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 |
7,155.00 |
7,136.25 |
-18.75 |
-0.3% |
7,176.75 |
High |
7,164.00 |
7,175.00 |
11.00 |
0.2% |
7,368.50 |
Low |
6,944.00 |
6,785.75 |
-158.25 |
-2.3% |
7,060.75 |
Close |
7,140.25 |
6,836.25 |
-304.00 |
-4.3% |
7,106.50 |
Range |
220.00 |
389.25 |
169.25 |
76.9% |
307.75 |
ATR |
158.85 |
175.30 |
16.46 |
10.4% |
0.00 |
Volume |
825,811 |
895,420 |
69,609 |
8.4% |
3,286,381 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,100.00 |
7,857.50 |
7,050.25 |
|
R3 |
7,710.75 |
7,468.25 |
6,943.25 |
|
R2 |
7,321.50 |
7,321.50 |
6,907.50 |
|
R1 |
7,079.00 |
7,079.00 |
6,872.00 |
7,005.50 |
PP |
6,932.25 |
6,932.25 |
6,932.25 |
6,895.75 |
S1 |
6,689.75 |
6,689.75 |
6,800.50 |
6,616.50 |
S2 |
6,543.00 |
6,543.00 |
6,765.00 |
|
S3 |
6,153.75 |
6,300.50 |
6,729.25 |
|
S4 |
5,764.50 |
5,911.25 |
6,622.25 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,101.75 |
7,912.00 |
7,275.75 |
|
R3 |
7,794.00 |
7,604.25 |
7,191.25 |
|
R2 |
7,486.25 |
7,486.25 |
7,163.00 |
|
R1 |
7,296.50 |
7,296.50 |
7,134.75 |
7,237.50 |
PP |
7,178.50 |
7,178.50 |
7,178.50 |
7,149.00 |
S1 |
6,988.75 |
6,988.75 |
7,078.25 |
6,929.75 |
S2 |
6,870.75 |
6,870.75 |
7,050.00 |
|
S3 |
6,563.00 |
6,681.00 |
7,021.75 |
|
S4 |
6,255.25 |
6,373.25 |
6,937.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,309.50 |
6,785.75 |
523.75 |
7.7% |
225.75 |
3.3% |
10% |
False |
True |
747,704 |
10 |
7,368.50 |
6,785.75 |
582.75 |
8.5% |
208.25 |
3.0% |
9% |
False |
True |
757,683 |
20 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
177.50 |
2.6% |
5% |
False |
True |
652,225 |
40 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
138.50 |
2.0% |
5% |
False |
True |
418,393 |
60 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
117.50 |
1.7% |
5% |
False |
True |
279,182 |
80 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
114.00 |
1.7% |
5% |
False |
True |
209,500 |
100 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
110.75 |
1.6% |
5% |
False |
True |
167,653 |
120 |
7,728.75 |
6,785.75 |
943.00 |
13.8% |
102.25 |
1.5% |
5% |
False |
True |
139,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,829.25 |
2.618 |
8,194.00 |
1.618 |
7,804.75 |
1.000 |
7,564.25 |
0.618 |
7,415.50 |
HIGH |
7,175.00 |
0.618 |
7,026.25 |
0.500 |
6,980.50 |
0.382 |
6,934.50 |
LOW |
6,785.75 |
0.618 |
6,545.25 |
1.000 |
6,396.50 |
1.618 |
6,156.00 |
2.618 |
5,766.75 |
4.250 |
5,131.50 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,980.50 |
6,998.00 |
PP |
6,932.25 |
6,944.25 |
S1 |
6,884.25 |
6,890.25 |
|