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 |
1,192.7 |
1,197.9 |
5.2 |
0.4% |
1,196.1 |
High |
1,198.6 |
1,230.0 |
31.4 |
2.6% |
1,212.3 |
Low |
1,188.5 |
1,194.7 |
6.2 |
0.5% |
1,188.1 |
Close |
1,193.4 |
1,227.6 |
34.2 |
2.9% |
1,205.6 |
Range |
10.1 |
35.3 |
25.2 |
249.5% |
24.2 |
ATR |
12.5 |
14.2 |
1.7 |
13.8% |
0.0 |
Volume |
248,561 |
531,781 |
283,220 |
113.9% |
1,387,222 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.3 |
1,310.8 |
1,247.0 |
|
R3 |
1,288.0 |
1,275.5 |
1,237.3 |
|
R2 |
1,252.7 |
1,252.7 |
1,234.1 |
|
R1 |
1,240.2 |
1,240.2 |
1,230.8 |
1,246.5 |
PP |
1,217.4 |
1,217.4 |
1,217.4 |
1,220.6 |
S1 |
1,204.9 |
1,204.9 |
1,224.4 |
1,211.2 |
S2 |
1,182.1 |
1,182.1 |
1,221.1 |
|
S3 |
1,146.8 |
1,169.6 |
1,217.9 |
|
S4 |
1,111.5 |
1,134.3 |
1,208.2 |
|
|
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 |
1,230.0 |
1,186.0 |
44.0 |
3.6% |
17.1 |
1.4% |
95% |
True |
False |
319,956 |
10 |
1,230.0 |
1,184.3 |
45.7 |
3.7% |
15.1 |
1.2% |
95% |
True |
False |
303,934 |
20 |
1,230.0 |
1,184.3 |
45.7 |
3.7% |
13.5 |
1.1% |
95% |
True |
False |
284,366 |
40 |
1,230.0 |
1,167.1 |
62.9 |
5.1% |
13.0 |
1.1% |
96% |
True |
False |
276,394 |
60 |
1,244.7 |
1,167.1 |
77.6 |
6.3% |
12.9 |
1.1% |
78% |
False |
False |
251,209 |
80 |
1,290.6 |
1,167.1 |
123.5 |
10.1% |
12.4 |
1.0% |
49% |
False |
False |
193,718 |
100 |
1,325.4 |
1,167.1 |
158.3 |
12.9% |
12.0 |
1.0% |
38% |
False |
False |
156,351 |
120 |
1,353.3 |
1,167.1 |
186.2 |
15.2% |
11.9 |
1.0% |
32% |
False |
False |
130,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.0 |
2.618 |
1,322.4 |
1.618 |
1,287.1 |
1.000 |
1,265.3 |
0.618 |
1,251.8 |
HIGH |
1,230.0 |
0.618 |
1,216.5 |
0.500 |
1,212.4 |
0.382 |
1,208.2 |
LOW |
1,194.7 |
0.618 |
1,172.9 |
1.000 |
1,159.4 |
1.618 |
1,137.6 |
2.618 |
1,102.3 |
4.250 |
1,044.7 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,222.5 |
1,221.2 |
PP |
1,217.4 |
1,214.7 |
S1 |
1,212.4 |
1,208.3 |
|