| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,450.5 |
11,633.0 |
182.5 |
1.6% |
12,099.5 |
| High |
11,639.0 |
11,807.0 |
168.0 |
1.4% |
12,112.0 |
| Low |
11,428.5 |
11,592.0 |
163.5 |
1.4% |
11,383.0 |
| Close |
11,609.5 |
11,768.0 |
158.5 |
1.4% |
11,503.5 |
| Range |
210.5 |
215.0 |
4.5 |
2.1% |
729.0 |
| ATR |
183.7 |
186.0 |
2.2 |
1.2% |
0.0 |
| Volume |
100,395 |
114,780 |
14,385 |
14.3% |
732,729 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,367.3 |
12,282.7 |
11,886.3 |
|
| R3 |
12,152.3 |
12,067.7 |
11,827.1 |
|
| R2 |
11,937.3 |
11,937.3 |
11,807.4 |
|
| R1 |
11,852.7 |
11,852.7 |
11,787.7 |
11,895.0 |
| PP |
11,722.3 |
11,722.3 |
11,722.3 |
11,743.5 |
| S1 |
11,637.7 |
11,637.7 |
11,748.3 |
11,680.0 |
| S2 |
11,507.3 |
11,507.3 |
11,728.6 |
|
| S3 |
11,292.3 |
11,422.7 |
11,708.9 |
|
| S4 |
11,077.3 |
11,207.7 |
11,649.8 |
|
|
| 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 |
11,983.5 |
11,383.0 |
600.5 |
5.1% |
278.3 |
2.4% |
64% |
False |
False |
135,243 |
| 10 |
12,337.5 |
11,383.0 |
954.5 |
8.1% |
220.6 |
1.9% |
40% |
False |
False |
115,084 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.0% |
174.4 |
1.5% |
36% |
False |
False |
98,725 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.0% |
142.4 |
1.2% |
33% |
False |
False |
53,609 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.5% |
135.5 |
1.2% |
26% |
False |
False |
35,767 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.5% |
130.7 |
1.1% |
26% |
False |
False |
26,847 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.0% |
128.1 |
1.1% |
22% |
False |
False |
21,498 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.1% |
118.5 |
1.0% |
22% |
False |
False |
17,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,720.8 |
|
2.618 |
12,369.9 |
|
1.618 |
12,154.9 |
|
1.000 |
12,022.0 |
|
0.618 |
11,939.9 |
|
HIGH |
11,807.0 |
|
0.618 |
11,724.9 |
|
0.500 |
11,699.5 |
|
0.382 |
11,674.1 |
|
LOW |
11,592.0 |
|
0.618 |
11,459.1 |
|
1.000 |
11,377.0 |
|
1.618 |
11,244.1 |
|
2.618 |
11,029.1 |
|
4.250 |
10,678.3 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,745.2 |
11,715.3 |
| PP |
11,722.3 |
11,662.5 |
| S1 |
11,699.5 |
11,609.8 |
|