| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,589.0 |
11,575.0 |
-14.0 |
-0.1% |
11,450.5 |
| High |
11,613.0 |
11,669.5 |
56.5 |
0.5% |
11,838.0 |
| Low |
11,488.5 |
11,483.0 |
-5.5 |
0.0% |
11,428.5 |
| Close |
11,544.0 |
11,517.5 |
-26.5 |
-0.2% |
11,544.0 |
| Range |
124.5 |
186.5 |
62.0 |
49.8% |
409.5 |
| ATR |
189.3 |
189.1 |
-0.2 |
-0.1% |
0.0 |
| Volume |
112,351 |
172,388 |
60,037 |
53.4% |
600,214 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,116.2 |
12,003.3 |
11,620.1 |
|
| R3 |
11,929.7 |
11,816.8 |
11,568.8 |
|
| R2 |
11,743.2 |
11,743.2 |
11,551.7 |
|
| R1 |
11,630.3 |
11,630.3 |
11,534.6 |
11,593.5 |
| PP |
11,556.7 |
11,556.7 |
11,556.7 |
11,538.3 |
| S1 |
11,443.8 |
11,443.8 |
11,500.4 |
11,407.0 |
| S2 |
11,370.2 |
11,370.2 |
11,483.3 |
|
| S3 |
11,183.7 |
11,257.3 |
11,466.2 |
|
| S4 |
10,997.2 |
11,070.8 |
11,414.9 |
|
|
| 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 |
11,477.0 |
361.0 |
3.1% |
202.7 |
1.8% |
11% |
False |
False |
134,441 |
| 10 |
11,994.5 |
11,383.0 |
611.5 |
5.3% |
239.8 |
2.1% |
22% |
False |
False |
138,555 |
| 20 |
12,447.0 |
11,383.0 |
1,064.0 |
9.2% |
193.7 |
1.7% |
13% |
False |
False |
112,279 |
| 40 |
12,565.0 |
11,383.0 |
1,182.0 |
10.3% |
154.1 |
1.3% |
11% |
False |
False |
67,537 |
| 60 |
12,832.0 |
11,383.0 |
1,449.0 |
12.6% |
140.0 |
1.2% |
9% |
False |
False |
45,052 |
| 80 |
12,854.5 |
11,383.0 |
1,471.5 |
12.8% |
130.9 |
1.1% |
9% |
False |
False |
33,809 |
| 100 |
13,148.5 |
11,383.0 |
1,765.5 |
15.3% |
132.7 |
1.2% |
8% |
False |
False |
27,068 |
| 120 |
13,164.0 |
11,383.0 |
1,781.0 |
15.5% |
122.2 |
1.1% |
8% |
False |
False |
22,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,462.1 |
|
2.618 |
12,157.8 |
|
1.618 |
11,971.3 |
|
1.000 |
11,856.0 |
|
0.618 |
11,784.8 |
|
HIGH |
11,669.5 |
|
0.618 |
11,598.3 |
|
0.500 |
11,576.3 |
|
0.382 |
11,554.2 |
|
LOW |
11,483.0 |
|
0.618 |
11,367.7 |
|
1.000 |
11,296.5 |
|
1.618 |
11,181.2 |
|
2.618 |
10,994.7 |
|
4.250 |
10,690.4 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,576.3 |
11,630.0 |
| PP |
11,556.7 |
11,592.5 |
| S1 |
11,537.1 |
11,555.0 |
|