| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,892.25 |
2,886.75 |
-5.50 |
-0.2% |
2,922.50 |
| High |
2,900.00 |
2,891.25 |
-8.75 |
-0.3% |
2,944.75 |
| Low |
2,874.50 |
2,771.50 |
-103.00 |
-3.6% |
2,873.25 |
| Close |
2,888.25 |
2,781.00 |
-107.25 |
-3.7% |
2,894.00 |
| Range |
25.50 |
119.75 |
94.25 |
369.6% |
71.50 |
| ATR |
24.51 |
31.32 |
6.80 |
27.7% |
0.00 |
| Volume |
1,770,753 |
3,460,738 |
1,689,985 |
95.4% |
8,074,047 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.75 |
3,097.25 |
2,846.75 |
|
| R3 |
3,054.00 |
2,977.50 |
2,814.00 |
|
| R2 |
2,934.25 |
2,934.25 |
2,803.00 |
|
| R1 |
2,857.75 |
2,857.75 |
2,792.00 |
2,836.00 |
| PP |
2,814.50 |
2,814.50 |
2,814.50 |
2,803.75 |
| S1 |
2,738.00 |
2,738.00 |
2,770.00 |
2,716.50 |
| S2 |
2,694.75 |
2,694.75 |
2,759.00 |
|
| S3 |
2,575.00 |
2,618.25 |
2,748.00 |
|
| S4 |
2,455.25 |
2,498.50 |
2,715.25 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.50 |
3,077.75 |
2,933.25 |
|
| R3 |
3,047.00 |
3,006.25 |
2,913.75 |
|
| R2 |
2,975.50 |
2,975.50 |
2,907.00 |
|
| R1 |
2,934.75 |
2,934.75 |
2,900.50 |
2,919.50 |
| PP |
2,904.00 |
2,904.00 |
2,904.00 |
2,896.25 |
| S1 |
2,863.25 |
2,863.25 |
2,887.50 |
2,848.00 |
| S2 |
2,832.50 |
2,832.50 |
2,881.00 |
|
| S3 |
2,761.00 |
2,791.75 |
2,874.25 |
|
| S4 |
2,689.50 |
2,720.25 |
2,854.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.25 |
2,771.50 |
154.75 |
5.6% |
51.75 |
1.9% |
6% |
False |
True |
2,289,839 |
| 10 |
2,944.75 |
2,771.50 |
173.25 |
6.2% |
35.75 |
1.3% |
5% |
False |
True |
1,770,614 |
| 20 |
2,947.00 |
2,771.50 |
175.50 |
6.3% |
28.00 |
1.0% |
5% |
False |
True |
1,563,554 |
| 40 |
2,947.00 |
2,771.50 |
175.50 |
6.3% |
24.75 |
0.9% |
5% |
False |
True |
795,572 |
| 60 |
2,947.00 |
2,771.50 |
175.50 |
6.3% |
23.50 |
0.8% |
5% |
False |
True |
531,237 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.0% |
24.75 |
0.9% |
34% |
False |
False |
399,187 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.5% |
24.75 |
0.9% |
37% |
False |
False |
319,577 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.5% |
25.50 |
0.9% |
52% |
False |
False |
266,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,400.25 |
|
2.618 |
3,204.75 |
|
1.618 |
3,085.00 |
|
1.000 |
3,011.00 |
|
0.618 |
2,965.25 |
|
HIGH |
2,891.25 |
|
0.618 |
2,845.50 |
|
0.500 |
2,831.50 |
|
0.382 |
2,817.25 |
|
LOW |
2,771.50 |
|
0.618 |
2,697.50 |
|
1.000 |
2,651.75 |
|
1.618 |
2,577.75 |
|
2.618 |
2,458.00 |
|
4.250 |
2,262.50 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.50 |
2,835.75 |
| PP |
2,814.50 |
2,817.50 |
| S1 |
2,797.75 |
2,799.25 |
|