| 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 |
12.27 |
12.40 |
0.13 |
1.1% |
13.41 |
| High |
12.48 |
12.44 |
-0.04 |
-0.3% |
13.50 |
| Low |
12.03 |
11.98 |
-0.05 |
-0.4% |
12.60 |
| Close |
12.37 |
11.99 |
-0.38 |
-3.1% |
12.70 |
| Range |
0.45 |
0.46 |
0.02 |
3.4% |
0.91 |
| ATR |
0.35 |
0.36 |
0.01 |
2.2% |
0.00 |
| Volume |
4,863,300 |
1,820,200 |
-3,043,100 |
-62.6% |
6,836,400 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.52 |
13.21 |
12.24 |
|
| R3 |
13.06 |
12.75 |
12.12 |
|
| R2 |
12.60 |
12.60 |
12.07 |
|
| R1 |
12.29 |
12.29 |
12.03 |
12.22 |
| PP |
12.14 |
12.14 |
12.14 |
12.10 |
| S1 |
11.83 |
11.83 |
11.95 |
11.76 |
| S2 |
11.68 |
11.68 |
11.91 |
|
| S3 |
11.22 |
11.37 |
11.86 |
|
| S4 |
10.76 |
10.91 |
11.74 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15.65 |
15.08 |
13.20 |
|
| R3 |
14.74 |
14.17 |
12.95 |
|
| R2 |
13.84 |
13.84 |
12.87 |
|
| R1 |
13.27 |
13.27 |
12.78 |
13.10 |
| PP |
12.93 |
12.93 |
12.93 |
12.85 |
| S1 |
12.36 |
12.36 |
12.62 |
12.20 |
| S2 |
12.03 |
12.03 |
12.53 |
|
| S3 |
11.12 |
11.46 |
12.45 |
|
| S4 |
10.22 |
10.55 |
12.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13.02 |
11.98 |
1.04 |
8.7% |
0.41 |
3.5% |
1% |
False |
True |
2,243,244 |
| 10 |
13.50 |
11.98 |
1.52 |
12.7% |
0.35 |
2.9% |
1% |
False |
True |
1,856,142 |
| 20 |
14.06 |
11.98 |
2.08 |
17.3% |
0.35 |
2.9% |
0% |
False |
True |
1,858,926 |
| 40 |
14.84 |
11.98 |
2.86 |
23.9% |
0.33 |
2.7% |
0% |
False |
True |
1,639,861 |
| 60 |
14.84 |
11.98 |
2.86 |
23.9% |
0.34 |
2.8% |
0% |
False |
True |
1,544,898 |
| 80 |
18.25 |
11.98 |
6.27 |
52.3% |
0.36 |
3.0% |
0% |
False |
True |
1,916,898 |
| 100 |
18.25 |
11.98 |
6.27 |
52.3% |
0.37 |
3.1% |
0% |
False |
True |
2,148,803 |
| 120 |
18.25 |
6.66 |
11.59 |
96.7% |
0.36 |
3.0% |
46% |
False |
False |
2,346,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14.40 |
|
2.618 |
13.64 |
|
1.618 |
13.18 |
|
1.000 |
12.90 |
|
0.618 |
12.72 |
|
HIGH |
12.44 |
|
0.618 |
12.26 |
|
0.500 |
12.21 |
|
0.382 |
12.16 |
|
LOW |
11.98 |
|
0.618 |
11.70 |
|
1.000 |
11.52 |
|
1.618 |
11.24 |
|
2.618 |
10.78 |
|
4.250 |
10.03 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12.21 |
12.50 |
| PP |
12.14 |
12.33 |
| S1 |
12.06 |
12.16 |
|