Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,991.5 |
7,007.5 |
16.0 |
0.2% |
6,991.5 |
High |
7,088.0 |
7,011.0 |
-77.0 |
-1.1% |
7,068.0 |
Low |
6,979.0 |
6,900.5 |
-78.5 |
-1.1% |
6,933.0 |
Close |
7,021.0 |
6,945.5 |
-75.5 |
-1.1% |
7,025.0 |
Range |
109.0 |
110.5 |
1.5 |
1.4% |
135.0 |
ATR |
93.1 |
95.0 |
2.0 |
2.1% |
0.0 |
Volume |
94,323 |
160,920 |
66,597 |
70.6% |
546,262 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,284.0 |
7,225.0 |
7,006.5 |
|
R3 |
7,173.5 |
7,114.5 |
6,976.0 |
|
R2 |
7,063.0 |
7,063.0 |
6,966.0 |
|
R1 |
7,004.0 |
7,004.0 |
6,955.5 |
6,978.0 |
PP |
6,952.5 |
6,952.5 |
6,952.5 |
6,939.5 |
S1 |
6,893.5 |
6,893.5 |
6,935.5 |
6,868.0 |
S2 |
6,842.0 |
6,842.0 |
6,925.0 |
|
S3 |
6,731.5 |
6,783.0 |
6,915.0 |
|
S4 |
6,621.0 |
6,672.5 |
6,884.5 |
|
|
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 |
6,900.5 |
187.5 |
2.7% |
91.0 |
1.3% |
24% |
False |
True |
116,996 |
10 |
7,209.0 |
6,892.0 |
317.0 |
4.6% |
106.5 |
1.5% |
17% |
False |
False |
139,448 |
20 |
7,523.0 |
6,892.0 |
631.0 |
9.1% |
95.5 |
1.4% |
8% |
False |
False |
119,703 |
40 |
7,596.0 |
6,892.0 |
704.0 |
10.1% |
83.0 |
1.2% |
8% |
False |
False |
97,413 |
60 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
69.0 |
1.0% |
7% |
False |
False |
64,955 |
80 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
59.5 |
0.9% |
7% |
False |
False |
48,718 |
100 |
7,701.0 |
6,892.0 |
809.0 |
11.6% |
54.0 |
0.8% |
7% |
False |
False |
38,997 |
120 |
7,770.5 |
6,892.0 |
878.5 |
12.6% |
46.5 |
0.7% |
6% |
False |
False |
32,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,480.5 |
2.618 |
7,300.5 |
1.618 |
7,190.0 |
1.000 |
7,121.5 |
0.618 |
7,079.5 |
HIGH |
7,011.0 |
0.618 |
6,969.0 |
0.500 |
6,956.0 |
0.382 |
6,942.5 |
LOW |
6,900.5 |
0.618 |
6,832.0 |
1.000 |
6,790.0 |
1.618 |
6,721.5 |
2.618 |
6,611.0 |
4.250 |
6,431.0 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,956.0 |
6,994.0 |
PP |
6,952.5 |
6,978.0 |
S1 |
6,949.0 |
6,962.0 |
|