| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,748.50 |
2,770.00 |
21.50 |
0.8% |
2,897.50 |
| High |
2,785.00 |
2,778.75 |
-6.25 |
-0.2% |
2,900.00 |
| Low |
2,732.25 |
2,745.25 |
13.00 |
0.5% |
2,712.25 |
| Close |
2,768.50 |
2,749.00 |
-19.50 |
-0.7% |
2,768.50 |
| Range |
52.75 |
33.50 |
-19.25 |
-36.5% |
187.75 |
| ATR |
36.51 |
36.29 |
-0.21 |
-0.6% |
0.00 |
| Volume |
2,853,415 |
1,763,922 |
-1,089,493 |
-38.2% |
13,859,403 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.25 |
2,837.00 |
2,767.50 |
|
| R3 |
2,824.75 |
2,803.50 |
2,758.25 |
|
| R2 |
2,791.25 |
2,791.25 |
2,755.25 |
|
| R1 |
2,770.00 |
2,770.00 |
2,752.00 |
2,764.00 |
| PP |
2,757.75 |
2,757.75 |
2,757.75 |
2,754.50 |
| S1 |
2,736.50 |
2,736.50 |
2,746.00 |
2,730.50 |
| S2 |
2,724.25 |
2,724.25 |
2,742.75 |
|
| S3 |
2,690.75 |
2,703.00 |
2,739.75 |
|
| S4 |
2,657.25 |
2,669.50 |
2,730.50 |
|
|
| 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% |
63.50 |
2.3% |
20% |
False |
False |
2,772,536 |
| 10 |
2,944.75 |
2,712.25 |
232.50 |
8.5% |
47.00 |
1.7% |
16% |
False |
False |
2,245,740 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
34.00 |
1.2% |
16% |
False |
False |
1,802,131 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
26.75 |
1.0% |
16% |
False |
False |
1,010,985 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
25.50 |
0.9% |
16% |
False |
False |
675,023 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.1% |
25.50 |
0.9% |
21% |
False |
False |
506,962 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.6% |
25.75 |
0.9% |
25% |
False |
False |
405,873 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.6% |
26.00 |
0.9% |
43% |
False |
False |
338,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.00 |
|
2.618 |
2,866.50 |
|
1.618 |
2,833.00 |
|
1.000 |
2,812.25 |
|
0.618 |
2,799.50 |
|
HIGH |
2,778.75 |
|
0.618 |
2,766.00 |
|
0.500 |
2,762.00 |
|
0.382 |
2,758.00 |
|
LOW |
2,745.25 |
|
0.618 |
2,724.50 |
|
1.000 |
2,711.75 |
|
1.618 |
2,691.00 |
|
2.618 |
2,657.50 |
|
4.250 |
2,603.00 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.00 |
2,755.50 |
| PP |
2,757.75 |
2,753.25 |
| S1 |
2,753.25 |
2,751.25 |
|