| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,747.50 |
2,816.25 |
68.75 |
2.5% |
2,897.50 |
| High |
2,819.00 |
2,824.25 |
5.25 |
0.2% |
2,900.00 |
| Low |
2,745.50 |
2,783.25 |
37.75 |
1.4% |
2,712.25 |
| Close |
2,817.75 |
2,816.25 |
-1.50 |
-0.1% |
2,768.50 |
| Range |
73.50 |
41.00 |
-32.50 |
-44.2% |
187.75 |
| ATR |
38.95 |
39.10 |
0.15 |
0.4% |
0.00 |
| Volume |
1,780,311 |
1,948,526 |
168,215 |
9.4% |
13,859,403 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.00 |
2,914.50 |
2,838.75 |
|
| R3 |
2,890.00 |
2,873.50 |
2,827.50 |
|
| R2 |
2,849.00 |
2,849.00 |
2,823.75 |
|
| R1 |
2,832.50 |
2,832.50 |
2,820.00 |
2,836.75 |
| PP |
2,808.00 |
2,808.00 |
2,808.00 |
2,810.00 |
| S1 |
2,791.50 |
2,791.50 |
2,812.50 |
2,795.75 |
| S2 |
2,767.00 |
2,767.00 |
2,808.75 |
|
| S3 |
2,726.00 |
2,750.50 |
2,805.00 |
|
| S4 |
2,685.00 |
2,709.50 |
2,793.75 |
|
|
| 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 |
2,824.25 |
2,712.25 |
112.00 |
4.0% |
57.50 |
2.0% |
93% |
True |
False |
2,472,005 |
| 10 |
2,926.25 |
2,712.25 |
214.00 |
7.6% |
54.50 |
1.9% |
49% |
False |
False |
2,380,922 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
37.25 |
1.3% |
44% |
False |
False |
1,826,659 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
28.75 |
1.0% |
44% |
False |
False |
1,103,973 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.3% |
26.75 |
1.0% |
44% |
False |
False |
737,127 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.9% |
26.00 |
0.9% |
48% |
False |
False |
553,514 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.4% |
26.50 |
0.9% |
50% |
False |
False |
443,156 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.3% |
26.50 |
0.9% |
62% |
False |
False |
369,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,998.50 |
|
2.618 |
2,931.50 |
|
1.618 |
2,890.50 |
|
1.000 |
2,865.25 |
|
0.618 |
2,849.50 |
|
HIGH |
2,824.25 |
|
0.618 |
2,808.50 |
|
0.500 |
2,803.75 |
|
0.382 |
2,799.00 |
|
LOW |
2,783.25 |
|
0.618 |
2,758.00 |
|
1.000 |
2,742.25 |
|
1.618 |
2,717.00 |
|
2.618 |
2,676.00 |
|
4.250 |
2,609.00 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.00 |
2,805.75 |
| PP |
2,808.00 |
2,795.25 |
| S1 |
2,803.75 |
2,784.75 |
|