Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,150.0 |
3,159.0 |
9.0 |
0.3% |
3,177.0 |
High |
3,177.0 |
3,177.0 |
0.0 |
0.0% |
3,271.0 |
Low |
3,121.0 |
3,089.0 |
-32.0 |
-1.0% |
3,167.0 |
Close |
3,137.0 |
3,121.0 |
-16.0 |
-0.5% |
3,202.0 |
Range |
56.0 |
88.0 |
32.0 |
57.1% |
104.0 |
ATR |
52.5 |
55.0 |
2.5 |
4.8% |
0.0 |
Volume |
1,441,734 |
1,680,431 |
238,697 |
16.6% |
6,124,465 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,393.0 |
3,345.0 |
3,169.4 |
|
R3 |
3,305.0 |
3,257.0 |
3,145.2 |
|
R2 |
3,217.0 |
3,217.0 |
3,137.1 |
|
R1 |
3,169.0 |
3,169.0 |
3,129.1 |
3,149.0 |
PP |
3,129.0 |
3,129.0 |
3,129.0 |
3,119.0 |
S1 |
3,081.0 |
3,081.0 |
3,112.9 |
3,061.0 |
S2 |
3,041.0 |
3,041.0 |
3,104.9 |
|
S3 |
2,953.0 |
2,993.0 |
3,096.8 |
|
S4 |
2,865.0 |
2,905.0 |
3,072.6 |
|
|
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 |
3,248.0 |
3,089.0 |
159.0 |
5.1% |
63.8 |
2.0% |
20% |
False |
True |
1,473,640 |
10 |
3,271.0 |
3,089.0 |
182.0 |
5.8% |
64.2 |
2.1% |
18% |
False |
True |
1,345,363 |
20 |
3,442.0 |
3,089.0 |
353.0 |
11.3% |
56.8 |
1.8% |
9% |
False |
True |
1,265,552 |
40 |
3,442.0 |
3,089.0 |
353.0 |
11.3% |
44.3 |
1.4% |
9% |
False |
True |
874,719 |
60 |
3,508.0 |
3,089.0 |
419.0 |
13.4% |
38.9 |
1.2% |
8% |
False |
True |
583,828 |
80 |
3,515.0 |
3,089.0 |
426.0 |
13.6% |
35.6 |
1.1% |
8% |
False |
True |
437,904 |
100 |
3,516.0 |
3,089.0 |
427.0 |
13.7% |
37.0 |
1.2% |
7% |
False |
True |
352,327 |
120 |
3,547.0 |
3,089.0 |
458.0 |
14.7% |
35.3 |
1.1% |
7% |
False |
True |
294,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,551.0 |
2.618 |
3,407.4 |
1.618 |
3,319.4 |
1.000 |
3,265.0 |
0.618 |
3,231.4 |
HIGH |
3,177.0 |
0.618 |
3,143.4 |
0.500 |
3,133.0 |
0.382 |
3,122.6 |
LOW |
3,089.0 |
0.618 |
3,034.6 |
1.000 |
3,001.0 |
1.618 |
2,946.6 |
2.618 |
2,858.6 |
4.250 |
2,715.0 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,133.0 |
3,161.0 |
PP |
3,129.0 |
3,147.7 |
S1 |
3,125.0 |
3,134.3 |
|