| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,689.0 |
11,589.0 |
-100.0 |
-0.9% |
11,450.5 |
| High |
11,783.0 |
11,613.0 |
-170.0 |
-1.4% |
11,838.0 |
| Low |
11,477.0 |
11,488.5 |
11.5 |
0.1% |
11,428.5 |
| Close |
11,578.5 |
11,544.0 |
-34.5 |
-0.3% |
11,544.0 |
| Range |
306.0 |
124.5 |
-181.5 |
-59.3% |
409.5 |
| ATR |
194.3 |
189.3 |
-5.0 |
-2.6% |
0.0 |
| Volume |
138,453 |
112,351 |
-26,102 |
-18.9% |
600,214 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,922.0 |
11,857.5 |
11,612.5 |
|
| R3 |
11,797.5 |
11,733.0 |
11,578.2 |
|
| R2 |
11,673.0 |
11,673.0 |
11,566.8 |
|
| R1 |
11,608.5 |
11,608.5 |
11,555.4 |
11,578.5 |
| PP |
11,548.5 |
11,548.5 |
11,548.5 |
11,533.5 |
| S1 |
11,484.0 |
11,484.0 |
11,532.6 |
11,454.0 |
| S2 |
11,424.0 |
11,424.0 |
11,521.2 |
|
| S3 |
11,299.5 |
11,359.5 |
11,509.8 |
|
| S4 |
11,175.0 |
11,235.0 |
11,475.5 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,832.0 |
12,597.5 |
11,769.2 |
|
| R3 |
12,422.5 |
12,188.0 |
11,656.6 |
|
| R2 |
12,013.0 |
12,013.0 |
11,619.1 |
|
| R1 |
11,778.5 |
11,778.5 |
11,581.5 |
11,895.8 |
| PP |
11,603.5 |
11,603.5 |
11,603.5 |
11,662.1 |
| S1 |
11,369.0 |
11,369.0 |
11,506.5 |
11,486.3 |
| S2 |
11,194.0 |
11,194.0 |
11,468.9 |
|
| S3 |
10,784.5 |
10,959.5 |
11,431.4 |
|
| S4 |
10,375.0 |
10,550.0 |
11,318.8 |
|
|
| 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 |
11,428.5 |
409.5 |
3.5% |
207.5 |
1.8% |
28% |
False |
False |
120,042 |
| 10 |
12,112.0 |
11,383.0 |
729.0 |
6.3% |
243.8 |
2.1% |
22% |
False |
False |
133,294 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
187.9 |
1.6% |
15% |
False |
False |
107,210 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.2% |
151.3 |
1.3% |
14% |
False |
False |
63,231 |
| 60 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
138.1 |
1.2% |
11% |
False |
False |
42,179 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.7% |
129.7 |
1.1% |
11% |
False |
False |
31,655 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.3% |
131.3 |
1.1% |
9% |
False |
False |
25,347 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.4% |
121.5 |
1.1% |
9% |
False |
False |
21,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,142.1 |
|
2.618 |
11,938.9 |
|
1.618 |
11,814.4 |
|
1.000 |
11,737.5 |
|
0.618 |
11,689.9 |
|
HIGH |
11,613.0 |
|
0.618 |
11,565.4 |
|
0.500 |
11,550.8 |
|
0.382 |
11,536.1 |
|
LOW |
11,488.5 |
|
0.618 |
11,411.6 |
|
1.000 |
11,364.0 |
|
1.618 |
11,287.1 |
|
2.618 |
11,162.6 |
|
4.250 |
10,959.4 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,550.8 |
11,657.5 |
| PP |
11,548.5 |
11,619.7 |
| S1 |
11,546.3 |
11,581.8 |
|