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 |
1,627.1 |
1,567.7 |
-59.4 |
-3.7% |
1,703.7 |
High |
1,629.5 |
1,586.0 |
-43.5 |
-2.7% |
1,711.8 |
Low |
1,565.9 |
1,544.4 |
-21.5 |
-1.4% |
1,620.4 |
Close |
1,570.5 |
1,553.7 |
-16.8 |
-1.1% |
1,639.4 |
Range |
63.6 |
41.6 |
-22.0 |
-34.6% |
91.4 |
ATR |
24.6 |
25.8 |
1.2 |
5.0% |
0.0 |
Volume |
250,682 |
315,939 |
65,257 |
26.0% |
829,124 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.2 |
1,661.5 |
1,576.6 |
|
R3 |
1,644.6 |
1,619.9 |
1,565.1 |
|
R2 |
1,603.0 |
1,603.0 |
1,561.3 |
|
R1 |
1,578.3 |
1,578.3 |
1,557.5 |
1,569.9 |
PP |
1,561.4 |
1,561.4 |
1,561.4 |
1,557.1 |
S1 |
1,536.7 |
1,536.7 |
1,549.9 |
1,528.3 |
S2 |
1,519.8 |
1,519.8 |
1,546.1 |
|
S3 |
1,478.2 |
1,495.1 |
1,542.3 |
|
S4 |
1,436.6 |
1,453.5 |
1,530.8 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.4 |
1,876.8 |
1,689.7 |
|
R3 |
1,840.0 |
1,785.4 |
1,664.5 |
|
R2 |
1,748.6 |
1,748.6 |
1,656.2 |
|
R1 |
1,694.0 |
1,694.0 |
1,647.8 |
1,675.6 |
PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,648.0 |
S1 |
1,602.6 |
1,602.6 |
1,631.0 |
1,584.2 |
S2 |
1,565.8 |
1,565.8 |
1,622.6 |
|
S3 |
1,474.4 |
1,511.2 |
1,614.3 |
|
S4 |
1,383.0 |
1,419.8 |
1,589.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,657.6 |
1,544.4 |
113.2 |
7.3% |
36.7 |
2.4% |
8% |
False |
True |
205,710 |
10 |
1,711.8 |
1,544.4 |
167.4 |
10.8% |
31.9 |
2.1% |
6% |
False |
True |
178,899 |
20 |
1,733.1 |
1,544.4 |
188.7 |
12.1% |
24.8 |
1.6% |
5% |
False |
True |
167,536 |
40 |
1,750.6 |
1,544.4 |
206.2 |
13.3% |
20.5 |
1.3% |
5% |
False |
True |
86,465 |
60 |
1,750.6 |
1,544.4 |
206.2 |
13.3% |
19.9 |
1.3% |
5% |
False |
True |
57,652 |
80 |
1,750.6 |
1,544.4 |
206.2 |
13.3% |
19.7 |
1.3% |
5% |
False |
True |
43,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.8 |
2.618 |
1,694.9 |
1.618 |
1,653.3 |
1.000 |
1,627.6 |
0.618 |
1,611.7 |
HIGH |
1,586.0 |
0.618 |
1,570.1 |
0.500 |
1,565.2 |
0.382 |
1,560.3 |
LOW |
1,544.4 |
0.618 |
1,518.7 |
1.000 |
1,502.8 |
1.618 |
1,477.1 |
2.618 |
1,435.5 |
4.250 |
1,367.6 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,565.2 |
1,592.9 |
PP |
1,561.4 |
1,579.8 |
S1 |
1,557.5 |
1,566.8 |
|