| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,934.0 |
11,941.0 |
7.0 |
0.1% |
12,260.0 |
| High |
11,994.5 |
11,983.5 |
-11.0 |
-0.1% |
12,361.0 |
| Low |
11,787.0 |
11,605.5 |
-181.5 |
-1.5% |
12,041.0 |
| Close |
11,971.0 |
11,720.5 |
-250.5 |
-2.1% |
12,092.0 |
| Range |
207.5 |
378.0 |
170.5 |
82.2% |
320.0 |
| ATR |
144.6 |
161.2 |
16.7 |
11.5% |
0.0 |
| Volume |
151,909 |
212,946 |
61,037 |
40.2% |
400,740 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,903.8 |
12,690.2 |
11,928.4 |
|
| R3 |
12,525.8 |
12,312.2 |
11,824.5 |
|
| R2 |
12,147.8 |
12,147.8 |
11,789.8 |
|
| R1 |
11,934.2 |
11,934.2 |
11,755.2 |
11,852.0 |
| PP |
11,769.8 |
11,769.8 |
11,769.8 |
11,728.8 |
| S1 |
11,556.2 |
11,556.2 |
11,685.9 |
11,474.0 |
| S2 |
11,391.8 |
11,391.8 |
11,651.2 |
|
| S3 |
11,013.8 |
11,178.2 |
11,616.6 |
|
| S4 |
10,635.8 |
10,800.2 |
11,512.6 |
|
|
| 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 |
11,605.5 |
732.0 |
6.2% |
238.4 |
2.0% |
16% |
False |
True |
137,515 |
| 10 |
12,447.0 |
11,605.5 |
841.5 |
7.2% |
187.1 |
1.6% |
14% |
False |
True |
106,928 |
| 20 |
12,447.0 |
11,605.5 |
841.5 |
7.2% |
143.6 |
1.2% |
14% |
False |
True |
83,057 |
| 40 |
12,565.0 |
11,605.5 |
959.5 |
8.2% |
131.5 |
1.1% |
12% |
False |
True |
42,037 |
| 60 |
12,854.5 |
11,605.5 |
1,249.0 |
10.7% |
124.5 |
1.1% |
9% |
False |
True |
28,053 |
| 80 |
12,854.5 |
11,605.5 |
1,249.0 |
10.7% |
126.4 |
1.1% |
9% |
False |
True |
21,063 |
| 100 |
13,148.5 |
11,605.5 |
1,543.0 |
13.2% |
122.2 |
1.0% |
7% |
False |
True |
16,867 |
| 120 |
13,164.0 |
11,605.5 |
1,558.5 |
13.3% |
111.8 |
1.0% |
7% |
False |
True |
14,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,590.0 |
|
2.618 |
12,973.1 |
|
1.618 |
12,595.1 |
|
1.000 |
12,361.5 |
|
0.618 |
12,217.1 |
|
HIGH |
11,983.5 |
|
0.618 |
11,839.1 |
|
0.500 |
11,794.5 |
|
0.382 |
11,749.9 |
|
LOW |
11,605.5 |
|
0.618 |
11,371.9 |
|
1.000 |
11,227.5 |
|
1.618 |
10,993.9 |
|
2.618 |
10,615.9 |
|
4.250 |
9,999.0 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,794.5 |
11,858.8 |
| PP |
11,769.8 |
11,812.7 |
| S1 |
11,745.2 |
11,766.6 |
|