |
2,765.50 |
2,689.75 |
2,732.50 |
| PP |
2,699.50 |
2,699.50 |
2,699.50 |
2,683.00 |
| S1 |
2,609.25 |
2,609.25 |
2,661.25 |
2,576.25 |
| S2 |
2,543.25 |
2,543.25 |
2,646.75 |
|
| S3 |
2,387.00 |
2,453.00 |
2,632.50 |
|
| S4 |
2,230.75 |
2,296.75 |
2,589.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.50 |
2,633.25 |
156.25 |
5.8% |
64.50 |
2.4% |
27% |
False |
True |
15,292 |
| 10 |
2,831.50 |
2,633.25 |
198.25 |
7.4% |
56.50 |
2.1% |
21% |
False |
True |
12,815 |
| 20 |
2,953.25 |
2,633.25 |
320.00 |
12.0% |
50.75 |
1.9% |
13% |
False |
True |
12,144 |
| 40 |
2,955.50 |
2,633.25 |
322.25 |
12.0% |
35.25 |
1.3% |
13% |
False |
True |
7,688 |
| 60 |
2,955.50 |
2,633.25 |
322.25 |
12.0% |
29.50 |
1.1% |
13% |
False |
True |
5,282 |
| 80 |
2,955.50 |
2,633.25 |
322.25 |
12.0% |
27.00 |
1.0% |
13% |
False |
True |
4,170 |
| 100 |
2,955.50 |
2,633.25 |
322.25 |
12.0% |
26.25 |
1.0% |
13% |
False |
True |
3,663 |
| 120 |
2,955.50 |
2,633.25 |
322.25 |
12.0% |
25.25 |
0.9% |
13% |
False |
True |
3,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.25 |
|
2.618 |
2,867.50 |
|
1.618 |
2,802.75 |
|
1.000 |
2,762.75 |
|
0.618 |
2,738.00 |
|
HIGH |
2,698.00 |
|
0.618 |
2,673.25 |
|
0.500 |
2,665.50 |
|
0.382 |
2,658.00 |
|
LOW |
2,633.25 |
|
0.618 |
2,593.25 |
|
1.000 |
2,568.50 |
|
1.618 |
2,528.50 |
|
2.618 |
2,463.75 |
|
4.250 |
2,358.00 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.25 |
2,695.00 |
| PP |
2,669.00 |
2,688.50 |
| S1 |
2,665.50 |
2,682.00 |
|