| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,774.75 |
2,758.00 |
-16.75 |
-0.6% |
2,770.00 |
| High |
2,800.50 |
2,782.00 |
-18.50 |
-0.7% |
2,824.25 |
| Low |
2,762.25 |
2,749.75 |
-12.50 |
-0.5% |
2,745.25 |
| Close |
2,767.50 |
2,756.50 |
-11.00 |
-0.4% |
2,767.50 |
| Range |
38.25 |
32.25 |
-6.00 |
-15.7% |
79.00 |
| ATR |
40.41 |
39.82 |
-0.58 |
-1.4% |
0.00 |
| Volume |
2,023,613 |
1,665,740 |
-357,873 |
-17.7% |
9,735,110 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.50 |
2,840.25 |
2,774.25 |
|
| R3 |
2,827.25 |
2,808.00 |
2,765.25 |
|
| R2 |
2,795.00 |
2,795.00 |
2,762.50 |
|
| R1 |
2,775.75 |
2,775.75 |
2,759.50 |
2,769.25 |
| PP |
2,762.75 |
2,762.75 |
2,762.75 |
2,759.50 |
| S1 |
2,743.50 |
2,743.50 |
2,753.50 |
2,737.00 |
| S2 |
2,730.50 |
2,730.50 |
2,750.50 |
|
| S3 |
2,698.25 |
2,711.25 |
2,747.75 |
|
| S4 |
2,666.00 |
2,679.00 |
2,738.75 |
|
|
| 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 |
2,745.50 |
78.75 |
2.9% |
48.75 |
1.8% |
14% |
False |
False |
1,927,385 |
| 10 |
2,900.00 |
2,712.25 |
187.75 |
6.8% |
56.00 |
2.0% |
24% |
False |
False |
2,349,961 |
| 20 |
2,944.75 |
2,712.25 |
232.50 |
8.4% |
41.00 |
1.5% |
19% |
False |
False |
1,915,765 |
| 40 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
30.50 |
1.1% |
19% |
False |
False |
1,251,298 |
| 60 |
2,947.00 |
2,712.25 |
234.75 |
8.5% |
27.50 |
1.0% |
19% |
False |
False |
835,429 |
| 80 |
2,947.00 |
2,702.25 |
244.75 |
8.9% |
26.50 |
1.0% |
22% |
False |
False |
627,163 |
| 100 |
2,947.00 |
2,696.75 |
250.25 |
9.1% |
26.50 |
1.0% |
24% |
False |
False |
502,174 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.6% |
26.75 |
1.0% |
45% |
False |
False |
418,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.00 |
|
2.618 |
2,866.50 |
|
1.618 |
2,834.25 |
|
1.000 |
2,814.25 |
|
0.618 |
2,802.00 |
|
HIGH |
2,782.00 |
|
0.618 |
2,769.75 |
|
0.500 |
2,766.00 |
|
0.382 |
2,762.00 |
|
LOW |
2,749.75 |
|
0.618 |
2,729.75 |
|
1.000 |
2,717.50 |
|
1.618 |
2,697.50 |
|
2.618 |
2,665.25 |
|
4.250 |
2,612.75 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.00 |
2,782.25 |
| PP |
2,762.75 |
2,773.75 |
| S1 |
2,759.50 |
2,765.00 |
|