Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,010.25 |
7,040.75 |
30.50 |
0.4% |
7,443.25 |
High |
7,138.00 |
7,197.75 |
59.75 |
0.8% |
7,455.75 |
Low |
6,907.75 |
7,034.25 |
126.50 |
1.8% |
6,907.75 |
Close |
7,031.00 |
7,172.25 |
141.25 |
2.0% |
7,172.25 |
Range |
230.25 |
163.50 |
-66.75 |
-29.0% |
548.00 |
ATR |
138.04 |
140.09 |
2.05 |
1.5% |
0.00 |
Volume |
1,146,270 |
772,623 |
-373,647 |
-32.6% |
4,042,187 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,625.25 |
7,562.25 |
7,262.25 |
|
R3 |
7,461.75 |
7,398.75 |
7,217.25 |
|
R2 |
7,298.25 |
7,298.25 |
7,202.25 |
|
R1 |
7,235.25 |
7,235.25 |
7,187.25 |
7,266.75 |
PP |
7,134.75 |
7,134.75 |
7,134.75 |
7,150.50 |
S1 |
7,071.75 |
7,071.75 |
7,157.25 |
7,103.25 |
S2 |
6,971.25 |
6,971.25 |
7,142.25 |
|
S3 |
6,807.75 |
6,908.25 |
7,127.25 |
|
S4 |
6,644.25 |
6,744.75 |
7,082.25 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,822.50 |
8,545.50 |
7,473.75 |
|
R3 |
8,274.50 |
7,997.50 |
7,323.00 |
|
R2 |
7,726.50 |
7,726.50 |
7,272.75 |
|
R1 |
7,449.50 |
7,449.50 |
7,222.50 |
7,314.00 |
PP |
7,178.50 |
7,178.50 |
7,178.50 |
7,111.00 |
S1 |
6,901.50 |
6,901.50 |
7,122.00 |
6,766.00 |
S2 |
6,630.50 |
6,630.50 |
7,071.75 |
|
S3 |
6,082.50 |
6,353.50 |
7,021.50 |
|
S4 |
5,534.50 |
5,805.50 |
6,870.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,455.75 |
6,907.75 |
548.00 |
7.6% |
218.25 |
3.0% |
48% |
False |
False |
808,437 |
10 |
7,728.75 |
6,907.75 |
821.00 |
11.4% |
170.00 |
2.4% |
32% |
False |
False |
662,738 |
20 |
7,728.75 |
6,907.75 |
821.00 |
11.4% |
132.50 |
1.8% |
32% |
False |
False |
530,448 |
40 |
7,728.75 |
6,907.75 |
821.00 |
11.4% |
110.25 |
1.5% |
32% |
False |
False |
277,098 |
60 |
7,728.75 |
6,907.75 |
821.00 |
11.4% |
105.25 |
1.5% |
32% |
False |
False |
184,949 |
80 |
7,728.75 |
6,907.75 |
821.00 |
11.4% |
105.50 |
1.5% |
32% |
False |
False |
138,813 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.7% |
100.00 |
1.4% |
34% |
False |
False |
111,082 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
17.2% |
96.75 |
1.3% |
55% |
False |
False |
92,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,892.50 |
2.618 |
7,625.75 |
1.618 |
7,462.25 |
1.000 |
7,361.25 |
0.618 |
7,298.75 |
HIGH |
7,197.75 |
0.618 |
7,135.25 |
0.500 |
7,116.00 |
0.382 |
7,096.75 |
LOW |
7,034.25 |
0.618 |
6,933.25 |
1.000 |
6,870.75 |
1.618 |
6,769.75 |
2.618 |
6,606.25 |
4.250 |
6,339.50 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,153.50 |
7,168.00 |
PP |
7,134.75 |
7,164.00 |
S1 |
7,116.00 |
7,160.00 |
|