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 |
3,199.0 |
3,224.0 |
25.0 |
0.8% |
3,334.0 |
High |
3,244.0 |
3,245.0 |
1.0 |
0.0% |
3,334.0 |
Low |
3,163.0 |
3,157.0 |
-6.0 |
-0.2% |
3,157.0 |
Close |
3,202.0 |
3,183.0 |
-19.0 |
-0.6% |
3,183.0 |
Range |
81.0 |
88.0 |
7.0 |
8.6% |
177.0 |
ATR |
47.0 |
49.9 |
2.9 |
6.2% |
0.0 |
Volume |
1,455,040 |
994,311 |
-460,729 |
-31.7% |
7,383,883 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,459.0 |
3,409.0 |
3,231.4 |
|
R3 |
3,371.0 |
3,321.0 |
3,207.2 |
|
R2 |
3,283.0 |
3,283.0 |
3,199.1 |
|
R1 |
3,233.0 |
3,233.0 |
3,191.1 |
3,214.0 |
PP |
3,195.0 |
3,195.0 |
3,195.0 |
3,185.5 |
S1 |
3,145.0 |
3,145.0 |
3,174.9 |
3,126.0 |
S2 |
3,107.0 |
3,107.0 |
3,166.9 |
|
S3 |
3,019.0 |
3,057.0 |
3,158.8 |
|
S4 |
2,931.0 |
2,969.0 |
3,134.6 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755.7 |
3,646.3 |
3,280.4 |
|
R3 |
3,578.7 |
3,469.3 |
3,231.7 |
|
R2 |
3,401.7 |
3,401.7 |
3,215.5 |
|
R1 |
3,292.3 |
3,292.3 |
3,199.2 |
3,258.5 |
PP |
3,224.7 |
3,224.7 |
3,224.7 |
3,207.8 |
S1 |
3,115.3 |
3,115.3 |
3,166.8 |
3,081.5 |
S2 |
3,047.7 |
3,047.7 |
3,150.6 |
|
S3 |
2,870.7 |
2,938.3 |
3,134.3 |
|
S4 |
2,693.7 |
2,761.3 |
3,085.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,334.0 |
3,157.0 |
177.0 |
5.6% |
71.6 |
2.2% |
15% |
False |
True |
1,476,776 |
10 |
3,413.0 |
3,157.0 |
256.0 |
8.0% |
54.7 |
1.7% |
10% |
False |
True |
1,209,179 |
20 |
3,442.0 |
3,157.0 |
285.0 |
9.0% |
43.9 |
1.4% |
9% |
False |
True |
1,119,617 |
40 |
3,444.0 |
3,157.0 |
287.0 |
9.0% |
36.8 |
1.2% |
9% |
False |
True |
599,963 |
60 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
34.7 |
1.1% |
7% |
False |
True |
400,443 |
80 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
34.2 |
1.1% |
7% |
False |
True |
300,520 |
100 |
3,516.0 |
3,157.0 |
359.0 |
11.3% |
35.6 |
1.1% |
7% |
False |
True |
242,473 |
120 |
3,547.0 |
3,157.0 |
390.0 |
12.3% |
32.3 |
1.0% |
7% |
False |
True |
202,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.0 |
2.618 |
3,475.4 |
1.618 |
3,387.4 |
1.000 |
3,333.0 |
0.618 |
3,299.4 |
HIGH |
3,245.0 |
0.618 |
3,211.4 |
0.500 |
3,201.0 |
0.382 |
3,190.6 |
LOW |
3,157.0 |
0.618 |
3,102.6 |
1.000 |
3,069.0 |
1.618 |
3,014.6 |
2.618 |
2,926.6 |
4.250 |
2,783.0 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,201.0 |
3,235.0 |
PP |
3,195.0 |
3,217.7 |
S1 |
3,189.0 |
3,200.3 |
|