| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
6,664.03 |
6,613.23 |
-50.80 |
-0.8% |
6,652.18 |
| High |
6,667.91 |
6,640.53 |
-27.38 |
-0.4% |
6,657.87 |
| Low |
6,592.10 |
6,495.16 |
-96.94 |
-1.5% |
6,425.25 |
| Close |
6,613.23 |
6,570.39 |
-42.84 |
-0.6% |
6,558.37 |
| Range |
75.81 |
145.37 |
69.56 |
91.8% |
232.62 |
| ATR |
227.06 |
221.22 |
-5.83 |
-2.6% |
0.00 |
| Volume |
30,854 |
41,323 |
10,469 |
33.9% |
203,395 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,004.80 |
6,932.97 |
6,650.34 |
|
| R3 |
6,859.43 |
6,787.60 |
6,610.37 |
|
| R2 |
6,714.06 |
6,714.06 |
6,597.04 |
|
| R1 |
6,642.23 |
6,642.23 |
6,583.72 |
6,605.46 |
| PP |
6,568.69 |
6,568.69 |
6,568.69 |
6,550.31 |
| S1 |
6,496.86 |
6,496.86 |
6,557.06 |
6,460.09 |
| S2 |
6,423.32 |
6,423.32 |
6,543.74 |
|
| S3 |
6,277.95 |
6,351.49 |
6,530.41 |
|
| S4 |
6,132.58 |
6,206.12 |
6,490.44 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,245.02 |
7,134.32 |
6,686.31 |
|
| R3 |
7,012.40 |
6,901.70 |
6,622.34 |
|
| R2 |
6,779.78 |
6,779.78 |
6,601.02 |
|
| R1 |
6,669.08 |
6,669.08 |
6,579.69 |
6,608.12 |
| PP |
6,547.16 |
6,547.16 |
6,547.16 |
6,516.69 |
| S1 |
6,436.46 |
6,436.46 |
6,537.05 |
6,375.50 |
| S2 |
6,314.54 |
6,314.54 |
6,515.72 |
|
| S3 |
6,081.92 |
6,203.84 |
6,494.40 |
|
| S4 |
5,849.30 |
5,971.22 |
6,430.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,688.75 |
6,438.30 |
250.45 |
3.8% |
127.98 |
1.9% |
53% |
False |
False |
37,259 |
| 10 |
6,804.31 |
6,425.25 |
379.06 |
5.8% |
164.58 |
2.5% |
38% |
False |
False |
43,975 |
| 20 |
6,826.49 |
6,129.09 |
697.40 |
10.6% |
209.59 |
3.2% |
63% |
False |
False |
50,776 |
| 40 |
7,405.24 |
6,072.61 |
1,332.63 |
20.3% |
261.25 |
4.0% |
37% |
False |
False |
59,357 |
| 60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.4% |
315.43 |
4.8% |
26% |
False |
False |
66,064 |
| 80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.8% |
318.17 |
4.8% |
29% |
False |
False |
63,998 |
| 100 |
8,577.01 |
5,803.02 |
2,773.99 |
42.2% |
329.85 |
5.0% |
28% |
False |
False |
66,280 |
| 120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.4% |
357.89 |
5.4% |
18% |
False |
False |
68,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,258.35 |
|
2.618 |
7,021.11 |
|
1.618 |
6,875.74 |
|
1.000 |
6,785.90 |
|
0.618 |
6,730.37 |
|
HIGH |
6,640.53 |
|
0.618 |
6,585.00 |
|
0.500 |
6,567.85 |
|
0.382 |
6,550.69 |
|
LOW |
6,495.16 |
|
0.618 |
6,405.32 |
|
1.000 |
6,349.79 |
|
1.618 |
6,259.95 |
|
2.618 |
6,114.58 |
|
4.250 |
5,877.34 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,569.54 |
6,591.96 |
| PP |
6,568.69 |
6,584.77 |
| S1 |
6,567.85 |
6,577.58 |
|