| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,941.0 |
11,500.0 |
-441.0 |
-3.7% |
12,260.0 |
| High |
11,983.5 |
11,687.0 |
-296.5 |
-2.5% |
12,361.0 |
| Low |
11,605.5 |
11,383.0 |
-222.5 |
-1.9% |
12,041.0 |
| Close |
11,720.5 |
11,539.5 |
-181.0 |
-1.5% |
12,092.0 |
| Range |
378.0 |
304.0 |
-74.0 |
-19.6% |
320.0 |
| ATR |
161.2 |
173.8 |
12.6 |
7.8% |
0.0 |
| Volume |
212,946 |
143,757 |
-69,189 |
-32.5% |
400,740 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.5 |
12,298.0 |
11,706.7 |
|
| R3 |
12,144.5 |
11,994.0 |
11,623.1 |
|
| R2 |
11,840.5 |
11,840.5 |
11,595.2 |
|
| R1 |
11,690.0 |
11,690.0 |
11,567.4 |
11,765.3 |
| PP |
11,536.5 |
11,536.5 |
11,536.5 |
11,574.1 |
| S1 |
11,386.0 |
11,386.0 |
11,511.6 |
11,461.3 |
| S2 |
11,232.5 |
11,232.5 |
11,483.8 |
|
| S3 |
10,928.5 |
11,082.0 |
11,455.9 |
|
| S4 |
10,624.5 |
10,778.0 |
11,372.3 |
|
|
| 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 |
12,241.0 |
11,383.0 |
858.0 |
7.4% |
263.2 |
2.3% |
18% |
False |
True |
145,555 |
| 10 |
12,422.0 |
11,383.0 |
1,039.0 |
9.0% |
198.6 |
1.7% |
15% |
False |
True |
110,192 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
152.6 |
1.3% |
15% |
False |
True |
89,778 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.2% |
132.3 |
1.1% |
13% |
False |
True |
45,625 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.8% |
128.8 |
1.1% |
11% |
False |
True |
30,448 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.8% |
129.3 |
1.1% |
11% |
False |
True |
22,858 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.3% |
123.8 |
1.1% |
9% |
False |
True |
18,304 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.4% |
114.4 |
1.0% |
9% |
False |
True |
15,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,979.0 |
|
2.618 |
12,482.9 |
|
1.618 |
12,178.9 |
|
1.000 |
11,991.0 |
|
0.618 |
11,874.9 |
|
HIGH |
11,687.0 |
|
0.618 |
11,570.9 |
|
0.500 |
11,535.0 |
|
0.382 |
11,499.1 |
|
LOW |
11,383.0 |
|
0.618 |
11,195.1 |
|
1.000 |
11,079.0 |
|
1.618 |
10,891.1 |
|
2.618 |
10,587.1 |
|
4.250 |
10,091.0 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,538.0 |
11,688.8 |
| PP |
11,536.5 |
11,639.0 |
| S1 |
11,535.0 |
11,589.3 |
|