| 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 |
1,541.8 |
1,531.3 |
-10.5 |
-0.7% |
1,553.1 |
| High |
1,542.8 |
1,534.4 |
-8.4 |
-0.5% |
1,602.1 |
| Low |
1,500.2 |
1,467.7 |
-32.5 |
-2.2% |
1,535.7 |
| Close |
1,531.2 |
1,469.8 |
-61.4 |
-4.0% |
1,542.7 |
| Range |
42.6 |
66.7 |
24.1 |
56.6% |
66.4 |
| ATR |
30.9 |
33.4 |
2.6 |
8.3% |
0.0 |
| Volume |
196,436 |
200,991 |
4,555 |
2.3% |
874,543 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,690.7 |
1,647.0 |
1,506.5 |
|
| R3 |
1,624.0 |
1,580.3 |
1,488.1 |
|
| R2 |
1,557.3 |
1,557.3 |
1,482.0 |
|
| R1 |
1,513.6 |
1,513.6 |
1,475.9 |
1,502.1 |
| PP |
1,490.6 |
1,490.6 |
1,490.6 |
1,484.9 |
| S1 |
1,446.9 |
1,446.9 |
1,463.7 |
1,435.4 |
| S2 |
1,423.9 |
1,423.9 |
1,457.6 |
|
| S3 |
1,357.2 |
1,380.2 |
1,451.5 |
|
| S4 |
1,290.5 |
1,313.5 |
1,433.1 |
|
|
| 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 |
1,594.2 |
1,467.7 |
126.5 |
8.6% |
41.6 |
2.8% |
2% |
False |
True |
169,236 |
| 10 |
1,602.1 |
1,467.7 |
134.4 |
9.1% |
40.9 |
2.8% |
2% |
False |
True |
197,883 |
| 20 |
1,711.8 |
1,467.7 |
244.1 |
16.6% |
34.8 |
2.4% |
1% |
False |
True |
177,634 |
| 40 |
1,750.6 |
1,467.7 |
282.9 |
19.2% |
26.3 |
1.8% |
1% |
False |
True |
128,024 |
| 60 |
1,750.6 |
1,467.7 |
282.9 |
19.2% |
23.0 |
1.6% |
1% |
False |
True |
85,361 |
| 80 |
1,750.6 |
1,467.7 |
282.9 |
19.2% |
21.7 |
1.5% |
1% |
False |
True |
64,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,817.9 |
|
2.618 |
1,709.0 |
|
1.618 |
1,642.3 |
|
1.000 |
1,601.1 |
|
0.618 |
1,575.6 |
|
HIGH |
1,534.4 |
|
0.618 |
1,508.9 |
|
0.500 |
1,501.1 |
|
0.382 |
1,493.2 |
|
LOW |
1,467.7 |
|
0.618 |
1,426.5 |
|
1.000 |
1,401.0 |
|
1.618 |
1,359.8 |
|
2.618 |
1,293.1 |
|
4.250 |
1,184.2 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,501.1 |
1,512.1 |
| PP |
1,490.6 |
1,498.0 |
| S1 |
1,480.2 |
1,483.9 |
|