| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,758.00 |
2,755.75 |
-2.25 |
-0.1% |
2,770.00 |
| High |
2,782.00 |
2,757.50 |
-24.50 |
-0.9% |
2,824.25 |
| Low |
2,749.75 |
2,692.25 |
-57.50 |
-2.1% |
2,745.25 |
| Close |
2,756.50 |
2,746.25 |
-10.25 |
-0.4% |
2,767.50 |
| Range |
32.25 |
65.25 |
33.00 |
102.3% |
79.00 |
| ATR |
39.82 |
41.64 |
1.82 |
4.6% |
0.00 |
| Volume |
1,665,740 |
2,849,774 |
1,184,034 |
71.1% |
9,735,110 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.75 |
2,902.25 |
2,782.25 |
|
| R3 |
2,862.50 |
2,837.00 |
2,764.25 |
|
| R2 |
2,797.25 |
2,797.25 |
2,758.25 |
|
| R1 |
2,771.75 |
2,771.75 |
2,752.25 |
2,752.00 |
| PP |
2,732.00 |
2,732.00 |
2,732.00 |
2,722.00 |
| S1 |
2,706.50 |
2,706.50 |
2,740.25 |
2,686.50 |
| S2 |
2,666.75 |
2,666.75 |
2,734.25 |
|
| S3 |
2,601.50 |
2,641.25 |
2,728.25 |
|
| S4 |
2,536.25 |
2,576.00 |
2,710.25 |
|
|
| 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 |
2,692.25 |
132.00 |
4.8% |
47.00 |
1.7% |
41% |
False |
True |
2,141,278 |
| 10 |
2,891.25 |
2,692.25 |
199.00 |
7.2% |
60.00 |
2.2% |
27% |
False |
True |
2,457,863 |
| 20 |
2,944.75 |
2,692.25 |
252.50 |
9.2% |
43.50 |
1.6% |
21% |
False |
True |
2,006,651 |
| 40 |
2,947.00 |
2,692.25 |
254.75 |
9.3% |
31.50 |
1.1% |
21% |
False |
True |
1,322,272 |
| 60 |
2,947.00 |
2,692.25 |
254.75 |
9.3% |
28.25 |
1.0% |
21% |
False |
True |
882,896 |
| 80 |
2,947.00 |
2,692.25 |
254.75 |
9.3% |
27.00 |
1.0% |
21% |
False |
True |
662,762 |
| 100 |
2,947.00 |
2,692.25 |
254.75 |
9.3% |
26.75 |
1.0% |
21% |
False |
True |
530,660 |
| 120 |
2,947.00 |
2,620.75 |
326.25 |
11.9% |
27.00 |
1.0% |
38% |
False |
False |
442,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.75 |
|
2.618 |
2,928.25 |
|
1.618 |
2,863.00 |
|
1.000 |
2,822.75 |
|
0.618 |
2,797.75 |
|
HIGH |
2,757.50 |
|
0.618 |
2,732.50 |
|
0.500 |
2,725.00 |
|
0.382 |
2,717.25 |
|
LOW |
2,692.25 |
|
0.618 |
2,652.00 |
|
1.000 |
2,627.00 |
|
1.618 |
2,586.75 |
|
2.618 |
2,521.50 |
|
4.250 |
2,415.00 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.00 |
2,746.50 |
| PP |
2,732.00 |
2,746.25 |
| S1 |
2,725.00 |
2,746.25 |
|