| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,794.5 |
11,689.0 |
-105.5 |
-0.9% |
12,099.5 |
| High |
11,838.0 |
11,783.0 |
-55.0 |
-0.5% |
12,112.0 |
| Low |
11,656.5 |
11,477.0 |
-179.5 |
-1.5% |
11,383.0 |
| Close |
11,711.0 |
11,578.5 |
-132.5 |
-1.1% |
11,503.5 |
| Range |
181.5 |
306.0 |
124.5 |
68.6% |
729.0 |
| ATR |
185.7 |
194.3 |
8.6 |
4.6% |
0.0 |
| Volume |
134,235 |
138,453 |
4,218 |
3.1% |
732,729 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,530.8 |
12,360.7 |
11,746.8 |
|
| R3 |
12,224.8 |
12,054.7 |
11,662.7 |
|
| R2 |
11,918.8 |
11,918.8 |
11,634.6 |
|
| R1 |
11,748.7 |
11,748.7 |
11,606.6 |
11,680.8 |
| PP |
11,612.8 |
11,612.8 |
11,612.8 |
11,578.9 |
| S1 |
11,442.7 |
11,442.7 |
11,550.5 |
11,374.8 |
| S2 |
11,306.8 |
11,306.8 |
11,522.4 |
|
| S3 |
11,000.8 |
11,136.7 |
11,494.4 |
|
| S4 |
10,694.8 |
10,830.7 |
11,410.2 |
|
|
| 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 |
11,412.5 |
425.5 |
3.7% |
239.4 |
2.1% |
39% |
False |
False |
118,440 |
| 10 |
12,241.0 |
11,383.0 |
858.0 |
7.4% |
251.3 |
2.2% |
23% |
False |
False |
131,997 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
186.2 |
1.6% |
18% |
False |
False |
104,913 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.2% |
149.5 |
1.3% |
17% |
False |
False |
60,423 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
138.4 |
1.2% |
13% |
False |
False |
40,307 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
131.5 |
1.1% |
13% |
False |
False |
30,252 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.2% |
131.1 |
1.1% |
11% |
False |
False |
24,224 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.4% |
121.8 |
1.1% |
11% |
False |
False |
20,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,083.5 |
|
2.618 |
12,584.1 |
|
1.618 |
12,278.1 |
|
1.000 |
12,089.0 |
|
0.618 |
11,972.1 |
|
HIGH |
11,783.0 |
|
0.618 |
11,666.1 |
|
0.500 |
11,630.0 |
|
0.382 |
11,593.9 |
|
LOW |
11,477.0 |
|
0.618 |
11,287.9 |
|
1.000 |
11,171.0 |
|
1.618 |
10,981.9 |
|
2.618 |
10,675.9 |
|
4.250 |
10,176.5 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,630.0 |
11,657.5 |
| PP |
11,612.8 |
11,631.2 |
| S1 |
11,595.7 |
11,604.8 |
|