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 |
6,613.23 |
6,570.39 |
-42.84 |
-0.6% |
6,652.18 |
High |
6,640.53 |
6,579.76 |
-60.77 |
-0.9% |
6,657.87 |
Low |
6,495.16 |
6,186.73 |
-308.43 |
-4.7% |
6,425.25 |
Close |
6,570.39 |
6,240.18 |
-330.21 |
-5.0% |
6,558.37 |
Range |
145.37 |
393.03 |
247.66 |
170.4% |
232.62 |
ATR |
221.22 |
233.50 |
12.27 |
5.5% |
0.00 |
Volume |
41,323 |
99,817 |
58,494 |
141.6% |
203,395 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,514.65 |
7,270.44 |
6,456.35 |
|
R3 |
7,121.62 |
6,877.41 |
6,348.26 |
|
R2 |
6,728.59 |
6,728.59 |
6,312.24 |
|
R1 |
6,484.38 |
6,484.38 |
6,276.21 |
6,409.97 |
PP |
6,335.56 |
6,335.56 |
6,335.56 |
6,298.35 |
S1 |
6,091.35 |
6,091.35 |
6,204.15 |
6,016.94 |
S2 |
5,942.53 |
5,942.53 |
6,168.12 |
|
S3 |
5,549.50 |
5,698.32 |
6,132.10 |
|
S4 |
5,156.47 |
5,305.29 |
6,024.01 |
|
|
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 |
6,186.73 |
502.02 |
8.0% |
170.54 |
2.7% |
11% |
False |
True |
49,351 |
10 |
6,804.31 |
6,186.73 |
617.58 |
9.9% |
174.92 |
2.8% |
9% |
False |
True |
48,995 |
20 |
6,826.49 |
6,129.09 |
697.40 |
11.2% |
218.03 |
3.5% |
16% |
False |
False |
52,861 |
40 |
7,405.24 |
6,120.70 |
1,284.54 |
20.6% |
257.42 |
4.1% |
9% |
False |
False |
58,747 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
41.5% |
316.44 |
5.1% |
13% |
False |
False |
66,168 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
43.0% |
321.05 |
5.1% |
16% |
False |
False |
64,671 |
100 |
8,485.03 |
5,803.02 |
2,682.01 |
43.0% |
329.50 |
5.3% |
16% |
False |
False |
66,844 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
66.7% |
356.80 |
5.7% |
10% |
False |
False |
69,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,250.14 |
2.618 |
7,608.71 |
1.618 |
7,215.68 |
1.000 |
6,972.79 |
0.618 |
6,822.65 |
HIGH |
6,579.76 |
0.618 |
6,429.62 |
0.500 |
6,383.25 |
0.382 |
6,336.87 |
LOW |
6,186.73 |
0.618 |
5,943.84 |
1.000 |
5,793.70 |
1.618 |
5,550.81 |
2.618 |
5,157.78 |
4.250 |
4,516.35 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,383.25 |
6,427.32 |
PP |
6,335.56 |
6,364.94 |
S1 |
6,287.87 |
6,302.56 |
|