| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,770.00 |
2,747.50 |
-22.50 |
-0.8% |
2,897.50 |
| High |
2,778.75 |
2,819.00 |
40.25 |
1.4% |
2,900.00 |
| Low |
2,745.25 |
2,745.50 |
0.25 |
0.0% |
2,712.25 |
| Close |
2,749.00 |
2,817.75 |
68.75 |
2.5% |
2,768.50 |
| Range |
33.50 |
73.50 |
40.00 |
119.4% |
187.75 |
| ATR |
36.29 |
38.95 |
2.66 |
7.3% |
0.00 |
| Volume |
1,763,922 |
1,780,311 |
16,389 |
0.9% |
13,859,403 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.50 |
2,989.75 |
2,858.25 |
|
| R3 |
2,941.00 |
2,916.25 |
2,838.00 |
|
| R2 |
2,867.50 |
2,867.50 |
2,831.25 |
|
| R1 |
2,842.75 |
2,842.75 |
2,824.50 |
2,855.00 |
| PP |
2,794.00 |
2,794.00 |
2,794.00 |
2,800.25 |
| S1 |
2,769.25 |
2,769.25 |
2,811.00 |
2,781.50 |
| S2 |
2,720.50 |
2,720.50 |
2,804.25 |
|
| S3 |
2,647.00 |
2,695.75 |
2,797.50 |
|
| S4 |
2,573.50 |
2,622.25 |
2,777.25 |
|
|
| 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 |
2,891.25 |
2,712.25 |
179.00 |
6.4% |
73.25 |
2.6% |
59% |
False |
False |
2,774,448 |
| 10 |
2,944.75 |
2,712.25 |
232.50 |
8.3% |
52.50 |
1.9% |
45% |
False |
False |
2,310,521 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
35.75 |
1.3% |
45% |
False |
False |
1,797,295 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
28.25 |
1.0% |
45% |
False |
False |
1,055,377 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
26.50 |
0.9% |
45% |
False |
False |
704,680 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.9% |
26.25 |
0.9% |
48% |
False |
False |
529,204 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.4% |
26.25 |
0.9% |
51% |
False |
False |
423,671 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.3% |
26.25 |
0.9% |
63% |
False |
False |
353,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.50 |
|
2.618 |
3,011.50 |
|
1.618 |
2,938.00 |
|
1.000 |
2,892.50 |
|
0.618 |
2,864.50 |
|
HIGH |
2,819.00 |
|
0.618 |
2,791.00 |
|
0.500 |
2,782.25 |
|
0.382 |
2,773.50 |
|
LOW |
2,745.50 |
|
0.618 |
2,700.00 |
|
1.000 |
2,672.00 |
|
1.618 |
2,626.50 |
|
2.618 |
2,553.00 |
|
4.250 |
2,433.00 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.00 |
2,803.75 |
| PP |
2,794.00 |
2,789.75 |
| S1 |
2,782.25 |
2,775.50 |
|