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 |
6,991.5 |
6,998.5 |
7.0 |
0.1% |
7,285.5 |
High |
7,017.0 |
7,058.0 |
41.0 |
0.6% |
7,290.5 |
Low |
6,933.0 |
6,970.0 |
37.0 |
0.5% |
6,892.0 |
Close |
7,003.5 |
7,032.0 |
28.5 |
0.4% |
6,970.0 |
Range |
84.0 |
88.0 |
4.0 |
4.8% |
398.5 |
ATR |
95.8 |
95.2 |
-0.6 |
-0.6% |
0.0 |
Volume |
106,754 |
109,771 |
3,017 |
2.8% |
823,779 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,284.0 |
7,246.0 |
7,080.5 |
|
R3 |
7,196.0 |
7,158.0 |
7,056.0 |
|
R2 |
7,108.0 |
7,108.0 |
7,048.0 |
|
R1 |
7,070.0 |
7,070.0 |
7,040.0 |
7,089.0 |
PP |
7,020.0 |
7,020.0 |
7,020.0 |
7,029.5 |
S1 |
6,982.0 |
6,982.0 |
7,024.0 |
7,001.0 |
S2 |
6,932.0 |
6,932.0 |
7,016.0 |
|
S3 |
6,844.0 |
6,894.0 |
7,008.0 |
|
S4 |
6,756.0 |
6,806.0 |
6,983.5 |
|
|
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 |
7,209.0 |
6,892.0 |
317.0 |
4.5% |
122.0 |
1.7% |
44% |
False |
False |
161,901 |
10 |
7,500.0 |
6,892.0 |
608.0 |
8.6% |
113.0 |
1.6% |
23% |
False |
False |
134,085 |
20 |
7,523.0 |
6,892.0 |
631.0 |
9.0% |
91.0 |
1.3% |
22% |
False |
False |
122,032 |
40 |
7,596.0 |
6,892.0 |
704.0 |
10.0% |
76.0 |
1.1% |
20% |
False |
False |
82,794 |
60 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
64.0 |
0.9% |
17% |
False |
False |
55,207 |
80 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
55.0 |
0.8% |
17% |
False |
False |
41,415 |
100 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
49.5 |
0.7% |
17% |
False |
False |
33,147 |
120 |
7,770.5 |
6,892.0 |
878.5 |
12.5% |
42.5 |
0.6% |
16% |
False |
False |
27,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,432.0 |
2.618 |
7,288.5 |
1.618 |
7,200.5 |
1.000 |
7,146.0 |
0.618 |
7,112.5 |
HIGH |
7,058.0 |
0.618 |
7,024.5 |
0.500 |
7,014.0 |
0.382 |
7,003.5 |
LOW |
6,970.0 |
0.618 |
6,915.5 |
1.000 |
6,882.0 |
1.618 |
6,827.5 |
2.618 |
6,739.5 |
4.250 |
6,596.0 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,026.0 |
7,019.0 |
PP |
7,020.0 |
7,005.5 |
S1 |
7,014.0 |
6,992.5 |
|