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 |
3,301.0 |
3,304.0 |
3.0 |
0.1% |
3,391.0 |
High |
3,321.0 |
3,313.0 |
-8.0 |
-0.2% |
3,413.0 |
Low |
3,265.0 |
3,228.0 |
-37.0 |
-1.1% |
3,316.0 |
Close |
3,313.0 |
3,261.0 |
-52.0 |
-1.6% |
3,331.0 |
Range |
56.0 |
85.0 |
29.0 |
51.8% |
97.0 |
ATR |
39.8 |
43.1 |
3.2 |
8.1% |
0.0 |
Volume |
1,372,049 |
2,410,990 |
1,038,941 |
75.7% |
4,707,907 |
|
Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.3 |
3,476.7 |
3,307.8 |
|
R3 |
3,437.3 |
3,391.7 |
3,284.4 |
|
R2 |
3,352.3 |
3,352.3 |
3,276.6 |
|
R1 |
3,306.7 |
3,306.7 |
3,268.8 |
3,287.0 |
PP |
3,267.3 |
3,267.3 |
3,267.3 |
3,257.5 |
S1 |
3,221.7 |
3,221.7 |
3,253.2 |
3,202.0 |
S2 |
3,182.3 |
3,182.3 |
3,245.4 |
|
S3 |
3,097.3 |
3,136.7 |
3,237.6 |
|
S4 |
3,012.3 |
3,051.7 |
3,214.3 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.3 |
3,584.7 |
3,384.4 |
|
R3 |
3,547.3 |
3,487.7 |
3,357.7 |
|
R2 |
3,450.3 |
3,450.3 |
3,348.8 |
|
R1 |
3,390.7 |
3,390.7 |
3,339.9 |
3,372.0 |
PP |
3,353.3 |
3,353.3 |
3,353.3 |
3,344.0 |
S1 |
3,293.7 |
3,293.7 |
3,322.1 |
3,275.0 |
S2 |
3,256.3 |
3,256.3 |
3,313.2 |
|
S3 |
3,159.3 |
3,196.7 |
3,304.3 |
|
S4 |
3,062.3 |
3,099.7 |
3,277.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,387.0 |
3,228.0 |
159.0 |
4.9% |
55.8 |
1.7% |
21% |
False |
True |
1,385,182 |
10 |
3,442.0 |
3,228.0 |
214.0 |
6.6% |
49.3 |
1.5% |
15% |
False |
True |
1,185,741 |
20 |
3,442.0 |
3,228.0 |
214.0 |
6.6% |
38.3 |
1.2% |
15% |
False |
True |
1,036,159 |
40 |
3,444.0 |
3,228.0 |
216.0 |
6.6% |
35.3 |
1.1% |
15% |
False |
True |
539,031 |
60 |
3,515.0 |
3,228.0 |
287.0 |
8.8% |
32.6 |
1.0% |
11% |
False |
True |
359,622 |
80 |
3,515.0 |
3,228.0 |
287.0 |
8.8% |
33.1 |
1.0% |
11% |
False |
True |
270,366 |
100 |
3,518.0 |
3,228.0 |
290.0 |
8.9% |
34.8 |
1.1% |
11% |
False |
True |
218,230 |
120 |
3,547.0 |
3,228.0 |
319.0 |
9.8% |
31.3 |
1.0% |
10% |
False |
True |
182,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,674.3 |
2.618 |
3,535.5 |
1.618 |
3,450.5 |
1.000 |
3,398.0 |
0.618 |
3,365.5 |
HIGH |
3,313.0 |
0.618 |
3,280.5 |
0.500 |
3,270.5 |
0.382 |
3,260.5 |
LOW |
3,228.0 |
0.618 |
3,175.5 |
1.000 |
3,143.0 |
1.618 |
3,090.5 |
2.618 |
3,005.5 |
4.250 |
2,866.8 |
|
|
Fisher Pivots for day following 10-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,270.5 |
3,281.0 |
PP |
3,267.3 |
3,274.3 |
S1 |
3,264.2 |
3,267.7 |
|