| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,575.0 |
11,359.5 |
-215.5 |
-1.9% |
11,450.5 |
| High |
11,669.5 |
11,425.0 |
-244.5 |
-2.1% |
11,838.0 |
| Low |
11,483.0 |
11,216.0 |
-267.0 |
-2.3% |
11,428.5 |
| Close |
11,517.5 |
11,278.5 |
-239.0 |
-2.1% |
11,544.0 |
| Range |
186.5 |
209.0 |
22.5 |
12.1% |
409.5 |
| ATR |
189.1 |
197.1 |
8.0 |
4.2% |
0.0 |
| Volume |
172,388 |
152,665 |
-19,723 |
-11.4% |
600,214 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,933.5 |
11,815.0 |
11,393.5 |
|
| R3 |
11,724.5 |
11,606.0 |
11,336.0 |
|
| R2 |
11,515.5 |
11,515.5 |
11,316.8 |
|
| R1 |
11,397.0 |
11,397.0 |
11,297.7 |
11,351.8 |
| PP |
11,306.5 |
11,306.5 |
11,306.5 |
11,283.9 |
| S1 |
11,188.0 |
11,188.0 |
11,259.3 |
11,142.8 |
| S2 |
11,097.5 |
11,097.5 |
11,240.2 |
|
| S3 |
10,888.5 |
10,979.0 |
11,221.0 |
|
| S4 |
10,679.5 |
10,770.0 |
11,163.6 |
|
|
| 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 |
11,216.0 |
622.0 |
5.5% |
201.5 |
1.8% |
10% |
False |
True |
142,018 |
| 10 |
11,983.5 |
11,216.0 |
767.5 |
6.8% |
239.9 |
2.1% |
8% |
False |
True |
138,630 |
| 20 |
12,447.0 |
11,216.0 |
1,231.0 |
10.9% |
199.2 |
1.8% |
5% |
False |
True |
116,634 |
| 40 |
12,565.0 |
11,216.0 |
1,349.0 |
12.0% |
156.2 |
1.4% |
5% |
False |
True |
71,352 |
| 60 |
12,832.0 |
11,216.0 |
1,616.0 |
14.3% |
142.4 |
1.3% |
4% |
False |
True |
47,594 |
| 80 |
12,854.5 |
11,216.0 |
1,638.5 |
14.5% |
131.8 |
1.2% |
4% |
False |
True |
35,716 |
| 100 |
13,148.5 |
11,216.0 |
1,932.5 |
17.1% |
134.3 |
1.2% |
3% |
False |
True |
28,591 |
| 120 |
13,164.0 |
11,216.0 |
1,948.0 |
17.3% |
122.9 |
1.1% |
3% |
False |
True |
23,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,313.3 |
|
2.618 |
11,972.2 |
|
1.618 |
11,763.2 |
|
1.000 |
11,634.0 |
|
0.618 |
11,554.2 |
|
HIGH |
11,425.0 |
|
0.618 |
11,345.2 |
|
0.500 |
11,320.5 |
|
0.382 |
11,295.8 |
|
LOW |
11,216.0 |
|
0.618 |
11,086.8 |
|
1.000 |
11,007.0 |
|
1.618 |
10,877.8 |
|
2.618 |
10,668.8 |
|
4.250 |
10,327.8 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,320.5 |
11,442.8 |
| PP |
11,306.5 |
11,388.0 |
| S1 |
11,292.5 |
11,333.3 |
|