Trading Metrics calculated at close of trading on 11-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,394.75 |
7,010.25 |
-384.50 |
-5.2% |
7,672.00 |
High |
7,412.00 |
7,138.00 |
-274.00 |
-3.7% |
7,728.75 |
Low |
7,000.00 |
6,907.75 |
-92.25 |
-1.3% |
7,347.00 |
Close |
7,032.00 |
7,031.00 |
-1.00 |
0.0% |
7,436.00 |
Range |
412.00 |
230.25 |
-181.75 |
-44.1% |
381.75 |
ATR |
130.95 |
138.04 |
7.09 |
5.4% |
0.00 |
Volume |
924,204 |
1,146,270 |
222,066 |
24.0% |
2,585,197 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,716.25 |
7,604.00 |
7,157.75 |
|
R3 |
7,486.00 |
7,373.75 |
7,094.25 |
|
R2 |
7,255.75 |
7,255.75 |
7,073.25 |
|
R1 |
7,143.50 |
7,143.50 |
7,052.00 |
7,199.50 |
PP |
7,025.50 |
7,025.50 |
7,025.50 |
7,053.75 |
S1 |
6,913.25 |
6,913.25 |
7,010.00 |
6,969.50 |
S2 |
6,795.25 |
6,795.25 |
6,988.75 |
|
S3 |
6,565.00 |
6,683.00 |
6,967.75 |
|
S4 |
6,334.75 |
6,452.75 |
6,904.25 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,649.25 |
8,424.25 |
7,646.00 |
|
R3 |
8,267.50 |
8,042.50 |
7,541.00 |
|
R2 |
7,885.75 |
7,885.75 |
7,506.00 |
|
R1 |
7,660.75 |
7,660.75 |
7,471.00 |
7,582.50 |
PP |
7,504.00 |
7,504.00 |
7,504.00 |
7,464.75 |
S1 |
7,279.00 |
7,279.00 |
7,401.00 |
7,200.50 |
S2 |
7,122.25 |
7,122.25 |
7,366.00 |
|
S3 |
6,740.50 |
6,897.25 |
7,331.00 |
|
S4 |
6,358.75 |
6,515.50 |
7,226.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,540.00 |
6,907.75 |
632.25 |
9.0% |
224.25 |
3.2% |
19% |
False |
True |
800,915 |
10 |
7,728.75 |
6,907.75 |
821.00 |
11.7% |
159.75 |
2.3% |
15% |
False |
True |
623,625 |
20 |
7,728.75 |
6,907.75 |
821.00 |
11.7% |
128.50 |
1.8% |
15% |
False |
True |
508,547 |
40 |
7,728.75 |
6,907.75 |
821.00 |
11.7% |
108.00 |
1.5% |
15% |
False |
True |
257,818 |
60 |
7,728.75 |
6,907.75 |
821.00 |
11.7% |
103.50 |
1.5% |
15% |
False |
True |
172,076 |
80 |
7,728.75 |
6,907.75 |
821.00 |
11.7% |
104.75 |
1.5% |
15% |
False |
True |
129,158 |
100 |
7,728.75 |
6,887.00 |
841.75 |
12.0% |
98.75 |
1.4% |
17% |
False |
False |
103,356 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
17.6% |
97.25 |
1.4% |
44% |
False |
False |
86,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,116.50 |
2.618 |
7,740.75 |
1.618 |
7,510.50 |
1.000 |
7,368.25 |
0.618 |
7,280.25 |
HIGH |
7,138.00 |
0.618 |
7,050.00 |
0.500 |
7,023.00 |
0.382 |
6,995.75 |
LOW |
6,907.75 |
0.618 |
6,765.50 |
1.000 |
6,677.50 |
1.618 |
6,535.25 |
2.618 |
6,305.00 |
4.250 |
5,929.25 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,028.25 |
7,181.75 |
PP |
7,025.50 |
7,131.50 |
S1 |
7,023.00 |
7,081.25 |
|