Trading Metrics calculated at close of trading on 15-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,240.05 |
6,282.87 |
42.82 |
0.7% |
6,558.37 |
High |
6,306.40 |
6,980.29 |
673.89 |
10.7% |
6,688.75 |
Low |
6,176.67 |
6,202.12 |
25.45 |
0.4% |
6,176.67 |
Close |
6,281.50 |
6,429.25 |
147.75 |
2.4% |
6,281.50 |
Range |
129.73 |
778.17 |
648.44 |
499.8% |
512.08 |
ATR |
226.08 |
265.52 |
39.43 |
17.4% |
0.00 |
Volume |
40,973 |
169,510 |
128,537 |
313.7% |
255,747 |
|
Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,871.73 |
8,428.66 |
6,857.24 |
|
R3 |
8,093.56 |
7,650.49 |
6,643.25 |
|
R2 |
7,315.39 |
7,315.39 |
6,571.91 |
|
R1 |
6,872.32 |
6,872.32 |
6,500.58 |
7,093.86 |
PP |
6,537.22 |
6,537.22 |
6,537.22 |
6,647.99 |
S1 |
6,094.15 |
6,094.15 |
6,357.92 |
6,315.69 |
S2 |
5,759.05 |
5,759.05 |
6,286.59 |
|
S3 |
4,980.88 |
5,315.98 |
6,215.25 |
|
S4 |
4,202.71 |
4,537.81 |
6,001.26 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,918.55 |
7,612.10 |
6,563.14 |
|
R3 |
7,406.47 |
7,100.02 |
6,422.32 |
|
R2 |
6,894.39 |
6,894.39 |
6,375.38 |
|
R1 |
6,587.94 |
6,587.94 |
6,328.44 |
6,485.13 |
PP |
6,382.31 |
6,382.31 |
6,382.31 |
6,330.90 |
S1 |
6,075.86 |
6,075.86 |
6,234.56 |
5,973.05 |
S2 |
5,870.23 |
5,870.23 |
6,187.62 |
|
S3 |
5,358.15 |
5,563.78 |
6,140.68 |
|
S4 |
4,846.07 |
5,051.70 |
5,999.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,980.29 |
6,176.67 |
803.62 |
12.5% |
304.42 |
4.7% |
31% |
True |
False |
76,495 |
10 |
6,980.29 |
6,176.67 |
803.62 |
12.5% |
220.83 |
3.4% |
31% |
True |
False |
58,722 |
20 |
6,980.29 |
6,129.09 |
851.20 |
13.2% |
236.14 |
3.7% |
35% |
True |
False |
58,122 |
40 |
7,405.24 |
6,120.70 |
1,284.54 |
20.0% |
265.78 |
4.1% |
24% |
False |
False |
60,870 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
40.3% |
321.37 |
5.0% |
21% |
False |
False |
67,530 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.7% |
328.13 |
5.1% |
23% |
False |
False |
66,279 |
100 |
8,485.03 |
5,803.02 |
2,682.01 |
41.7% |
328.80 |
5.1% |
23% |
False |
False |
67,328 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
64.8% |
351.43 |
5.5% |
15% |
False |
False |
68,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,287.51 |
2.618 |
9,017.54 |
1.618 |
8,239.37 |
1.000 |
7,758.46 |
0.618 |
7,461.20 |
HIGH |
6,980.29 |
0.618 |
6,683.03 |
0.500 |
6,591.21 |
0.382 |
6,499.38 |
LOW |
6,202.12 |
0.618 |
5,721.21 |
1.000 |
5,423.95 |
1.618 |
4,943.04 |
2.618 |
4,164.87 |
4.250 |
2,894.90 |
|
|
Fisher Pivots for day following 15-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,591.21 |
6,578.48 |
PP |
6,537.22 |
6,528.74 |
S1 |
6,483.24 |
6,478.99 |
|