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 |
3,224.0 |
3,177.0 |
-47.0 |
-1.5% |
3,334.0 |
High |
3,245.0 |
3,208.0 |
-37.0 |
-1.1% |
3,334.0 |
Low |
3,157.0 |
3,167.0 |
10.0 |
0.3% |
3,157.0 |
Close |
3,183.0 |
3,202.0 |
19.0 |
0.6% |
3,183.0 |
Range |
88.0 |
41.0 |
-47.0 |
-53.4% |
177.0 |
ATR |
49.9 |
49.3 |
-0.6 |
-1.3% |
0.0 |
Volume |
994,311 |
1,139,854 |
145,543 |
14.6% |
7,383,883 |
|
Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,315.3 |
3,299.7 |
3,224.6 |
|
R3 |
3,274.3 |
3,258.7 |
3,213.3 |
|
R2 |
3,233.3 |
3,233.3 |
3,209.5 |
|
R1 |
3,217.7 |
3,217.7 |
3,205.8 |
3,225.5 |
PP |
3,192.3 |
3,192.3 |
3,192.3 |
3,196.3 |
S1 |
3,176.7 |
3,176.7 |
3,198.2 |
3,184.5 |
S2 |
3,151.3 |
3,151.3 |
3,194.5 |
|
S3 |
3,110.3 |
3,135.7 |
3,190.7 |
|
S4 |
3,069.3 |
3,094.7 |
3,179.5 |
|
|
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 |
3,321.0 |
3,157.0 |
164.0 |
5.1% |
70.2 |
2.2% |
27% |
False |
False |
1,474,448 |
10 |
3,413.0 |
3,157.0 |
256.0 |
8.0% |
56.0 |
1.7% |
18% |
False |
False |
1,225,961 |
20 |
3,442.0 |
3,157.0 |
285.0 |
8.9% |
44.9 |
1.4% |
16% |
False |
False |
1,104,877 |
40 |
3,444.0 |
3,157.0 |
287.0 |
9.0% |
37.0 |
1.2% |
16% |
False |
False |
628,444 |
60 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
34.6 |
1.1% |
13% |
False |
False |
419,434 |
80 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
34.2 |
1.1% |
13% |
False |
False |
314,768 |
100 |
3,516.0 |
3,157.0 |
359.0 |
11.2% |
35.6 |
1.1% |
13% |
False |
False |
253,819 |
120 |
3,547.0 |
3,157.0 |
390.0 |
12.2% |
32.5 |
1.0% |
12% |
False |
False |
212,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,382.3 |
2.618 |
3,315.3 |
1.618 |
3,274.3 |
1.000 |
3,249.0 |
0.618 |
3,233.3 |
HIGH |
3,208.0 |
0.618 |
3,192.3 |
0.500 |
3,187.5 |
0.382 |
3,182.7 |
LOW |
3,167.0 |
0.618 |
3,141.7 |
1.000 |
3,126.0 |
1.618 |
3,100.7 |
2.618 |
3,059.7 |
4.250 |
2,992.8 |
|
|
Fisher Pivots for day following 15-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,197.2 |
3,201.7 |
PP |
3,192.3 |
3,201.3 |
S1 |
3,187.5 |
3,201.0 |
|