| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,359.5 |
11,360.5 |
1.0 |
0.0% |
11,450.5 |
| High |
11,425.0 |
11,384.0 |
-41.0 |
-0.4% |
11,838.0 |
| Low |
11,216.0 |
11,041.0 |
-175.0 |
-1.6% |
11,428.5 |
| Close |
11,278.5 |
11,176.5 |
-102.0 |
-0.9% |
11,544.0 |
| Range |
209.0 |
343.0 |
134.0 |
64.1% |
409.5 |
| ATR |
197.1 |
207.5 |
10.4 |
5.3% |
0.0 |
| Volume |
152,665 |
150,899 |
-1,766 |
-1.2% |
600,214 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,229.5 |
12,046.0 |
11,365.2 |
|
| R3 |
11,886.5 |
11,703.0 |
11,270.8 |
|
| R2 |
11,543.5 |
11,543.5 |
11,239.4 |
|
| R1 |
11,360.0 |
11,360.0 |
11,207.9 |
11,280.3 |
| PP |
11,200.5 |
11,200.5 |
11,200.5 |
11,160.6 |
| S1 |
11,017.0 |
11,017.0 |
11,145.1 |
10,937.3 |
| S2 |
10,857.5 |
10,857.5 |
11,113.6 |
|
| S3 |
10,514.5 |
10,674.0 |
11,082.2 |
|
| S4 |
10,171.5 |
10,331.0 |
10,987.9 |
|
|
| 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 |
11,783.0 |
11,041.0 |
742.0 |
6.6% |
233.8 |
2.1% |
18% |
False |
True |
145,351 |
| 10 |
11,838.0 |
11,041.0 |
797.0 |
7.1% |
236.4 |
2.1% |
17% |
False |
True |
132,426 |
| 20 |
12,447.0 |
11,041.0 |
1,406.0 |
12.6% |
211.8 |
1.9% |
10% |
False |
True |
119,677 |
| 40 |
12,555.0 |
11,041.0 |
1,514.0 |
13.5% |
163.4 |
1.5% |
9% |
False |
True |
75,120 |
| 60 |
12,800.5 |
11,041.0 |
1,759.5 |
15.7% |
146.6 |
1.3% |
8% |
False |
True |
50,108 |
| 80 |
12,854.5 |
11,041.0 |
1,813.5 |
16.2% |
134.6 |
1.2% |
7% |
False |
True |
37,602 |
| 100 |
13,148.5 |
11,041.0 |
2,107.5 |
18.9% |
136.7 |
1.2% |
6% |
False |
True |
30,100 |
| 120 |
13,164.0 |
11,041.0 |
2,123.0 |
19.0% |
124.8 |
1.1% |
6% |
False |
True |
25,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,841.8 |
|
2.618 |
12,282.0 |
|
1.618 |
11,939.0 |
|
1.000 |
11,727.0 |
|
0.618 |
11,596.0 |
|
HIGH |
11,384.0 |
|
0.618 |
11,253.0 |
|
0.500 |
11,212.5 |
|
0.382 |
11,172.0 |
|
LOW |
11,041.0 |
|
0.618 |
10,829.0 |
|
1.000 |
10,698.0 |
|
1.618 |
10,486.0 |
|
2.618 |
10,143.0 |
|
4.250 |
9,583.3 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,212.5 |
11,355.3 |
| PP |
11,200.5 |
11,295.7 |
| S1 |
11,188.5 |
11,236.1 |
|