| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,755.75 |
2,745.25 |
-10.50 |
-0.4% |
2,770.00 |
| High |
2,757.50 |
2,750.00 |
-7.50 |
-0.3% |
2,824.25 |
| Low |
2,692.25 |
2,652.25 |
-40.00 |
-1.5% |
2,745.25 |
| Close |
2,746.25 |
2,664.25 |
-82.00 |
-3.0% |
2,767.50 |
| Range |
65.25 |
97.75 |
32.50 |
49.8% |
79.00 |
| ATR |
41.64 |
45.65 |
4.01 |
9.6% |
0.00 |
| Volume |
2,849,774 |
2,856,919 |
7,145 |
0.3% |
9,735,110 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.00 |
2,921.00 |
2,718.00 |
|
| R3 |
2,884.25 |
2,823.25 |
2,691.25 |
|
| R2 |
2,786.50 |
2,786.50 |
2,682.25 |
|
| R1 |
2,725.50 |
2,725.50 |
2,673.25 |
2,707.00 |
| PP |
2,688.75 |
2,688.75 |
2,688.75 |
2,679.75 |
| S1 |
2,627.75 |
2,627.75 |
2,655.25 |
2,609.50 |
| S2 |
2,591.00 |
2,591.00 |
2,646.25 |
|
| S3 |
2,493.25 |
2,530.00 |
2,637.25 |
|
| S4 |
2,395.50 |
2,432.25 |
2,610.50 |
|
|
| 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 |
2,814.75 |
2,652.25 |
162.50 |
6.1% |
58.25 |
2.2% |
7% |
False |
True |
2,322,956 |
| 10 |
2,824.25 |
2,652.25 |
172.00 |
6.5% |
58.00 |
2.2% |
7% |
False |
True |
2,397,481 |
| 20 |
2,944.75 |
2,652.25 |
292.50 |
11.0% |
46.75 |
1.8% |
4% |
False |
True |
2,084,047 |
| 40 |
2,947.00 |
2,652.25 |
294.75 |
11.1% |
33.75 |
1.3% |
4% |
False |
True |
1,393,599 |
| 60 |
2,947.00 |
2,652.25 |
294.75 |
11.1% |
29.50 |
1.1% |
4% |
False |
True |
930,483 |
| 80 |
2,947.00 |
2,652.25 |
294.75 |
11.1% |
27.75 |
1.0% |
4% |
False |
True |
698,433 |
| 100 |
2,947.00 |
2,652.25 |
294.75 |
11.1% |
27.50 |
1.0% |
4% |
False |
True |
559,199 |
| 120 |
2,947.00 |
2,652.25 |
294.75 |
11.1% |
27.25 |
1.0% |
4% |
False |
True |
466,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,165.50 |
|
2.618 |
3,006.00 |
|
1.618 |
2,908.25 |
|
1.000 |
2,847.75 |
|
0.618 |
2,810.50 |
|
HIGH |
2,750.00 |
|
0.618 |
2,712.75 |
|
0.500 |
2,701.00 |
|
0.382 |
2,689.50 |
|
LOW |
2,652.25 |
|
0.618 |
2,591.75 |
|
1.000 |
2,554.50 |
|
1.618 |
2,494.00 |
|
2.618 |
2,396.25 |
|
4.250 |
2,236.75 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,701.00 |
2,717.00 |
| PP |
2,688.75 |
2,699.50 |
| S1 |
2,676.50 |
2,682.00 |
|