Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,214.0 |
3,150.0 |
-64.0 |
-2.0% |
3,177.0 |
High |
3,233.0 |
3,177.0 |
-56.0 |
-1.7% |
3,271.0 |
Low |
3,174.0 |
3,121.0 |
-53.0 |
-1.7% |
3,167.0 |
Close |
3,182.0 |
3,137.0 |
-45.0 |
-1.4% |
3,202.0 |
Range |
59.0 |
56.0 |
-3.0 |
-5.1% |
104.0 |
ATR |
51.8 |
52.5 |
0.7 |
1.3% |
0.0 |
Volume |
1,757,652 |
1,441,734 |
-315,918 |
-18.0% |
6,124,465 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.0 |
3,281.0 |
3,167.8 |
|
R3 |
3,257.0 |
3,225.0 |
3,152.4 |
|
R2 |
3,201.0 |
3,201.0 |
3,147.3 |
|
R1 |
3,169.0 |
3,169.0 |
3,142.1 |
3,157.0 |
PP |
3,145.0 |
3,145.0 |
3,145.0 |
3,139.0 |
S1 |
3,113.0 |
3,113.0 |
3,131.9 |
3,101.0 |
S2 |
3,089.0 |
3,089.0 |
3,126.7 |
|
S3 |
3,033.0 |
3,057.0 |
3,121.6 |
|
S4 |
2,977.0 |
3,001.0 |
3,106.2 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,525.3 |
3,467.7 |
3,259.2 |
|
R3 |
3,421.3 |
3,363.7 |
3,230.6 |
|
R2 |
3,317.3 |
3,317.3 |
3,221.1 |
|
R1 |
3,259.7 |
3,259.7 |
3,211.5 |
3,288.5 |
PP |
3,213.3 |
3,213.3 |
3,213.3 |
3,227.8 |
S1 |
3,155.7 |
3,155.7 |
3,192.5 |
3,184.5 |
S2 |
3,109.3 |
3,109.3 |
3,182.9 |
|
S3 |
3,005.3 |
3,051.7 |
3,173.4 |
|
S4 |
2,901.3 |
2,947.7 |
3,144.8 |
|
|
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 |
3,121.0 |
150.0 |
4.8% |
56.8 |
1.8% |
11% |
False |
True |
1,407,662 |
10 |
3,313.0 |
3,121.0 |
192.0 |
6.1% |
63.9 |
2.0% |
8% |
False |
True |
1,418,419 |
20 |
3,442.0 |
3,121.0 |
321.0 |
10.2% |
53.5 |
1.7% |
5% |
False |
True |
1,221,762 |
40 |
3,444.0 |
3,121.0 |
323.0 |
10.3% |
42.5 |
1.4% |
5% |
False |
True |
832,734 |
60 |
3,515.0 |
3,121.0 |
394.0 |
12.6% |
37.9 |
1.2% |
4% |
False |
True |
555,823 |
80 |
3,515.0 |
3,121.0 |
394.0 |
12.6% |
35.0 |
1.1% |
4% |
False |
True |
416,901 |
100 |
3,516.0 |
3,121.0 |
395.0 |
12.6% |
36.5 |
1.2% |
4% |
False |
True |
335,523 |
120 |
3,547.0 |
3,121.0 |
426.0 |
13.6% |
34.7 |
1.1% |
4% |
False |
True |
280,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,415.0 |
2.618 |
3,323.6 |
1.618 |
3,267.6 |
1.000 |
3,233.0 |
0.618 |
3,211.6 |
HIGH |
3,177.0 |
0.618 |
3,155.6 |
0.500 |
3,149.0 |
0.382 |
3,142.4 |
LOW |
3,121.0 |
0.618 |
3,086.4 |
1.000 |
3,065.0 |
1.618 |
3,030.4 |
2.618 |
2,974.4 |
4.250 |
2,883.0 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,149.0 |
3,177.0 |
PP |
3,145.0 |
3,163.7 |
S1 |
3,141.0 |
3,150.3 |
|