| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,776.50 |
2,748.50 |
-28.00 |
-1.0% |
2,897.50 |
| High |
2,798.75 |
2,785.00 |
-13.75 |
-0.5% |
2,900.00 |
| Low |
2,712.25 |
2,732.25 |
20.00 |
0.7% |
2,712.25 |
| Close |
2,745.50 |
2,768.50 |
23.00 |
0.8% |
2,768.50 |
| Range |
86.50 |
52.75 |
-33.75 |
-39.0% |
187.75 |
| ATR |
35.26 |
36.51 |
1.25 |
3.5% |
0.00 |
| Volume |
4,013,855 |
2,853,415 |
-1,160,440 |
-28.9% |
13,859,403 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.25 |
2,897.00 |
2,797.50 |
|
| R3 |
2,867.50 |
2,844.25 |
2,783.00 |
|
| R2 |
2,814.75 |
2,814.75 |
2,778.25 |
|
| R1 |
2,791.50 |
2,791.50 |
2,773.25 |
2,803.00 |
| PP |
2,762.00 |
2,762.00 |
2,762.00 |
2,767.75 |
| S1 |
2,738.75 |
2,738.75 |
2,763.75 |
2,750.50 |
| S2 |
2,709.25 |
2,709.25 |
2,758.75 |
|
| S3 |
2,656.50 |
2,686.00 |
2,754.00 |
|
| S4 |
2,603.75 |
2,633.25 |
2,739.50 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,356.75 |
3,250.50 |
2,871.75 |
|
| R3 |
3,169.00 |
3,062.75 |
2,820.25 |
|
| R2 |
2,981.25 |
2,981.25 |
2,803.00 |
|
| R1 |
2,875.00 |
2,875.00 |
2,785.75 |
2,834.25 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,773.25 |
| S1 |
2,687.25 |
2,687.25 |
2,751.25 |
2,646.50 |
| S2 |
2,605.75 |
2,605.75 |
2,734.00 |
|
| S3 |
2,418.00 |
2,499.50 |
2,716.75 |
|
| S4 |
2,230.25 |
2,311.75 |
2,665.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,900.00 |
2,712.25 |
187.75 |
6.8% |
63.25 |
2.3% |
30% |
False |
False |
2,771,880 |
| 10 |
2,944.75 |
2,712.25 |
232.50 |
8.4% |
45.50 |
1.6% |
24% |
False |
False |
2,193,345 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
33.25 |
1.2% |
24% |
False |
False |
1,803,111 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
26.25 |
1.0% |
24% |
False |
False |
966,953 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
25.25 |
0.9% |
24% |
False |
False |
645,640 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.0% |
25.75 |
0.9% |
29% |
False |
False |
484,956 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.5% |
25.75 |
0.9% |
32% |
False |
False |
388,239 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.6% |
26.00 |
0.9% |
49% |
False |
False |
323,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.25 |
|
2.618 |
2,923.00 |
|
1.618 |
2,870.25 |
|
1.000 |
2,837.75 |
|
0.618 |
2,817.50 |
|
HIGH |
2,785.00 |
|
0.618 |
2,764.75 |
|
0.500 |
2,758.50 |
|
0.382 |
2,752.50 |
|
LOW |
2,732.25 |
|
0.618 |
2,699.75 |
|
1.000 |
2,679.50 |
|
1.618 |
2,647.00 |
|
2.618 |
2,594.25 |
|
4.250 |
2,508.00 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.25 |
2,801.75 |
| PP |
2,762.00 |
2,790.75 |
| S1 |
2,758.50 |
2,779.50 |
|