| 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 |
6,878.50 |
6,882.00 |
3.50 |
0.1% |
7,085.75 |
| High |
7,075.75 |
6,986.50 |
-89.25 |
-1.3% |
7,210.50 |
| Low |
6,816.75 |
6,734.25 |
-82.50 |
-1.2% |
6,734.25 |
| Close |
6,926.50 |
6,893.25 |
-33.25 |
-0.5% |
6,893.25 |
| Range |
259.00 |
252.25 |
-6.75 |
-2.6% |
476.25 |
| ATR |
181.28 |
186.35 |
5.07 |
2.8% |
0.00 |
| Volume |
793,502 |
1,069,548 |
276,046 |
34.8% |
4,234,612 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,628.00 |
7,513.00 |
7,032.00 |
|
| R3 |
7,375.75 |
7,260.75 |
6,962.50 |
|
| R2 |
7,123.50 |
7,123.50 |
6,939.50 |
|
| R1 |
7,008.50 |
7,008.50 |
6,916.25 |
7,066.00 |
| PP |
6,871.25 |
6,871.25 |
6,871.25 |
6,900.00 |
| S1 |
6,756.25 |
6,756.25 |
6,870.25 |
6,813.75 |
| S2 |
6,619.00 |
6,619.00 |
6,847.00 |
|
| S3 |
6,366.75 |
6,504.00 |
6,824.00 |
|
| S4 |
6,114.50 |
6,251.75 |
6,754.50 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,374.75 |
8,110.25 |
7,155.25 |
|
| R3 |
7,898.50 |
7,634.00 |
7,024.25 |
|
| R2 |
7,422.25 |
7,422.25 |
6,980.50 |
|
| R1 |
7,157.75 |
7,157.75 |
6,937.00 |
7,052.00 |
| PP |
6,946.00 |
6,946.00 |
6,946.00 |
6,893.00 |
| S1 |
6,681.50 |
6,681.50 |
6,849.50 |
6,575.50 |
| S2 |
6,469.75 |
6,469.75 |
6,806.00 |
|
| S3 |
5,993.50 |
6,205.25 |
6,762.25 |
|
| S4 |
5,517.25 |
5,729.00 |
6,631.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,210.50 |
6,734.25 |
476.25 |
6.9% |
254.75 |
3.7% |
33% |
False |
True |
846,922 |
| 10 |
7,368.50 |
6,734.25 |
634.25 |
9.2% |
220.00 |
3.2% |
25% |
False |
True |
752,099 |
| 20 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
195.00 |
2.8% |
16% |
False |
True |
707,418 |
| 40 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
147.00 |
2.1% |
16% |
False |
True |
464,902 |
| 60 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
122.00 |
1.8% |
16% |
False |
True |
310,202 |
| 80 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
117.25 |
1.7% |
16% |
False |
True |
232,779 |
| 100 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
114.75 |
1.7% |
16% |
False |
True |
186,283 |
| 120 |
7,728.75 |
6,734.25 |
994.50 |
14.4% |
105.75 |
1.5% |
16% |
False |
True |
155,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,058.50 |
|
2.618 |
7,647.00 |
|
1.618 |
7,394.75 |
|
1.000 |
7,238.75 |
|
0.618 |
7,142.50 |
|
HIGH |
6,986.50 |
|
0.618 |
6,890.25 |
|
0.500 |
6,860.50 |
|
0.382 |
6,830.50 |
|
LOW |
6,734.25 |
|
0.618 |
6,578.25 |
|
1.000 |
6,482.00 |
|
1.618 |
6,326.00 |
|
2.618 |
6,073.75 |
|
4.250 |
5,662.25 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,882.25 |
6,954.50 |
| PP |
6,871.25 |
6,934.25 |
| S1 |
6,860.50 |
6,913.75 |
|