| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
12,099.5 |
11,934.0 |
-165.5 |
-1.4% |
12,260.0 |
| High |
12,112.0 |
11,994.5 |
-117.5 |
-1.0% |
12,361.0 |
| Low |
11,885.5 |
11,787.0 |
-98.5 |
-0.8% |
12,041.0 |
| Close |
11,931.0 |
11,971.0 |
40.0 |
0.3% |
12,092.0 |
| Range |
226.5 |
207.5 |
-19.0 |
-8.4% |
320.0 |
| ATR |
139.7 |
144.6 |
4.8 |
3.5% |
0.0 |
| Volume |
119,779 |
151,909 |
32,130 |
26.8% |
400,740 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,540.0 |
12,463.0 |
12,085.1 |
|
| R3 |
12,332.5 |
12,255.5 |
12,028.1 |
|
| R2 |
12,125.0 |
12,125.0 |
12,009.0 |
|
| R1 |
12,048.0 |
12,048.0 |
11,990.0 |
12,086.5 |
| PP |
11,917.5 |
11,917.5 |
11,917.5 |
11,936.8 |
| S1 |
11,840.5 |
11,840.5 |
11,952.0 |
11,879.0 |
| S2 |
11,710.0 |
11,710.0 |
11,933.0 |
|
| S3 |
11,502.5 |
11,633.0 |
11,913.9 |
|
| S4 |
11,295.0 |
11,425.5 |
11,856.9 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,124.7 |
12,928.3 |
12,268.0 |
|
| R3 |
12,804.7 |
12,608.3 |
12,180.0 |
|
| R2 |
12,484.7 |
12,484.7 |
12,150.7 |
|
| R1 |
12,288.3 |
12,288.3 |
12,121.3 |
12,226.5 |
| PP |
12,164.7 |
12,164.7 |
12,164.7 |
12,133.8 |
| S1 |
11,968.3 |
11,968.3 |
12,062.7 |
11,906.5 |
| S2 |
11,844.7 |
11,844.7 |
12,033.3 |
|
| S3 |
11,524.7 |
11,648.3 |
12,004.0 |
|
| S4 |
11,204.7 |
11,328.3 |
11,916.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,337.5 |
11,787.0 |
550.5 |
4.6% |
162.8 |
1.4% |
33% |
False |
True |
94,926 |
| 10 |
12,447.0 |
11,787.0 |
660.0 |
5.5% |
158.5 |
1.3% |
28% |
False |
True |
94,637 |
| 20 |
12,447.0 |
11,787.0 |
660.0 |
5.5% |
129.1 |
1.1% |
28% |
False |
True |
72,668 |
| 40 |
12,565.0 |
11,787.0 |
778.0 |
6.5% |
125.9 |
1.1% |
24% |
False |
True |
36,718 |
| 60 |
12,854.5 |
11,787.0 |
1,067.5 |
8.9% |
121.3 |
1.0% |
17% |
False |
True |
24,506 |
| 80 |
12,854.5 |
11,787.0 |
1,067.5 |
8.9% |
123.1 |
1.0% |
17% |
False |
True |
18,402 |
| 100 |
13,164.0 |
11,787.0 |
1,377.0 |
11.5% |
119.1 |
1.0% |
13% |
False |
True |
14,738 |
| 120 |
13,164.0 |
11,787.0 |
1,377.0 |
11.5% |
108.8 |
0.9% |
13% |
False |
True |
12,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,876.4 |
|
2.618 |
12,537.7 |
|
1.618 |
12,330.2 |
|
1.000 |
12,202.0 |
|
0.618 |
12,122.7 |
|
HIGH |
11,994.5 |
|
0.618 |
11,915.2 |
|
0.500 |
11,890.8 |
|
0.382 |
11,866.3 |
|
LOW |
11,787.0 |
|
0.618 |
11,658.8 |
|
1.000 |
11,579.5 |
|
1.618 |
11,451.3 |
|
2.618 |
11,243.8 |
|
4.250 |
10,905.1 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,944.3 |
12,014.0 |
| PP |
11,917.5 |
11,999.7 |
| S1 |
11,890.8 |
11,985.3 |
|