| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,886.75 |
2,776.50 |
-110.25 |
-3.8% |
2,922.50 |
| High |
2,891.25 |
2,798.75 |
-92.50 |
-3.2% |
2,944.75 |
| Low |
2,771.50 |
2,712.25 |
-59.25 |
-2.1% |
2,873.25 |
| Close |
2,781.00 |
2,745.50 |
-35.50 |
-1.3% |
2,894.00 |
| Range |
119.75 |
86.50 |
-33.25 |
-27.8% |
71.50 |
| ATR |
31.32 |
35.26 |
3.94 |
12.6% |
0.00 |
| Volume |
3,460,738 |
4,013,855 |
553,117 |
16.0% |
8,074,047 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.75 |
2,965.00 |
2,793.00 |
|
| R3 |
2,925.25 |
2,878.50 |
2,769.25 |
|
| R2 |
2,838.75 |
2,838.75 |
2,761.25 |
|
| R1 |
2,792.00 |
2,792.00 |
2,753.50 |
2,772.00 |
| PP |
2,752.25 |
2,752.25 |
2,752.25 |
2,742.25 |
| S1 |
2,705.50 |
2,705.50 |
2,737.50 |
2,685.50 |
| S2 |
2,665.75 |
2,665.75 |
2,729.75 |
|
| S3 |
2,579.25 |
2,619.00 |
2,721.75 |
|
| S4 |
2,492.75 |
2,532.50 |
2,698.00 |
|
|
| 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 |
2,915.50 |
2,712.25 |
203.25 |
7.4% |
61.25 |
2.2% |
16% |
False |
True |
2,659,440 |
| 10 |
2,944.75 |
2,712.25 |
232.50 |
8.5% |
42.00 |
1.5% |
14% |
False |
True |
2,050,916 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.6% |
31.25 |
1.1% |
14% |
False |
True |
1,728,639 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.6% |
26.00 |
0.9% |
14% |
False |
True |
895,710 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.6% |
24.75 |
0.9% |
14% |
False |
True |
598,110 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.1% |
25.25 |
0.9% |
19% |
False |
False |
449,302 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.6% |
25.50 |
0.9% |
24% |
False |
False |
359,712 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.7% |
26.25 |
1.0% |
42% |
False |
False |
299,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.50 |
|
2.618 |
3,025.25 |
|
1.618 |
2,938.75 |
|
1.000 |
2,885.25 |
|
0.618 |
2,852.25 |
|
HIGH |
2,798.75 |
|
0.618 |
2,765.75 |
|
0.500 |
2,755.50 |
|
0.382 |
2,745.25 |
|
LOW |
2,712.25 |
|
0.618 |
2,658.75 |
|
1.000 |
2,625.75 |
|
1.618 |
2,572.25 |
|
2.618 |
2,485.75 |
|
4.250 |
2,344.50 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.50 |
2,806.00 |
| PP |
2,752.25 |
2,786.00 |
| S1 |
2,748.75 |
2,765.75 |
|