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 |
3,304.0 |
3,199.0 |
-105.0 |
-3.2% |
3,391.0 |
High |
3,313.0 |
3,244.0 |
-69.0 |
-2.1% |
3,413.0 |
Low |
3,228.0 |
3,163.0 |
-65.0 |
-2.0% |
3,316.0 |
Close |
3,261.0 |
3,202.0 |
-59.0 |
-1.8% |
3,331.0 |
Range |
85.0 |
81.0 |
-4.0 |
-4.7% |
97.0 |
ATR |
43.1 |
47.0 |
3.9 |
9.1% |
0.0 |
Volume |
2,410,990 |
1,455,040 |
-955,950 |
-39.6% |
4,707,907 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,446.0 |
3,405.0 |
3,246.6 |
|
R3 |
3,365.0 |
3,324.0 |
3,224.3 |
|
R2 |
3,284.0 |
3,284.0 |
3,216.9 |
|
R1 |
3,243.0 |
3,243.0 |
3,209.4 |
3,263.5 |
PP |
3,203.0 |
3,203.0 |
3,203.0 |
3,213.3 |
S1 |
3,162.0 |
3,162.0 |
3,194.6 |
3,182.5 |
S2 |
3,122.0 |
3,122.0 |
3,187.2 |
|
S3 |
3,041.0 |
3,081.0 |
3,179.7 |
|
S4 |
2,960.0 |
3,000.0 |
3,157.5 |
|
|
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 |
3,367.0 |
3,163.0 |
204.0 |
6.4% |
64.2 |
2.0% |
19% |
False |
True |
1,471,448 |
10 |
3,432.0 |
3,163.0 |
269.0 |
8.4% |
52.6 |
1.6% |
14% |
False |
True |
1,182,890 |
20 |
3,442.0 |
3,163.0 |
279.0 |
8.7% |
40.4 |
1.3% |
14% |
False |
True |
1,092,658 |
40 |
3,444.0 |
3,163.0 |
281.0 |
8.8% |
35.3 |
1.1% |
14% |
False |
True |
575,135 |
60 |
3,515.0 |
3,163.0 |
352.0 |
11.0% |
33.6 |
1.0% |
11% |
False |
True |
383,872 |
80 |
3,515.0 |
3,163.0 |
352.0 |
11.0% |
33.8 |
1.1% |
11% |
False |
True |
288,367 |
100 |
3,516.0 |
3,163.0 |
353.0 |
11.0% |
35.3 |
1.1% |
11% |
False |
True |
232,751 |
120 |
3,547.0 |
3,163.0 |
384.0 |
12.0% |
31.7 |
1.0% |
10% |
False |
True |
194,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,588.3 |
2.618 |
3,456.1 |
1.618 |
3,375.1 |
1.000 |
3,325.0 |
0.618 |
3,294.1 |
HIGH |
3,244.0 |
0.618 |
3,213.1 |
0.500 |
3,203.5 |
0.382 |
3,193.9 |
LOW |
3,163.0 |
0.618 |
3,112.9 |
1.000 |
3,082.0 |
1.618 |
3,031.9 |
2.618 |
2,950.9 |
4.250 |
2,818.8 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,203.5 |
3,242.0 |
PP |
3,203.0 |
3,228.7 |
S1 |
3,202.5 |
3,215.3 |
|