| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,564.5 |
1,541.0 |
-23.5 |
-1.5% |
1,553.1 |
| High |
1,575.4 |
1,556.5 |
-18.9 |
-1.2% |
1,602.1 |
| Low |
1,539.2 |
1,532.8 |
-6.4 |
-0.4% |
1,535.7 |
| Close |
1,542.7 |
1,542.2 |
-0.5 |
0.0% |
1,542.7 |
| Range |
36.2 |
23.7 |
-12.5 |
-34.5% |
66.4 |
| ATR |
30.4 |
30.0 |
-0.5 |
-1.6% |
0.0 |
| Volume |
158,060 |
127,969 |
-30,091 |
-19.0% |
874,543 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.9 |
1,602.3 |
1,555.2 |
|
| R3 |
1,591.2 |
1,578.6 |
1,548.7 |
|
| R2 |
1,567.5 |
1,567.5 |
1,546.5 |
|
| R1 |
1,554.9 |
1,554.9 |
1,544.4 |
1,561.2 |
| PP |
1,543.8 |
1,543.8 |
1,543.8 |
1,547.0 |
| S1 |
1,531.2 |
1,531.2 |
1,540.0 |
1,537.5 |
| S2 |
1,520.1 |
1,520.1 |
1,537.9 |
|
| S3 |
1,496.4 |
1,507.5 |
1,535.7 |
|
| S4 |
1,472.7 |
1,483.8 |
1,529.2 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,759.4 |
1,717.4 |
1,579.2 |
|
| R3 |
1,693.0 |
1,651.0 |
1,561.0 |
|
| R2 |
1,626.6 |
1,626.6 |
1,554.9 |
|
| R1 |
1,584.6 |
1,584.6 |
1,548.8 |
1,572.4 |
| PP |
1,560.2 |
1,560.2 |
1,560.2 |
1,554.1 |
| S1 |
1,518.2 |
1,518.2 |
1,536.6 |
1,506.0 |
| S2 |
1,493.8 |
1,493.8 |
1,530.5 |
|
| S3 |
1,427.4 |
1,451.8 |
1,524.4 |
|
| S4 |
1,361.0 |
1,385.4 |
1,506.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,602.1 |
1,532.8 |
69.3 |
4.5% |
36.7 |
2.4% |
14% |
False |
True |
161,750 |
| 10 |
1,641.4 |
1,530.7 |
110.7 |
7.2% |
38.1 |
2.5% |
10% |
False |
False |
197,599 |
| 20 |
1,719.4 |
1,530.7 |
188.7 |
12.2% |
31.1 |
2.0% |
6% |
False |
False |
167,666 |
| 40 |
1,750.6 |
1,530.7 |
219.9 |
14.3% |
24.2 |
1.6% |
5% |
False |
False |
118,095 |
| 60 |
1,750.6 |
1,530.7 |
219.9 |
14.3% |
21.8 |
1.4% |
5% |
False |
False |
78,739 |
| 80 |
1,750.6 |
1,530.7 |
219.9 |
14.3% |
20.8 |
1.4% |
5% |
False |
False |
59,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,657.2 |
|
2.618 |
1,618.5 |
|
1.618 |
1,594.8 |
|
1.000 |
1,580.2 |
|
0.618 |
1,571.1 |
|
HIGH |
1,556.5 |
|
0.618 |
1,547.4 |
|
0.500 |
1,544.7 |
|
0.382 |
1,541.9 |
|
LOW |
1,532.8 |
|
0.618 |
1,518.2 |
|
1.000 |
1,509.1 |
|
1.618 |
1,494.5 |
|
2.618 |
1,470.8 |
|
4.250 |
1,432.1 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,544.7 |
1,563.5 |
| PP |
1,543.8 |
1,556.4 |
| S1 |
1,543.0 |
1,549.3 |
|