Trading Metrics calculated at close of trading on 25-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,159.0 |
3,096.0 |
-63.0 |
-2.0% |
3,177.0 |
High |
3,177.0 |
3,170.0 |
-7.0 |
-0.2% |
3,271.0 |
Low |
3,089.0 |
3,095.0 |
6.0 |
0.2% |
3,167.0 |
Close |
3,121.0 |
3,156.0 |
35.0 |
1.1% |
3,202.0 |
Range |
88.0 |
75.0 |
-13.0 |
-14.8% |
104.0 |
ATR |
55.0 |
56.4 |
1.4 |
2.6% |
0.0 |
Volume |
1,680,431 |
1,912,583 |
232,152 |
13.8% |
6,124,465 |
|
Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,365.3 |
3,335.7 |
3,197.3 |
|
R3 |
3,290.3 |
3,260.7 |
3,176.6 |
|
R2 |
3,215.3 |
3,215.3 |
3,169.8 |
|
R1 |
3,185.7 |
3,185.7 |
3,162.9 |
3,200.5 |
PP |
3,140.3 |
3,140.3 |
3,140.3 |
3,147.8 |
S1 |
3,110.7 |
3,110.7 |
3,149.1 |
3,125.5 |
S2 |
3,065.3 |
3,065.3 |
3,142.3 |
|
S3 |
2,990.3 |
3,035.7 |
3,135.4 |
|
S4 |
2,915.3 |
2,960.7 |
3,114.8 |
|
|
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 |
3,233.0 |
3,089.0 |
144.0 |
4.6% |
64.2 |
2.0% |
47% |
False |
False |
1,562,099 |
10 |
3,271.0 |
3,089.0 |
182.0 |
5.8% |
63.6 |
2.0% |
37% |
False |
False |
1,391,117 |
20 |
3,432.0 |
3,089.0 |
343.0 |
10.9% |
58.1 |
1.8% |
20% |
False |
False |
1,287,003 |
40 |
3,442.0 |
3,089.0 |
353.0 |
11.2% |
45.6 |
1.4% |
19% |
False |
False |
922,472 |
60 |
3,494.0 |
3,089.0 |
405.0 |
12.8% |
39.7 |
1.3% |
17% |
False |
False |
615,692 |
80 |
3,515.0 |
3,089.0 |
426.0 |
13.5% |
36.3 |
1.2% |
16% |
False |
False |
461,809 |
100 |
3,516.0 |
3,089.0 |
427.0 |
13.5% |
37.4 |
1.2% |
16% |
False |
False |
371,441 |
120 |
3,547.0 |
3,089.0 |
458.0 |
14.5% |
35.8 |
1.1% |
15% |
False |
False |
310,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,488.8 |
2.618 |
3,366.4 |
1.618 |
3,291.4 |
1.000 |
3,245.0 |
0.618 |
3,216.4 |
HIGH |
3,170.0 |
0.618 |
3,141.4 |
0.500 |
3,132.5 |
0.382 |
3,123.7 |
LOW |
3,095.0 |
0.618 |
3,048.7 |
1.000 |
3,020.0 |
1.618 |
2,973.7 |
2.618 |
2,898.7 |
4.250 |
2,776.3 |
|
|
Fisher Pivots for day following 25-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,148.2 |
3,148.3 |
PP |
3,140.3 |
3,140.7 |
S1 |
3,132.5 |
3,133.0 |
|