| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
11,102.0 |
11,170.0 |
68.0 |
0.6% |
11,575.0 |
| High |
11,364.0 |
11,280.5 |
-83.5 |
-0.7% |
11,669.5 |
| Low |
11,068.5 |
11,035.0 |
-33.5 |
-0.3% |
11,035.0 |
| Close |
11,309.5 |
11,147.0 |
-162.5 |
-1.4% |
11,147.0 |
| Range |
295.5 |
245.5 |
-50.0 |
-16.9% |
634.5 |
| ATR |
213.8 |
218.1 |
4.3 |
2.0% |
0.0 |
| Volume |
171,664 |
140,284 |
-31,380 |
-18.3% |
787,900 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,890.7 |
11,764.3 |
11,282.0 |
|
| R3 |
11,645.2 |
11,518.8 |
11,214.5 |
|
| R2 |
11,399.7 |
11,399.7 |
11,192.0 |
|
| R1 |
11,273.3 |
11,273.3 |
11,169.5 |
11,213.8 |
| PP |
11,154.2 |
11,154.2 |
11,154.2 |
11,124.4 |
| S1 |
11,027.8 |
11,027.8 |
11,124.5 |
10,968.3 |
| S2 |
10,908.7 |
10,908.7 |
11,102.0 |
|
| S3 |
10,663.2 |
10,782.3 |
11,079.5 |
|
| S4 |
10,417.7 |
10,536.8 |
11,012.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.3 |
12,801.7 |
11,496.0 |
|
| R3 |
12,552.8 |
12,167.2 |
11,321.5 |
|
| R2 |
11,918.3 |
11,918.3 |
11,263.3 |
|
| R1 |
11,532.7 |
11,532.7 |
11,205.2 |
11,408.3 |
| PP |
11,283.8 |
11,283.8 |
11,283.8 |
11,221.6 |
| S1 |
10,898.2 |
10,898.2 |
11,088.8 |
10,773.8 |
| S2 |
10,649.3 |
10,649.3 |
11,030.7 |
|
| S3 |
10,014.8 |
10,263.7 |
10,972.5 |
|
| S4 |
9,380.3 |
9,629.2 |
10,798.0 |
|
|
| 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 |
11,035.0 |
634.5 |
5.7% |
255.9 |
2.3% |
18% |
False |
True |
157,580 |
| 10 |
11,838.0 |
11,035.0 |
803.0 |
7.2% |
231.7 |
2.1% |
14% |
False |
True |
138,811 |
| 20 |
12,361.0 |
11,035.0 |
1,326.0 |
11.9% |
217.0 |
1.9% |
8% |
False |
True |
126,079 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.7% |
172.0 |
1.5% |
8% |
False |
True |
82,910 |
| 60 |
12,713.0 |
11,035.0 |
1,678.0 |
15.1% |
150.7 |
1.4% |
7% |
False |
True |
55,305 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.3% |
139.1 |
1.2% |
6% |
False |
True |
41,500 |
| 100 |
13,148.5 |
11,035.0 |
2,113.5 |
19.0% |
139.9 |
1.3% |
5% |
False |
True |
33,216 |
| 120 |
13,164.0 |
11,035.0 |
2,129.0 |
19.1% |
128.8 |
1.2% |
5% |
False |
True |
27,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,323.9 |
|
2.618 |
11,923.2 |
|
1.618 |
11,677.7 |
|
1.000 |
11,526.0 |
|
0.618 |
11,432.2 |
|
HIGH |
11,280.5 |
|
0.618 |
11,186.7 |
|
0.500 |
11,157.8 |
|
0.382 |
11,128.8 |
|
LOW |
11,035.0 |
|
0.618 |
10,883.3 |
|
1.000 |
10,789.5 |
|
1.618 |
10,637.8 |
|
2.618 |
10,392.3 |
|
4.250 |
9,991.6 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,157.8 |
11,209.5 |
| PP |
11,154.2 |
11,188.7 |
| S1 |
11,150.6 |
11,167.8 |
|