| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,626.5 |
11,450.5 |
-176.0 |
-1.5% |
12,099.5 |
| High |
11,696.5 |
11,639.0 |
-57.5 |
-0.5% |
12,112.0 |
| Low |
11,412.5 |
11,428.5 |
16.0 |
0.1% |
11,383.0 |
| Close |
11,503.5 |
11,609.5 |
106.0 |
0.9% |
11,503.5 |
| Range |
284.0 |
210.5 |
-73.5 |
-25.9% |
729.0 |
| ATR |
181.7 |
183.7 |
2.1 |
1.1% |
0.0 |
| Volume |
104,338 |
100,395 |
-3,943 |
-3.8% |
732,729 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,190.5 |
12,110.5 |
11,725.3 |
|
| R3 |
11,980.0 |
11,900.0 |
11,667.4 |
|
| R2 |
11,769.5 |
11,769.5 |
11,648.1 |
|
| R1 |
11,689.5 |
11,689.5 |
11,628.8 |
11,729.5 |
| PP |
11,559.0 |
11,559.0 |
11,559.0 |
11,579.0 |
| S1 |
11,479.0 |
11,479.0 |
11,590.2 |
11,519.0 |
| S2 |
11,348.5 |
11,348.5 |
11,570.9 |
|
| S3 |
11,138.0 |
11,268.5 |
11,551.6 |
|
| S4 |
10,927.5 |
11,058.0 |
11,493.7 |
|
|
| 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 |
11,994.5 |
11,383.0 |
611.5 |
5.3% |
276.8 |
2.4% |
37% |
False |
False |
142,669 |
| 10 |
12,337.5 |
11,383.0 |
954.5 |
8.2% |
210.2 |
1.8% |
24% |
False |
False |
114,953 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
170.2 |
1.5% |
21% |
False |
False |
95,803 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.2% |
140.0 |
1.2% |
19% |
False |
False |
50,740 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
133.0 |
1.1% |
15% |
False |
False |
33,854 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
131.1 |
1.1% |
15% |
False |
False |
25,414 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.2% |
126.2 |
1.1% |
13% |
False |
False |
20,351 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.3% |
117.4 |
1.0% |
13% |
False |
False |
16,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,533.6 |
|
2.618 |
12,190.1 |
|
1.618 |
11,979.6 |
|
1.000 |
11,849.5 |
|
0.618 |
11,769.1 |
|
HIGH |
11,639.0 |
|
0.618 |
11,558.6 |
|
0.500 |
11,533.8 |
|
0.382 |
11,508.9 |
|
LOW |
11,428.5 |
|
0.618 |
11,298.4 |
|
1.000 |
11,218.0 |
|
1.618 |
11,087.9 |
|
2.618 |
10,877.4 |
|
4.250 |
10,533.9 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,584.3 |
11,586.3 |
| PP |
11,559.0 |
11,563.0 |
| S1 |
11,533.8 |
11,539.8 |
|