| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,500.0 |
11,626.5 |
126.5 |
1.1% |
12,099.5 |
| High |
11,687.0 |
11,696.5 |
9.5 |
0.1% |
12,112.0 |
| Low |
11,383.0 |
11,412.5 |
29.5 |
0.3% |
11,383.0 |
| Close |
11,539.5 |
11,503.5 |
-36.0 |
-0.3% |
11,503.5 |
| Range |
304.0 |
284.0 |
-20.0 |
-6.6% |
729.0 |
| ATR |
173.8 |
181.7 |
7.9 |
4.5% |
0.0 |
| Volume |
143,757 |
104,338 |
-39,419 |
-27.4% |
732,729 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,389.5 |
12,230.5 |
11,659.7 |
|
| R3 |
12,105.5 |
11,946.5 |
11,581.6 |
|
| R2 |
11,821.5 |
11,821.5 |
11,555.6 |
|
| R1 |
11,662.5 |
11,662.5 |
11,529.5 |
11,600.0 |
| PP |
11,537.5 |
11,537.5 |
11,537.5 |
11,506.3 |
| S1 |
11,378.5 |
11,378.5 |
11,477.5 |
11,316.0 |
| S2 |
11,253.5 |
11,253.5 |
11,451.4 |
|
| S3 |
10,969.5 |
11,094.5 |
11,425.4 |
|
| S4 |
10,685.5 |
10,810.5 |
11,347.3 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,853.2 |
13,407.3 |
11,904.5 |
|
| R3 |
13,124.2 |
12,678.3 |
11,704.0 |
|
| R2 |
12,395.2 |
12,395.2 |
11,637.2 |
|
| R1 |
11,949.3 |
11,949.3 |
11,570.3 |
11,807.8 |
| PP |
11,666.2 |
11,666.2 |
11,666.2 |
11,595.4 |
| S1 |
11,220.3 |
11,220.3 |
11,436.7 |
11,078.8 |
| S2 |
10,937.2 |
10,937.2 |
11,369.9 |
|
| S3 |
10,208.2 |
10,491.3 |
11,303.0 |
|
| S4 |
9,479.2 |
9,762.3 |
11,102.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,112.0 |
11,383.0 |
729.0 |
6.3% |
280.0 |
2.4% |
17% |
False |
False |
146,545 |
| 10 |
12,361.0 |
11,383.0 |
978.0 |
8.5% |
202.2 |
1.8% |
12% |
False |
False |
113,346 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
163.9 |
1.4% |
11% |
False |
False |
93,409 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.3% |
137.4 |
1.2% |
10% |
False |
False |
48,232 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.8% |
132.0 |
1.1% |
8% |
False |
False |
32,181 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.8% |
129.8 |
1.1% |
8% |
False |
False |
24,160 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.3% |
125.1 |
1.1% |
7% |
False |
False |
19,347 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.5% |
115.6 |
1.0% |
7% |
False |
False |
16,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,903.5 |
|
2.618 |
12,440.0 |
|
1.618 |
12,156.0 |
|
1.000 |
11,980.5 |
|
0.618 |
11,872.0 |
|
HIGH |
11,696.5 |
|
0.618 |
11,588.0 |
|
0.500 |
11,554.5 |
|
0.382 |
11,521.0 |
|
LOW |
11,412.5 |
|
0.618 |
11,237.0 |
|
1.000 |
11,128.5 |
|
1.618 |
10,953.0 |
|
2.618 |
10,669.0 |
|
4.250 |
10,205.5 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,554.5 |
11,683.3 |
| PP |
11,537.5 |
11,623.3 |
| S1 |
11,520.5 |
11,563.4 |
|