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 |
1,227.7 |
1,221.2 |
-6.5 |
-0.5% |
1,206.7 |
High |
1,228.1 |
1,236.9 |
8.8 |
0.7% |
1,230.0 |
Low |
1,219.3 |
1,220.4 |
1.1 |
0.1% |
1,186.0 |
Close |
1,222.0 |
1,230.3 |
8.3 |
0.7% |
1,222.0 |
Range |
8.8 |
16.5 |
7.7 |
87.5% |
44.0 |
ATR |
13.8 |
14.0 |
0.2 |
1.4% |
0.0 |
Volume |
318,233 |
291,572 |
-26,661 |
-8.4% |
1,662,538 |
|
Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.7 |
1,271.0 |
1,239.4 |
|
R3 |
1,262.2 |
1,254.5 |
1,234.8 |
|
R2 |
1,245.7 |
1,245.7 |
1,233.3 |
|
R1 |
1,238.0 |
1,238.0 |
1,231.8 |
1,241.9 |
PP |
1,229.2 |
1,229.2 |
1,229.2 |
1,231.1 |
S1 |
1,221.5 |
1,221.5 |
1,228.8 |
1,225.4 |
S2 |
1,212.7 |
1,212.7 |
1,227.3 |
|
S3 |
1,196.2 |
1,205.0 |
1,225.8 |
|
S4 |
1,179.7 |
1,188.5 |
1,221.2 |
|
|
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 |
1,236.9 |
1,186.6 |
50.3 |
4.1% |
16.0 |
1.3% |
87% |
True |
False |
326,802 |
10 |
1,236.9 |
1,186.0 |
50.9 |
4.1% |
15.4 |
1.3% |
87% |
True |
False |
312,082 |
20 |
1,236.9 |
1,184.3 |
52.6 |
4.3% |
13.3 |
1.1% |
87% |
True |
False |
290,247 |
40 |
1,236.9 |
1,184.3 |
52.6 |
4.3% |
12.7 |
1.0% |
87% |
True |
False |
276,191 |
60 |
1,244.7 |
1,167.1 |
77.6 |
6.3% |
12.8 |
1.0% |
81% |
False |
False |
259,360 |
80 |
1,285.9 |
1,167.1 |
118.8 |
9.7% |
12.5 |
1.0% |
53% |
False |
False |
201,118 |
100 |
1,325.4 |
1,167.1 |
158.3 |
12.9% |
12.1 |
1.0% |
40% |
False |
False |
162,266 |
120 |
1,345.6 |
1,167.1 |
178.5 |
14.5% |
11.9 |
1.0% |
35% |
False |
False |
135,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.0 |
2.618 |
1,280.1 |
1.618 |
1,263.6 |
1.000 |
1,253.4 |
0.618 |
1,247.1 |
HIGH |
1,236.9 |
0.618 |
1,230.6 |
0.500 |
1,228.7 |
0.382 |
1,226.7 |
LOW |
1,220.4 |
0.618 |
1,210.2 |
1.000 |
1,203.9 |
1.618 |
1,193.7 |
2.618 |
1,177.2 |
4.250 |
1,150.3 |
|
|
Fisher Pivots for day following 15-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,229.8 |
1,225.5 |
PP |
1,229.2 |
1,220.6 |
S1 |
1,228.7 |
1,215.8 |
|