| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,673.75 |
2,678.00 |
4.25 |
0.2% |
2,758.00 |
| High |
2,723.75 |
2,692.75 |
-31.00 |
-1.1% |
2,782.00 |
| Low |
2,658.75 |
2,627.25 |
-31.50 |
-1.2% |
2,627.25 |
| Close |
2,688.25 |
2,669.50 |
-18.75 |
-0.7% |
2,669.50 |
| Range |
65.00 |
65.50 |
0.50 |
0.8% |
154.75 |
| ATR |
47.03 |
48.35 |
1.32 |
2.8% |
0.00 |
| Volume |
2,535,913 |
3,509,803 |
973,890 |
38.4% |
13,418,149 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.75 |
2,830.00 |
2,705.50 |
|
| R3 |
2,794.25 |
2,764.50 |
2,687.50 |
|
| R2 |
2,728.75 |
2,728.75 |
2,681.50 |
|
| R1 |
2,699.00 |
2,699.00 |
2,675.50 |
2,681.00 |
| PP |
2,663.25 |
2,663.25 |
2,663.25 |
2,654.25 |
| S1 |
2,633.50 |
2,633.50 |
2,663.50 |
2,615.50 |
| S2 |
2,597.75 |
2,597.75 |
2,657.50 |
|
| S3 |
2,532.25 |
2,568.00 |
2,651.50 |
|
| S4 |
2,466.75 |
2,502.50 |
2,633.50 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.25 |
3,068.00 |
2,754.50 |
|
| R3 |
3,002.50 |
2,913.25 |
2,712.00 |
|
| R2 |
2,847.75 |
2,847.75 |
2,697.75 |
|
| R1 |
2,758.50 |
2,758.50 |
2,683.75 |
2,725.75 |
| PP |
2,693.00 |
2,693.00 |
2,693.00 |
2,676.50 |
| S1 |
2,603.75 |
2,603.75 |
2,655.25 |
2,571.00 |
| S2 |
2,538.25 |
2,538.25 |
2,641.25 |
|
| S3 |
2,383.50 |
2,449.00 |
2,627.00 |
|
| S4 |
2,228.75 |
2,294.25 |
2,584.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,782.00 |
2,627.25 |
154.75 |
5.8% |
65.25 |
2.4% |
27% |
False |
True |
2,683,629 |
| 10 |
2,824.25 |
2,627.25 |
197.00 |
7.4% |
57.00 |
2.1% |
21% |
False |
True |
2,315,325 |
| 20 |
2,944.75 |
2,627.25 |
317.50 |
11.9% |
51.25 |
1.9% |
13% |
False |
True |
2,254,335 |
| 40 |
2,947.00 |
2,627.25 |
319.75 |
12.0% |
36.00 |
1.3% |
13% |
False |
True |
1,544,253 |
| 60 |
2,947.00 |
2,627.25 |
319.75 |
12.0% |
30.50 |
1.1% |
13% |
False |
True |
1,031,033 |
| 80 |
2,947.00 |
2,627.25 |
319.75 |
12.0% |
28.75 |
1.1% |
13% |
False |
True |
773,973 |
| 100 |
2,947.00 |
2,627.25 |
319.75 |
12.0% |
28.50 |
1.1% |
13% |
False |
True |
619,653 |
| 120 |
2,947.00 |
2,627.25 |
319.75 |
12.0% |
28.00 |
1.0% |
13% |
False |
True |
516,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,971.00 |
|
2.618 |
2,864.25 |
|
1.618 |
2,798.75 |
|
1.000 |
2,758.25 |
|
0.618 |
2,733.25 |
|
HIGH |
2,692.75 |
|
0.618 |
2,667.75 |
|
0.500 |
2,660.00 |
|
0.382 |
2,652.25 |
|
LOW |
2,627.25 |
|
0.618 |
2,586.75 |
|
1.000 |
2,561.75 |
|
1.618 |
2,521.25 |
|
2.618 |
2,455.75 |
|
4.250 |
2,349.00 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.25 |
2,688.50 |
| PP |
2,663.25 |
2,682.25 |
| S1 |
2,660.00 |
2,676.00 |
|