Trading Metrics calculated at close of trading on 18-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,255.0 |
3,231.0 |
-24.0 |
-0.7% |
3,334.0 |
High |
3,271.0 |
3,248.0 |
-23.0 |
-0.7% |
3,334.0 |
Low |
3,218.0 |
3,175.0 |
-43.0 |
-1.3% |
3,157.0 |
Close |
3,233.0 |
3,203.0 |
-30.0 |
-0.9% |
3,183.0 |
Range |
53.0 |
73.0 |
20.0 |
37.7% |
177.0 |
ATR |
50.3 |
51.9 |
1.6 |
3.2% |
0.0 |
Volume |
1,350,541 |
1,470,288 |
119,747 |
8.9% |
7,383,883 |
|
Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,427.7 |
3,388.3 |
3,243.2 |
|
R3 |
3,354.7 |
3,315.3 |
3,223.1 |
|
R2 |
3,281.7 |
3,281.7 |
3,216.4 |
|
R1 |
3,242.3 |
3,242.3 |
3,209.7 |
3,225.5 |
PP |
3,208.7 |
3,208.7 |
3,208.7 |
3,200.3 |
S1 |
3,169.3 |
3,169.3 |
3,196.3 |
3,152.5 |
S2 |
3,135.7 |
3,135.7 |
3,189.6 |
|
S3 |
3,062.7 |
3,096.3 |
3,182.9 |
|
S4 |
2,989.7 |
3,023.3 |
3,162.9 |
|
|
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 |
3,271.0 |
3,157.0 |
114.0 |
3.6% |
63.0 |
2.0% |
40% |
False |
False |
1,220,135 |
10 |
3,367.0 |
3,157.0 |
210.0 |
6.6% |
63.6 |
2.0% |
22% |
False |
False |
1,345,791 |
20 |
3,442.0 |
3,157.0 |
285.0 |
8.9% |
48.8 |
1.5% |
16% |
False |
False |
1,104,731 |
40 |
3,444.0 |
3,157.0 |
287.0 |
9.0% |
40.0 |
1.2% |
16% |
False |
False |
727,471 |
60 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
36.3 |
1.1% |
13% |
False |
False |
485,538 |
80 |
3,515.0 |
3,157.0 |
358.0 |
11.2% |
34.6 |
1.1% |
13% |
False |
False |
364,221 |
100 |
3,516.0 |
3,157.0 |
359.0 |
11.2% |
36.0 |
1.1% |
13% |
False |
False |
293,439 |
120 |
3,547.0 |
3,157.0 |
390.0 |
12.2% |
33.7 |
1.1% |
12% |
False |
False |
245,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,558.3 |
2.618 |
3,439.1 |
1.618 |
3,366.1 |
1.000 |
3,321.0 |
0.618 |
3,293.1 |
HIGH |
3,248.0 |
0.618 |
3,220.1 |
0.500 |
3,211.5 |
0.382 |
3,202.9 |
LOW |
3,175.0 |
0.618 |
3,129.9 |
1.000 |
3,102.0 |
1.618 |
3,056.9 |
2.618 |
2,983.9 |
4.250 |
2,864.8 |
|
|
Fisher Pivots for day following 18-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,211.5 |
3,223.0 |
PP |
3,208.7 |
3,216.3 |
S1 |
3,205.8 |
3,209.7 |
|