Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,059.0 |
6,941.0 |
-118.0 |
-1.7% |
7,285.5 |
High |
7,062.0 |
7,047.0 |
-15.0 |
-0.2% |
7,290.5 |
Low |
6,892.0 |
6,927.0 |
35.0 |
0.5% |
6,892.0 |
Close |
6,983.0 |
6,970.0 |
-13.0 |
-0.2% |
6,970.0 |
Range |
170.0 |
120.0 |
-50.0 |
-29.4% |
398.5 |
ATR |
94.9 |
96.7 |
1.8 |
1.9% |
0.0 |
Volume |
263,067 |
188,255 |
-74,812 |
-28.4% |
823,779 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,341.5 |
7,275.5 |
7,036.0 |
|
R3 |
7,221.5 |
7,155.5 |
7,003.0 |
|
R2 |
7,101.5 |
7,101.5 |
6,992.0 |
|
R1 |
7,035.5 |
7,035.5 |
6,981.0 |
7,068.5 |
PP |
6,981.5 |
6,981.5 |
6,981.5 |
6,998.0 |
S1 |
6,915.5 |
6,915.5 |
6,959.0 |
6,948.5 |
S2 |
6,861.5 |
6,861.5 |
6,948.0 |
|
S3 |
6,741.5 |
6,795.5 |
6,937.0 |
|
S4 |
6,621.5 |
6,675.5 |
6,904.0 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,246.5 |
8,006.5 |
7,189.0 |
|
R3 |
7,848.0 |
7,608.0 |
7,079.5 |
|
R2 |
7,449.5 |
7,449.5 |
7,043.0 |
|
R1 |
7,209.5 |
7,209.5 |
7,006.5 |
7,130.0 |
PP |
7,051.0 |
7,051.0 |
7,051.0 |
7,011.0 |
S1 |
6,811.0 |
6,811.0 |
6,933.5 |
6,732.0 |
S2 |
6,652.5 |
6,652.5 |
6,897.0 |
|
S3 |
6,254.0 |
6,412.5 |
6,860.5 |
|
S4 |
5,855.5 |
6,014.0 |
6,751.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,290.5 |
6,892.0 |
398.5 |
5.7% |
122.0 |
1.8% |
20% |
False |
False |
164,755 |
10 |
7,500.0 |
6,892.0 |
608.0 |
8.7% |
108.0 |
1.5% |
13% |
False |
False |
130,384 |
20 |
7,523.0 |
6,892.0 |
631.0 |
9.1% |
89.5 |
1.3% |
12% |
False |
False |
143,550 |
40 |
7,596.0 |
6,892.0 |
704.0 |
10.1% |
72.5 |
1.0% |
11% |
False |
False |
77,381 |
60 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
62.0 |
0.9% |
10% |
False |
False |
51,598 |
80 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
56.0 |
0.8% |
10% |
False |
False |
38,708 |
100 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
48.0 |
0.7% |
10% |
False |
False |
30,982 |
120 |
7,770.5 |
6,892.0 |
878.5 |
12.6% |
41.0 |
0.6% |
9% |
False |
False |
25,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,557.0 |
2.618 |
7,361.0 |
1.618 |
7,241.0 |
1.000 |
7,167.0 |
0.618 |
7,121.0 |
HIGH |
7,047.0 |
0.618 |
7,001.0 |
0.500 |
6,987.0 |
0.382 |
6,973.0 |
LOW |
6,927.0 |
0.618 |
6,853.0 |
1.000 |
6,807.0 |
1.618 |
6,733.0 |
2.618 |
6,613.0 |
4.250 |
6,417.0 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,987.0 |
7,050.5 |
PP |
6,981.5 |
7,023.5 |
S1 |
6,975.5 |
6,997.0 |
|