| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,633.0 |
11,794.5 |
161.5 |
1.4% |
12,099.5 |
| High |
11,807.0 |
11,838.0 |
31.0 |
0.3% |
12,112.0 |
| Low |
11,592.0 |
11,656.5 |
64.5 |
0.6% |
11,383.0 |
| Close |
11,768.0 |
11,711.0 |
-57.0 |
-0.5% |
11,503.5 |
| Range |
215.0 |
181.5 |
-33.5 |
-15.6% |
729.0 |
| ATR |
186.0 |
185.7 |
-0.3 |
-0.2% |
0.0 |
| Volume |
114,780 |
134,235 |
19,455 |
16.9% |
732,729 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,279.7 |
12,176.8 |
11,810.8 |
|
| R3 |
12,098.2 |
11,995.3 |
11,760.9 |
|
| R2 |
11,916.7 |
11,916.7 |
11,744.3 |
|
| R1 |
11,813.8 |
11,813.8 |
11,727.6 |
11,774.5 |
| PP |
11,735.2 |
11,735.2 |
11,735.2 |
11,715.5 |
| S1 |
11,632.3 |
11,632.3 |
11,694.4 |
11,593.0 |
| S2 |
11,553.7 |
11,553.7 |
11,677.7 |
|
| S3 |
11,372.2 |
11,450.8 |
11,661.1 |
|
| S4 |
11,190.7 |
11,269.3 |
11,611.2 |
|
|
| 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 |
11,838.0 |
11,383.0 |
455.0 |
3.9% |
239.0 |
2.0% |
72% |
True |
False |
119,501 |
| 10 |
12,337.5 |
11,383.0 |
954.5 |
8.2% |
238.7 |
2.0% |
34% |
False |
False |
128,508 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.1% |
179.2 |
1.5% |
31% |
False |
False |
102,554 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.1% |
144.4 |
1.2% |
28% |
False |
False |
56,962 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.6% |
136.3 |
1.2% |
22% |
False |
False |
38,004 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.6% |
131.3 |
1.1% |
22% |
False |
False |
28,524 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.1% |
128.5 |
1.1% |
19% |
False |
False |
22,839 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.2% |
119.6 |
1.0% |
18% |
False |
False |
19,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,609.4 |
|
2.618 |
12,313.2 |
|
1.618 |
12,131.7 |
|
1.000 |
12,019.5 |
|
0.618 |
11,950.2 |
|
HIGH |
11,838.0 |
|
0.618 |
11,768.7 |
|
0.500 |
11,747.3 |
|
0.382 |
11,725.8 |
|
LOW |
11,656.5 |
|
0.618 |
11,544.3 |
|
1.000 |
11,475.0 |
|
1.618 |
11,362.8 |
|
2.618 |
11,181.3 |
|
4.250 |
10,885.1 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,747.3 |
11,685.1 |
| PP |
11,735.2 |
11,659.2 |
| S1 |
11,723.1 |
11,633.3 |
|