| 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 |
1,192.2 |
1,192.7 |
0.5 |
0.0% |
1,196.1 |
| High |
1,195.8 |
1,198.6 |
2.8 |
0.2% |
1,212.3 |
| Low |
1,186.6 |
1,188.5 |
1.9 |
0.2% |
1,188.1 |
| Close |
1,191.5 |
1,193.4 |
1.9 |
0.2% |
1,205.6 |
| Range |
9.2 |
10.1 |
0.9 |
9.8% |
24.2 |
| ATR |
12.7 |
12.5 |
-0.2 |
-1.4% |
0.0 |
| Volume |
243,864 |
248,561 |
4,697 |
1.9% |
1,387,222 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.8 |
1,218.7 |
1,199.0 |
|
| R3 |
1,213.7 |
1,208.6 |
1,196.2 |
|
| R2 |
1,203.6 |
1,203.6 |
1,195.3 |
|
| R1 |
1,198.5 |
1,198.5 |
1,194.3 |
1,201.1 |
| PP |
1,193.5 |
1,193.5 |
1,193.5 |
1,194.8 |
| S1 |
1,188.4 |
1,188.4 |
1,192.5 |
1,191.0 |
| S2 |
1,183.4 |
1,183.4 |
1,191.5 |
|
| S3 |
1,173.3 |
1,178.3 |
1,190.6 |
|
| S4 |
1,163.2 |
1,168.2 |
1,187.8 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.6 |
1,264.3 |
1,218.9 |
|
| R3 |
1,250.4 |
1,240.1 |
1,212.3 |
|
| R2 |
1,226.2 |
1,226.2 |
1,210.0 |
|
| R1 |
1,215.9 |
1,215.9 |
1,207.8 |
1,221.1 |
| PP |
1,202.0 |
1,202.0 |
1,202.0 |
1,204.6 |
| S1 |
1,191.7 |
1,191.7 |
1,203.4 |
1,196.9 |
| S2 |
1,177.8 |
1,177.8 |
1,201.2 |
|
| S3 |
1,153.6 |
1,167.5 |
1,198.9 |
|
| S4 |
1,129.4 |
1,143.3 |
1,192.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.7 |
1,186.0 |
24.7 |
2.1% |
12.3 |
1.0% |
30% |
False |
False |
271,769 |
| 10 |
1,212.3 |
1,184.3 |
28.0 |
2.3% |
13.2 |
1.1% |
33% |
False |
False |
285,861 |
| 20 |
1,218.0 |
1,184.3 |
33.7 |
2.8% |
12.4 |
1.0% |
27% |
False |
False |
272,995 |
| 40 |
1,220.7 |
1,167.1 |
53.6 |
4.5% |
12.7 |
1.1% |
49% |
False |
False |
272,541 |
| 60 |
1,244.7 |
1,167.1 |
77.6 |
6.5% |
12.5 |
1.0% |
34% |
False |
False |
242,917 |
| 80 |
1,298.5 |
1,167.1 |
131.4 |
11.0% |
12.1 |
1.0% |
20% |
False |
False |
187,145 |
| 100 |
1,325.4 |
1,167.1 |
158.3 |
13.3% |
11.8 |
1.0% |
17% |
False |
False |
151,084 |
| 120 |
1,356.0 |
1,167.1 |
188.9 |
15.8% |
11.7 |
1.0% |
14% |
False |
False |
126,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,241.5 |
|
2.618 |
1,225.0 |
|
1.618 |
1,214.9 |
|
1.000 |
1,208.7 |
|
0.618 |
1,204.8 |
|
HIGH |
1,198.6 |
|
0.618 |
1,194.7 |
|
0.500 |
1,193.6 |
|
0.382 |
1,192.4 |
|
LOW |
1,188.5 |
|
0.618 |
1,182.3 |
|
1.000 |
1,178.4 |
|
1.618 |
1,172.2 |
|
2.618 |
1,162.1 |
|
4.250 |
1,145.6 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.6 |
1,197.0 |
| PP |
1,193.5 |
1,195.8 |
| S1 |
1,193.5 |
1,194.6 |
|