| 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 |
11,443.5 |
11,619.5 |
176.0 |
1.5% |
12,065.0 |
| High |
11,604.5 |
11,769.5 |
165.0 |
1.4% |
12,072.0 |
| Low |
11,434.5 |
11,598.5 |
164.0 |
1.4% |
11,407.0 |
| Close |
11,604.5 |
11,763.0 |
158.5 |
1.4% |
11,498.0 |
| Range |
170.0 |
171.0 |
1.0 |
0.6% |
665.0 |
| ATR |
162.0 |
162.7 |
0.6 |
0.4% |
0.0 |
| Volume |
230 |
1,625 |
1,395 |
606.5% |
1,417 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,223.3 |
12,164.2 |
11,857.1 |
|
| R3 |
12,052.3 |
11,993.2 |
11,810.0 |
|
| R2 |
11,881.3 |
11,881.3 |
11,794.4 |
|
| R1 |
11,822.2 |
11,822.2 |
11,778.7 |
11,851.8 |
| PP |
11,710.3 |
11,710.3 |
11,710.3 |
11,725.1 |
| S1 |
11,651.2 |
11,651.2 |
11,747.3 |
11,680.8 |
| S2 |
11,539.3 |
11,539.3 |
11,731.7 |
|
| S3 |
11,368.3 |
11,480.2 |
11,716.0 |
|
| S4 |
11,197.3 |
11,309.2 |
11,669.0 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,654.0 |
13,241.0 |
11,863.8 |
|
| R3 |
12,989.0 |
12,576.0 |
11,680.9 |
|
| R2 |
12,324.0 |
12,324.0 |
11,619.9 |
|
| R1 |
11,911.0 |
11,911.0 |
11,559.0 |
11,785.0 |
| PP |
11,659.0 |
11,659.0 |
11,659.0 |
11,596.0 |
| S1 |
11,246.0 |
11,246.0 |
11,437.0 |
11,120.0 |
| S2 |
10,994.0 |
10,994.0 |
11,376.1 |
|
| S3 |
10,329.0 |
10,581.0 |
11,315.1 |
|
| S4 |
9,664.0 |
9,916.0 |
11,132.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,973.0 |
11,407.0 |
566.0 |
4.8% |
236.5 |
2.0% |
63% |
False |
False |
488 |
| 10 |
12,322.0 |
11,407.0 |
915.0 |
7.8% |
196.2 |
1.7% |
39% |
False |
False |
426 |
| 20 |
12,436.0 |
11,407.0 |
1,029.0 |
8.7% |
148.8 |
1.3% |
35% |
False |
False |
281 |
| 40 |
12,542.0 |
11,407.0 |
1,135.0 |
9.6% |
112.1 |
1.0% |
31% |
False |
False |
210 |
| 60 |
12,840.5 |
11,407.0 |
1,433.5 |
12.2% |
87.5 |
0.7% |
25% |
False |
False |
143 |
| 80 |
12,840.5 |
11,407.0 |
1,433.5 |
12.2% |
72.6 |
0.6% |
25% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,496.3 |
|
2.618 |
12,217.2 |
|
1.618 |
12,046.2 |
|
1.000 |
11,940.5 |
|
0.618 |
11,875.2 |
|
HIGH |
11,769.5 |
|
0.618 |
11,704.2 |
|
0.500 |
11,684.0 |
|
0.382 |
11,663.8 |
|
LOW |
11,598.5 |
|
0.618 |
11,492.8 |
|
1.000 |
11,427.5 |
|
1.618 |
11,321.8 |
|
2.618 |
11,150.8 |
|
4.250 |
10,871.8 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,736.7 |
11,709.3 |
| PP |
11,710.3 |
11,655.7 |
| S1 |
11,684.0 |
11,602.0 |
|