| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,189.57 |
1,194.31 |
4.74 |
0.4% |
1,191.85 |
| High |
1,194.45 |
1,225.38 |
30.93 |
2.6% |
1,207.78 |
| Low |
1,185.50 |
1,191.21 |
5.71 |
0.5% |
1,184.83 |
| Close |
1,194.34 |
1,224.77 |
30.43 |
2.5% |
1,202.70 |
| Range |
8.95 |
34.17 |
25.22 |
281.8% |
22.95 |
| ATR |
11.17 |
12.82 |
1.64 |
14.7% |
0.00 |
| Volume |
8,847 |
8,822 |
-25 |
-0.3% |
49,988 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.30 |
1,304.70 |
1,243.56 |
|
| R3 |
1,282.13 |
1,270.53 |
1,234.17 |
|
| R2 |
1,247.96 |
1,247.96 |
1,231.03 |
|
| R1 |
1,236.36 |
1,236.36 |
1,227.90 |
1,242.16 |
| PP |
1,213.79 |
1,213.79 |
1,213.79 |
1,216.69 |
| S1 |
1,202.19 |
1,202.19 |
1,221.64 |
1,207.99 |
| S2 |
1,179.62 |
1,179.62 |
1,218.51 |
|
| S3 |
1,145.45 |
1,168.02 |
1,215.37 |
|
| S4 |
1,111.28 |
1,133.85 |
1,205.98 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.29 |
1,257.94 |
1,215.32 |
|
| R3 |
1,244.34 |
1,234.99 |
1,209.01 |
|
| R2 |
1,221.39 |
1,221.39 |
1,206.91 |
|
| R1 |
1,212.04 |
1,212.04 |
1,204.80 |
1,216.72 |
| PP |
1,198.44 |
1,198.44 |
1,198.44 |
1,200.77 |
| S1 |
1,189.09 |
1,189.09 |
1,200.60 |
1,193.77 |
| S2 |
1,175.49 |
1,175.49 |
1,198.49 |
|
| S3 |
1,152.54 |
1,166.14 |
1,196.39 |
|
| S4 |
1,129.59 |
1,143.19 |
1,190.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,225.38 |
1,184.03 |
41.35 |
3.4% |
15.58 |
1.3% |
99% |
True |
False |
9,226 |
| 10 |
1,225.38 |
1,181.06 |
44.32 |
3.6% |
13.80 |
1.1% |
99% |
True |
False |
9,711 |
| 20 |
1,225.38 |
1,181.06 |
44.32 |
3.6% |
12.30 |
1.0% |
99% |
True |
False |
9,750 |
| 40 |
1,225.38 |
1,171.87 |
53.51 |
4.4% |
11.52 |
0.9% |
99% |
True |
False |
9,961 |
| 60 |
1,234.76 |
1,160.75 |
74.01 |
6.0% |
11.68 |
1.0% |
87% |
False |
False |
10,028 |
| 80 |
1,272.20 |
1,160.75 |
111.45 |
9.1% |
11.39 |
0.9% |
57% |
False |
False |
10,362 |
| 100 |
1,308.89 |
1,160.75 |
148.14 |
12.1% |
10.99 |
0.9% |
43% |
False |
False |
10,303 |
| 120 |
1,325.56 |
1,160.75 |
164.81 |
13.5% |
11.01 |
0.9% |
39% |
False |
False |
10,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.60 |
|
2.618 |
1,314.84 |
|
1.618 |
1,280.67 |
|
1.000 |
1,259.55 |
|
0.618 |
1,246.50 |
|
HIGH |
1,225.38 |
|
0.618 |
1,212.33 |
|
0.500 |
1,208.30 |
|
0.382 |
1,204.26 |
|
LOW |
1,191.21 |
|
0.618 |
1,170.09 |
|
1.000 |
1,157.04 |
|
1.618 |
1,135.92 |
|
2.618 |
1,101.75 |
|
4.250 |
1,045.99 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.28 |
1,218.16 |
| PP |
1,213.79 |
1,211.55 |
| S1 |
1,208.30 |
1,204.94 |
|