Trading Metrics calculated at close of trading on 16-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,177.0 |
3,204.0 |
27.0 |
0.8% |
3,334.0 |
High |
3,208.0 |
3,256.0 |
48.0 |
1.5% |
3,334.0 |
Low |
3,167.0 |
3,196.0 |
29.0 |
0.9% |
3,157.0 |
Close |
3,202.0 |
3,247.0 |
45.0 |
1.4% |
3,183.0 |
Range |
41.0 |
60.0 |
19.0 |
46.3% |
177.0 |
ATR |
49.3 |
50.0 |
0.8 |
1.6% |
0.0 |
Volume |
1,139,854 |
1,145,683 |
5,829 |
0.5% |
7,383,883 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.0 |
3,390.0 |
3,280.0 |
|
R3 |
3,353.0 |
3,330.0 |
3,263.5 |
|
R2 |
3,293.0 |
3,293.0 |
3,258.0 |
|
R1 |
3,270.0 |
3,270.0 |
3,252.5 |
3,281.5 |
PP |
3,233.0 |
3,233.0 |
3,233.0 |
3,238.8 |
S1 |
3,210.0 |
3,210.0 |
3,241.5 |
3,221.5 |
S2 |
3,173.0 |
3,173.0 |
3,236.0 |
|
S3 |
3,113.0 |
3,150.0 |
3,230.5 |
|
S4 |
3,053.0 |
3,090.0 |
3,214.0 |
|
|
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 |
3,313.0 |
3,157.0 |
156.0 |
4.8% |
71.0 |
2.2% |
58% |
False |
False |
1,429,175 |
10 |
3,413.0 |
3,157.0 |
256.0 |
7.9% |
59.0 |
1.8% |
35% |
False |
False |
1,272,820 |
20 |
3,442.0 |
3,157.0 |
285.0 |
8.8% |
46.1 |
1.4% |
32% |
False |
False |
1,095,931 |
40 |
3,444.0 |
3,157.0 |
287.0 |
8.8% |
38.1 |
1.2% |
31% |
False |
False |
656,957 |
60 |
3,515.0 |
3,157.0 |
358.0 |
11.0% |
35.2 |
1.1% |
25% |
False |
False |
438,528 |
80 |
3,515.0 |
3,157.0 |
358.0 |
11.0% |
34.3 |
1.1% |
25% |
False |
False |
329,087 |
100 |
3,516.0 |
3,157.0 |
359.0 |
11.1% |
35.7 |
1.1% |
25% |
False |
False |
265,276 |
120 |
3,547.0 |
3,157.0 |
390.0 |
12.0% |
32.9 |
1.0% |
23% |
False |
False |
221,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,511.0 |
2.618 |
3,413.1 |
1.618 |
3,353.1 |
1.000 |
3,316.0 |
0.618 |
3,293.1 |
HIGH |
3,256.0 |
0.618 |
3,233.1 |
0.500 |
3,226.0 |
0.382 |
3,218.9 |
LOW |
3,196.0 |
0.618 |
3,158.9 |
1.000 |
3,136.0 |
1.618 |
3,098.9 |
2.618 |
3,038.9 |
4.250 |
2,941.0 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,240.0 |
3,233.5 |
PP |
3,233.0 |
3,220.0 |
S1 |
3,226.0 |
3,206.5 |
|