| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,816.25 |
2,813.25 |
-3.00 |
-0.1% |
2,897.50 |
| High |
2,824.25 |
2,814.75 |
-9.50 |
-0.3% |
2,900.00 |
| Low |
2,783.25 |
2,756.50 |
-26.75 |
-1.0% |
2,712.25 |
| Close |
2,816.25 |
2,772.25 |
-44.00 |
-1.6% |
2,768.50 |
| Range |
41.00 |
58.25 |
17.25 |
42.1% |
187.75 |
| ATR |
39.10 |
40.57 |
1.48 |
3.8% |
0.00 |
| Volume |
1,948,526 |
2,218,738 |
270,212 |
13.9% |
13,859,403 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.00 |
2,922.25 |
2,804.25 |
|
| R3 |
2,897.75 |
2,864.00 |
2,788.25 |
|
| R2 |
2,839.50 |
2,839.50 |
2,783.00 |
|
| R1 |
2,805.75 |
2,805.75 |
2,777.50 |
2,793.50 |
| PP |
2,781.25 |
2,781.25 |
2,781.25 |
2,775.00 |
| S1 |
2,747.50 |
2,747.50 |
2,767.00 |
2,735.25 |
| S2 |
2,723.00 |
2,723.00 |
2,761.50 |
|
| S3 |
2,664.75 |
2,689.25 |
2,756.25 |
|
| S4 |
2,606.50 |
2,631.00 |
2,740.25 |
|
|
| 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 |
2,824.25 |
2,732.25 |
92.00 |
3.3% |
51.75 |
1.9% |
43% |
False |
False |
2,112,982 |
| 10 |
2,915.50 |
2,712.25 |
203.25 |
7.3% |
56.50 |
2.0% |
30% |
False |
False |
2,386,211 |
| 20 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
38.75 |
1.4% |
26% |
False |
False |
1,863,873 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
29.50 |
1.1% |
26% |
False |
False |
1,159,321 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
27.25 |
1.0% |
26% |
False |
False |
774,024 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.0% |
26.50 |
1.0% |
30% |
False |
False |
581,200 |
| 100 |
2,947.00 |
2,694.00 |
253.00 |
9.1% |
26.50 |
1.0% |
31% |
False |
False |
465,335 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.5% |
26.75 |
1.0% |
50% |
False |
False |
387,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,062.25 |
|
2.618 |
2,967.25 |
|
1.618 |
2,909.00 |
|
1.000 |
2,873.00 |
|
0.618 |
2,850.75 |
|
HIGH |
2,814.75 |
|
0.618 |
2,792.50 |
|
0.500 |
2,785.50 |
|
0.382 |
2,778.75 |
|
LOW |
2,756.50 |
|
0.618 |
2,720.50 |
|
1.000 |
2,698.25 |
|
1.618 |
2,662.25 |
|
2.618 |
2,604.00 |
|
4.250 |
2,509.00 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.50 |
2,785.00 |
| PP |
2,781.25 |
2,780.75 |
| S1 |
2,776.75 |
2,776.50 |
|