| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,813.25 |
2,774.75 |
-38.50 |
-1.4% |
2,770.00 |
| High |
2,814.75 |
2,800.50 |
-14.25 |
-0.5% |
2,824.25 |
| Low |
2,756.50 |
2,762.25 |
5.75 |
0.2% |
2,745.25 |
| Close |
2,772.25 |
2,767.50 |
-4.75 |
-0.2% |
2,767.50 |
| Range |
58.25 |
38.25 |
-20.00 |
-34.3% |
79.00 |
| ATR |
40.57 |
40.41 |
-0.17 |
-0.4% |
0.00 |
| Volume |
2,218,738 |
2,023,613 |
-195,125 |
-8.8% |
9,735,110 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.50 |
2,867.75 |
2,788.50 |
|
| R3 |
2,853.25 |
2,829.50 |
2,778.00 |
|
| R2 |
2,815.00 |
2,815.00 |
2,774.50 |
|
| R1 |
2,791.25 |
2,791.25 |
2,771.00 |
2,784.00 |
| PP |
2,776.75 |
2,776.75 |
2,776.75 |
2,773.00 |
| S1 |
2,753.00 |
2,753.00 |
2,764.00 |
2,745.75 |
| S2 |
2,738.50 |
2,738.50 |
2,760.50 |
|
| S3 |
2,700.25 |
2,714.75 |
2,757.00 |
|
| S4 |
2,662.00 |
2,676.50 |
2,746.50 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.00 |
2,970.75 |
2,811.00 |
|
| R3 |
2,937.00 |
2,891.75 |
2,789.25 |
|
| R2 |
2,858.00 |
2,858.00 |
2,782.00 |
|
| R1 |
2,812.75 |
2,812.75 |
2,774.75 |
2,796.00 |
| PP |
2,779.00 |
2,779.00 |
2,779.00 |
2,770.50 |
| S1 |
2,733.75 |
2,733.75 |
2,760.25 |
2,717.00 |
| S2 |
2,700.00 |
2,700.00 |
2,753.00 |
|
| S3 |
2,621.00 |
2,654.75 |
2,745.75 |
|
| S4 |
2,542.00 |
2,575.75 |
2,724.00 |
|
|
| 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 |
2,745.25 |
79.00 |
2.9% |
49.00 |
1.8% |
28% |
False |
False |
1,947,022 |
| 10 |
2,900.00 |
2,712.25 |
187.75 |
6.8% |
56.00 |
2.0% |
29% |
False |
False |
2,359,451 |
| 20 |
2,944.75 |
2,712.25 |
232.50 |
8.4% |
40.00 |
1.4% |
24% |
False |
False |
1,890,583 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
30.25 |
1.1% |
24% |
False |
False |
1,209,803 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
27.50 |
1.0% |
24% |
False |
False |
807,701 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
9.0% |
26.50 |
1.0% |
28% |
False |
False |
606,443 |
| 100 |
2,947.00 |
2,696.75 |
250.25 |
9.0% |
26.50 |
1.0% |
28% |
False |
False |
485,556 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.6% |
26.75 |
1.0% |
48% |
False |
False |
404,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.00 |
|
2.618 |
2,900.75 |
|
1.618 |
2,862.50 |
|
1.000 |
2,838.75 |
|
0.618 |
2,824.25 |
|
HIGH |
2,800.50 |
|
0.618 |
2,786.00 |
|
0.500 |
2,781.50 |
|
0.382 |
2,776.75 |
|
LOW |
2,762.25 |
|
0.618 |
2,738.50 |
|
1.000 |
2,724.00 |
|
1.618 |
2,700.25 |
|
2.618 |
2,662.00 |
|
4.250 |
2,599.75 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.50 |
2,790.50 |
| PP |
2,776.75 |
2,782.75 |
| S1 |
2,772.00 |
2,775.00 |
|