Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,433.30 |
6,501.16 |
67.86 |
1.1% |
6,282.87 |
High |
6,530.45 |
6,561.42 |
30.97 |
0.5% |
6,980.29 |
Low |
6,383.39 |
6,465.50 |
82.11 |
1.3% |
6,202.12 |
Close |
6,501.16 |
6,515.97 |
14.81 |
0.2% |
6,476.27 |
Range |
147.06 |
95.92 |
-51.14 |
-34.8% |
778.17 |
ATR |
230.10 |
220.52 |
-9.58 |
-4.2% |
0.00 |
Volume |
34,385 |
34,914 |
529 |
1.5% |
345,692 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,802.06 |
6,754.93 |
6,568.73 |
|
R3 |
6,706.14 |
6,659.01 |
6,542.35 |
|
R2 |
6,610.22 |
6,610.22 |
6,533.56 |
|
R1 |
6,563.09 |
6,563.09 |
6,524.76 |
6,586.66 |
PP |
6,514.30 |
6,514.30 |
6,514.30 |
6,526.08 |
S1 |
6,467.17 |
6,467.17 |
6,507.18 |
6,490.74 |
S2 |
6,418.38 |
6,418.38 |
6,498.38 |
|
S3 |
6,322.46 |
6,371.25 |
6,489.59 |
|
S4 |
6,226.54 |
6,275.33 |
6,463.21 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,887.40 |
8,460.01 |
6,904.26 |
|
R3 |
8,109.23 |
7,681.84 |
6,690.27 |
|
R2 |
7,331.06 |
7,331.06 |
6,618.93 |
|
R1 |
6,903.67 |
6,903.67 |
6,547.60 |
7,117.37 |
PP |
6,552.89 |
6,552.89 |
6,552.89 |
6,659.74 |
S1 |
6,125.50 |
6,125.50 |
6,404.94 |
6,339.20 |
S2 |
5,774.72 |
5,774.72 |
6,333.61 |
|
S3 |
4,996.55 |
5,347.33 |
6,262.27 |
|
S4 |
4,218.38 |
4,569.16 |
6,048.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,632.71 |
6,383.39 |
249.32 |
3.8% |
148.03 |
2.3% |
53% |
False |
False |
33,136 |
10 |
6,980.29 |
6,176.67 |
803.62 |
12.3% |
241.33 |
3.7% |
42% |
False |
False |
57,346 |
20 |
6,980.29 |
6,176.67 |
803.62 |
12.3% |
202.95 |
3.1% |
42% |
False |
False |
50,660 |
40 |
7,405.24 |
6,120.70 |
1,284.54 |
19.7% |
238.28 |
3.7% |
31% |
False |
False |
56,072 |
60 |
7,778.77 |
5,894.44 |
1,884.33 |
28.9% |
285.16 |
4.4% |
33% |
False |
False |
62,052 |
80 |
8,485.03 |
5,894.44 |
2,590.59 |
39.8% |
307.64 |
4.7% |
24% |
False |
False |
63,556 |
100 |
8,485.03 |
5,803.02 |
2,682.01 |
41.2% |
316.80 |
4.9% |
27% |
False |
False |
63,389 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.9% |
335.00 |
5.1% |
17% |
False |
False |
66,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,969.08 |
2.618 |
6,812.54 |
1.618 |
6,716.62 |
1.000 |
6,657.34 |
0.618 |
6,620.70 |
HIGH |
6,561.42 |
0.618 |
6,524.78 |
0.500 |
6,513.46 |
0.382 |
6,502.14 |
LOW |
6,465.50 |
0.618 |
6,406.22 |
1.000 |
6,369.58 |
1.618 |
6,310.30 |
2.618 |
6,214.38 |
4.250 |
6,057.84 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,515.13 |
6,501.45 |
PP |
6,514.30 |
6,486.93 |
S1 |
6,513.46 |
6,472.41 |
|