| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,199.3 |
1,204.3 |
5.0 |
0.4% |
1,201.7 |
| High |
1,204.0 |
1,235.9 |
31.9 |
2.6% |
1,217.8 |
| Low |
1,194.6 |
1,200.7 |
6.1 |
0.5% |
1,193.8 |
| Close |
1,199.3 |
1,233.6 |
34.3 |
2.9% |
1,211.5 |
| Range |
9.4 |
35.2 |
25.8 |
274.5% |
24.0 |
| ATR |
11.8 |
13.6 |
1.8 |
14.9% |
0.0 |
| Volume |
7,153 |
18,335 |
11,182 |
156.3% |
28,953 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.0 |
1,316.5 |
1,253.0 |
|
| R3 |
1,293.8 |
1,281.3 |
1,243.3 |
|
| R2 |
1,258.6 |
1,258.6 |
1,240.1 |
|
| R1 |
1,246.1 |
1,246.1 |
1,236.8 |
1,252.4 |
| PP |
1,223.4 |
1,223.4 |
1,223.4 |
1,226.5 |
| S1 |
1,210.9 |
1,210.9 |
1,230.4 |
1,217.2 |
| S2 |
1,188.2 |
1,188.2 |
1,227.1 |
|
| S3 |
1,153.0 |
1,175.7 |
1,223.9 |
|
| S4 |
1,117.8 |
1,140.5 |
1,214.2 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.7 |
1,269.6 |
1,224.7 |
|
| R3 |
1,255.7 |
1,245.6 |
1,218.1 |
|
| R2 |
1,231.7 |
1,231.7 |
1,215.9 |
|
| R1 |
1,221.6 |
1,221.6 |
1,213.7 |
1,226.7 |
| PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,210.2 |
| S1 |
1,197.6 |
1,197.6 |
1,209.3 |
1,202.7 |
| S2 |
1,183.7 |
1,183.7 |
1,207.1 |
|
| S3 |
1,159.7 |
1,173.6 |
1,204.9 |
|
| S4 |
1,135.7 |
1,149.6 |
1,198.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,235.9 |
1,192.0 |
43.9 |
3.6% |
16.6 |
1.3% |
95% |
True |
False |
8,930 |
| 10 |
1,235.9 |
1,190.0 |
45.9 |
3.7% |
14.7 |
1.2% |
95% |
True |
False |
6,886 |
| 20 |
1,235.9 |
1,190.0 |
45.9 |
3.7% |
13.0 |
1.1% |
95% |
True |
False |
4,718 |
| 40 |
1,235.9 |
1,173.2 |
62.7 |
5.1% |
12.2 |
1.0% |
96% |
True |
False |
3,351 |
| 60 |
1,250.0 |
1,173.2 |
76.8 |
6.2% |
11.9 |
1.0% |
79% |
False |
False |
3,032 |
| 80 |
1,296.1 |
1,173.2 |
122.9 |
10.0% |
11.0 |
0.9% |
49% |
False |
False |
2,684 |
| 100 |
1,330.9 |
1,173.2 |
157.7 |
12.8% |
10.4 |
0.8% |
38% |
False |
False |
2,347 |
| 120 |
1,358.7 |
1,173.2 |
185.5 |
15.0% |
9.8 |
0.8% |
33% |
False |
False |
2,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,385.5 |
|
2.618 |
1,328.1 |
|
1.618 |
1,292.9 |
|
1.000 |
1,271.1 |
|
0.618 |
1,257.7 |
|
HIGH |
1,235.9 |
|
0.618 |
1,222.5 |
|
0.500 |
1,218.3 |
|
0.382 |
1,214.1 |
|
LOW |
1,200.7 |
|
0.618 |
1,178.9 |
|
1.000 |
1,165.5 |
|
1.618 |
1,143.7 |
|
2.618 |
1,108.5 |
|
4.250 |
1,051.1 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.5 |
1,227.2 |
| PP |
1,223.4 |
1,220.7 |
| S1 |
1,218.3 |
1,214.3 |
|