| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,553.1 |
1,550.0 |
-3.1 |
-0.2% |
1,640.8 |
| High |
1,565.0 |
1,601.8 |
36.8 |
2.4% |
1,642.5 |
| Low |
1,535.7 |
1,548.5 |
12.8 |
0.8% |
1,530.7 |
| Close |
1,550.7 |
1,600.7 |
50.0 |
3.2% |
1,549.4 |
| Range |
29.3 |
53.3 |
24.0 |
81.9% |
111.8 |
| ATR |
27.3 |
29.2 |
1.9 |
6.8% |
0.0 |
| Volume |
193,762 |
197,212 |
3,450 |
1.8% |
1,089,278 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,743.6 |
1,725.4 |
1,630.0 |
|
| R3 |
1,690.3 |
1,672.1 |
1,615.4 |
|
| R2 |
1,637.0 |
1,637.0 |
1,610.5 |
|
| R1 |
1,618.8 |
1,618.8 |
1,605.6 |
1,627.9 |
| PP |
1,583.7 |
1,583.7 |
1,583.7 |
1,588.2 |
| S1 |
1,565.5 |
1,565.5 |
1,595.8 |
1,574.6 |
| S2 |
1,530.4 |
1,530.4 |
1,590.9 |
|
| S3 |
1,477.1 |
1,512.2 |
1,586.0 |
|
| S4 |
1,423.8 |
1,458.9 |
1,571.4 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.6 |
1,841.3 |
1,610.9 |
|
| R3 |
1,797.8 |
1,729.5 |
1,580.1 |
|
| R2 |
1,686.0 |
1,686.0 |
1,569.9 |
|
| R1 |
1,617.7 |
1,617.7 |
1,559.6 |
1,596.0 |
| PP |
1,574.2 |
1,574.2 |
1,574.2 |
1,563.3 |
| S1 |
1,505.9 |
1,505.9 |
1,539.2 |
1,484.2 |
| S2 |
1,462.4 |
1,462.4 |
1,528.9 |
|
| S3 |
1,350.6 |
1,394.1 |
1,518.7 |
|
| S4 |
1,238.8 |
1,282.3 |
1,487.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,629.5 |
1,530.7 |
98.8 |
6.2% |
46.6 |
2.9% |
71% |
False |
False |
244,109 |
| 10 |
1,682.3 |
1,530.7 |
151.6 |
9.5% |
36.5 |
2.3% |
46% |
False |
False |
200,338 |
| 20 |
1,731.3 |
1,530.7 |
200.6 |
12.5% |
28.4 |
1.8% |
35% |
False |
False |
165,242 |
| 40 |
1,750.6 |
1,530.7 |
219.9 |
13.7% |
22.5 |
1.4% |
32% |
False |
False |
102,812 |
| 60 |
1,750.6 |
1,530.7 |
219.9 |
13.7% |
21.4 |
1.3% |
32% |
False |
False |
68,550 |
| 80 |
1,750.6 |
1,530.7 |
219.9 |
13.7% |
20.5 |
1.3% |
32% |
False |
False |
51,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.3 |
|
2.618 |
1,741.3 |
|
1.618 |
1,688.0 |
|
1.000 |
1,655.1 |
|
0.618 |
1,634.7 |
|
HIGH |
1,601.8 |
|
0.618 |
1,581.4 |
|
0.500 |
1,575.2 |
|
0.382 |
1,568.9 |
|
LOW |
1,548.5 |
|
0.618 |
1,515.6 |
|
1.000 |
1,495.2 |
|
1.618 |
1,462.3 |
|
2.618 |
1,409.0 |
|
4.250 |
1,322.0 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,592.2 |
1,589.2 |
| PP |
1,583.7 |
1,577.7 |
| S1 |
1,575.2 |
1,566.3 |
|