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 |
6,983.5 |
6,991.5 |
8.0 |
0.1% |
6,991.5 |
High |
7,044.5 |
7,088.0 |
43.5 |
0.6% |
7,068.0 |
Low |
6,983.0 |
6,979.0 |
-4.0 |
-0.1% |
6,933.0 |
Close |
7,025.0 |
7,021.0 |
-4.0 |
-0.1% |
7,025.0 |
Range |
61.5 |
109.0 |
47.5 |
77.2% |
135.0 |
ATR |
91.9 |
93.1 |
1.2 |
1.3% |
0.0 |
Volume |
108,976 |
94,323 |
-14,653 |
-13.4% |
546,262 |
|
Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,356.5 |
7,297.5 |
7,081.0 |
|
R3 |
7,247.5 |
7,188.5 |
7,051.0 |
|
R2 |
7,138.5 |
7,138.5 |
7,041.0 |
|
R1 |
7,079.5 |
7,079.5 |
7,031.0 |
7,109.0 |
PP |
7,029.5 |
7,029.5 |
7,029.5 |
7,044.0 |
S1 |
6,970.5 |
6,970.5 |
7,011.0 |
7,000.0 |
S2 |
6,920.5 |
6,920.5 |
7,001.0 |
|
S3 |
6,811.5 |
6,861.5 |
6,991.0 |
|
S4 |
6,702.5 |
6,752.5 |
6,961.0 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,413.5 |
7,354.5 |
7,099.0 |
|
R3 |
7,278.5 |
7,219.5 |
7,062.0 |
|
R2 |
7,143.5 |
7,143.5 |
7,050.0 |
|
R1 |
7,084.5 |
7,084.5 |
7,037.5 |
7,114.0 |
PP |
7,008.5 |
7,008.5 |
7,008.5 |
7,023.5 |
S1 |
6,949.5 |
6,949.5 |
7,012.5 |
6,979.0 |
S2 |
6,873.5 |
6,873.5 |
7,000.0 |
|
S3 |
6,738.5 |
6,814.5 |
6,988.0 |
|
S4 |
6,603.5 |
6,679.5 |
6,951.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,088.0 |
6,954.5 |
133.5 |
1.9% |
86.5 |
1.2% |
50% |
True |
False |
106,766 |
10 |
7,220.5 |
6,892.0 |
328.5 |
4.7% |
102.5 |
1.5% |
39% |
False |
False |
136,085 |
20 |
7,523.0 |
6,892.0 |
631.0 |
9.0% |
93.5 |
1.3% |
20% |
False |
False |
115,638 |
40 |
7,596.0 |
6,892.0 |
704.0 |
10.0% |
81.0 |
1.2% |
18% |
False |
False |
93,394 |
60 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
68.5 |
1.0% |
16% |
False |
False |
62,273 |
80 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
58.5 |
0.8% |
16% |
False |
False |
46,707 |
100 |
7,701.0 |
6,892.0 |
809.0 |
11.5% |
53.0 |
0.8% |
16% |
False |
False |
37,387 |
120 |
7,770.5 |
6,892.0 |
878.5 |
12.5% |
45.5 |
0.6% |
15% |
False |
False |
31,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,551.0 |
2.618 |
7,373.5 |
1.618 |
7,264.5 |
1.000 |
7,197.0 |
0.618 |
7,155.5 |
HIGH |
7,088.0 |
0.618 |
7,046.5 |
0.500 |
7,033.5 |
0.382 |
7,020.5 |
LOW |
6,979.0 |
0.618 |
6,911.5 |
1.000 |
6,870.0 |
1.618 |
6,802.5 |
2.618 |
6,693.5 |
4.250 |
6,516.0 |
|
|
Fisher Pivots for day following 22-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,033.5 |
7,021.0 |
PP |
7,029.5 |
7,021.0 |
S1 |
7,025.0 |
7,021.0 |
|