Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1,197.9 |
1,227.7 |
29.8 |
2.5% |
1,206.7 |
High |
1,230.0 |
1,228.1 |
-1.9 |
-0.2% |
1,230.0 |
Low |
1,194.7 |
1,219.3 |
24.6 |
2.1% |
1,186.0 |
Close |
1,227.6 |
1,222.0 |
-5.6 |
-0.5% |
1,222.0 |
Range |
35.3 |
8.8 |
-26.5 |
-75.1% |
44.0 |
ATR |
14.2 |
13.8 |
-0.4 |
-2.7% |
0.0 |
Volume |
531,781 |
318,233 |
-213,548 |
-40.2% |
1,662,538 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.5 |
1,244.6 |
1,226.8 |
|
R3 |
1,240.7 |
1,235.8 |
1,224.4 |
|
R2 |
1,231.9 |
1,231.9 |
1,223.6 |
|
R1 |
1,227.0 |
1,227.0 |
1,222.8 |
1,225.1 |
PP |
1,223.1 |
1,223.1 |
1,223.1 |
1,222.2 |
S1 |
1,218.2 |
1,218.2 |
1,221.2 |
1,216.3 |
S2 |
1,214.3 |
1,214.3 |
1,220.4 |
|
S3 |
1,205.5 |
1,209.4 |
1,219.6 |
|
S4 |
1,196.7 |
1,200.6 |
1,217.2 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.7 |
1,327.3 |
1,246.2 |
|
R3 |
1,300.7 |
1,283.3 |
1,234.1 |
|
R2 |
1,256.7 |
1,256.7 |
1,230.1 |
|
R1 |
1,239.3 |
1,239.3 |
1,226.0 |
1,248.0 |
PP |
1,212.7 |
1,212.7 |
1,212.7 |
1,217.0 |
S1 |
1,195.3 |
1,195.3 |
1,218.0 |
1,204.0 |
S2 |
1,168.7 |
1,168.7 |
1,213.9 |
|
S3 |
1,124.7 |
1,151.3 |
1,209.9 |
|
S4 |
1,080.7 |
1,107.3 |
1,197.8 |
|
|
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% |
82% |
False |
False |
332,507 |
10 |
1,230.0 |
1,186.0 |
44.0 |
3.6% |
14.6 |
1.2% |
82% |
False |
False |
304,976 |
20 |
1,230.0 |
1,184.3 |
45.7 |
3.7% |
13.1 |
1.1% |
82% |
False |
False |
286,165 |
40 |
1,230.0 |
1,178.5 |
51.5 |
4.2% |
12.7 |
1.0% |
84% |
False |
False |
275,297 |
60 |
1,244.7 |
1,167.1 |
77.6 |
6.4% |
12.8 |
1.0% |
71% |
False |
False |
255,419 |
80 |
1,285.9 |
1,167.1 |
118.8 |
9.7% |
12.4 |
1.0% |
46% |
False |
False |
197,573 |
100 |
1,325.4 |
1,167.1 |
158.3 |
13.0% |
12.0 |
1.0% |
35% |
False |
False |
159,481 |
120 |
1,351.2 |
1,167.1 |
184.1 |
15.1% |
11.9 |
1.0% |
30% |
False |
False |
133,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.5 |
2.618 |
1,251.1 |
1.618 |
1,242.3 |
1.000 |
1,236.9 |
0.618 |
1,233.5 |
HIGH |
1,228.1 |
0.618 |
1,224.7 |
0.500 |
1,223.7 |
0.382 |
1,222.7 |
LOW |
1,219.3 |
0.618 |
1,213.9 |
1.000 |
1,210.5 |
1.618 |
1,205.1 |
2.618 |
1,196.3 |
4.250 |
1,181.9 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,223.7 |
1,217.8 |
PP |
1,223.1 |
1,213.5 |
S1 |
1,222.6 |
1,209.3 |
|