| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,360.5 |
11,102.0 |
-258.5 |
-2.3% |
11,450.5 |
| High |
11,384.0 |
11,364.0 |
-20.0 |
-0.2% |
11,838.0 |
| Low |
11,041.0 |
11,068.5 |
27.5 |
0.2% |
11,428.5 |
| Close |
11,176.5 |
11,309.5 |
133.0 |
1.2% |
11,544.0 |
| Range |
343.0 |
295.5 |
-47.5 |
-13.8% |
409.5 |
| ATR |
207.5 |
213.8 |
6.3 |
3.0% |
0.0 |
| Volume |
150,899 |
171,664 |
20,765 |
13.8% |
600,214 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,133.8 |
12,017.2 |
11,472.0 |
|
| R3 |
11,838.3 |
11,721.7 |
11,390.8 |
|
| R2 |
11,542.8 |
11,542.8 |
11,363.7 |
|
| R1 |
11,426.2 |
11,426.2 |
11,336.6 |
11,484.5 |
| PP |
11,247.3 |
11,247.3 |
11,247.3 |
11,276.5 |
| S1 |
11,130.7 |
11,130.7 |
11,282.4 |
11,189.0 |
| S2 |
10,951.8 |
10,951.8 |
11,255.3 |
|
| S3 |
10,656.3 |
10,835.2 |
11,228.2 |
|
| S4 |
10,360.8 |
10,539.7 |
11,147.0 |
|
|
| 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 |
11,669.5 |
11,041.0 |
628.5 |
5.6% |
231.7 |
2.0% |
43% |
False |
False |
151,993 |
| 10 |
11,838.0 |
11,041.0 |
797.0 |
7.0% |
235.6 |
2.1% |
34% |
False |
False |
135,216 |
| 20 |
12,422.0 |
11,041.0 |
1,381.0 |
12.2% |
217.1 |
1.9% |
19% |
False |
False |
122,704 |
| 40 |
12,510.0 |
11,041.0 |
1,469.0 |
13.0% |
169.0 |
1.5% |
18% |
False |
False |
79,407 |
| 60 |
12,713.0 |
11,041.0 |
1,672.0 |
14.8% |
149.5 |
1.3% |
16% |
False |
False |
52,967 |
| 80 |
12,854.5 |
11,041.0 |
1,813.5 |
16.0% |
137.7 |
1.2% |
15% |
False |
False |
39,747 |
| 100 |
13,148.5 |
11,041.0 |
2,107.5 |
18.6% |
139.0 |
1.2% |
13% |
False |
False |
31,816 |
| 120 |
13,164.0 |
11,041.0 |
2,123.0 |
18.8% |
127.1 |
1.1% |
13% |
False |
False |
26,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,619.9 |
|
2.618 |
12,137.6 |
|
1.618 |
11,842.1 |
|
1.000 |
11,659.5 |
|
0.618 |
11,546.6 |
|
HIGH |
11,364.0 |
|
0.618 |
11,251.1 |
|
0.500 |
11,216.3 |
|
0.382 |
11,181.4 |
|
LOW |
11,068.5 |
|
0.618 |
10,885.9 |
|
1.000 |
10,773.0 |
|
1.618 |
10,590.4 |
|
2.618 |
10,294.9 |
|
4.250 |
9,812.6 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,278.4 |
11,284.0 |
| PP |
11,247.3 |
11,258.5 |
| S1 |
11,216.3 |
11,233.0 |
|