| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,745.25 |
2,673.75 |
-71.50 |
-2.6% |
2,770.00 |
| High |
2,750.00 |
2,723.75 |
-26.25 |
-1.0% |
2,824.25 |
| Low |
2,652.25 |
2,658.75 |
6.50 |
0.2% |
2,745.25 |
| Close |
2,664.25 |
2,688.25 |
24.00 |
0.9% |
2,767.50 |
| Range |
97.75 |
65.00 |
-32.75 |
-33.5% |
79.00 |
| ATR |
45.65 |
47.03 |
1.38 |
3.0% |
0.00 |
| Volume |
2,856,919 |
2,535,913 |
-321,006 |
-11.2% |
9,735,110 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.25 |
2,851.75 |
2,724.00 |
|
| R3 |
2,820.25 |
2,786.75 |
2,706.00 |
|
| R2 |
2,755.25 |
2,755.25 |
2,700.25 |
|
| R1 |
2,721.75 |
2,721.75 |
2,694.25 |
2,738.50 |
| PP |
2,690.25 |
2,690.25 |
2,690.25 |
2,698.50 |
| S1 |
2,656.75 |
2,656.75 |
2,682.25 |
2,673.50 |
| S2 |
2,625.25 |
2,625.25 |
2,676.25 |
|
| S3 |
2,560.25 |
2,591.75 |
2,670.50 |
|
| S4 |
2,495.25 |
2,526.75 |
2,652.50 |
|
|
| 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 |
2,800.50 |
2,652.25 |
148.25 |
5.5% |
59.75 |
2.2% |
24% |
False |
False |
2,386,391 |
| 10 |
2,824.25 |
2,652.25 |
172.00 |
6.4% |
55.75 |
2.1% |
21% |
False |
False |
2,249,687 |
| 20 |
2,944.75 |
2,652.25 |
292.50 |
10.9% |
49.00 |
1.8% |
12% |
False |
False |
2,150,301 |
| 40 |
2,947.00 |
2,652.25 |
294.75 |
11.0% |
34.75 |
1.3% |
12% |
False |
False |
1,456,762 |
| 60 |
2,947.00 |
2,652.25 |
294.75 |
11.0% |
30.25 |
1.1% |
12% |
False |
False |
972,708 |
| 80 |
2,947.00 |
2,652.25 |
294.75 |
11.0% |
28.25 |
1.0% |
12% |
False |
False |
730,118 |
| 100 |
2,947.00 |
2,652.25 |
294.75 |
11.0% |
28.00 |
1.0% |
12% |
False |
False |
584,556 |
| 120 |
2,947.00 |
2,652.25 |
294.75 |
11.0% |
27.75 |
1.0% |
12% |
False |
False |
487,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.00 |
|
2.618 |
2,894.00 |
|
1.618 |
2,829.00 |
|
1.000 |
2,788.75 |
|
0.618 |
2,764.00 |
|
HIGH |
2,723.75 |
|
0.618 |
2,699.00 |
|
0.500 |
2,691.25 |
|
0.382 |
2,683.50 |
|
LOW |
2,658.75 |
|
0.618 |
2,618.50 |
|
1.000 |
2,593.75 |
|
1.618 |
2,553.50 |
|
2.618 |
2,488.50 |
|
4.250 |
2,382.50 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.25 |
2,705.00 |
| PP |
2,690.25 |
2,699.25 |
| S1 |
2,689.25 |
2,693.75 |
|