| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,234.1 |
1,226.8 |
-7.3 |
-0.6% |
1,213.5 |
| High |
1,234.1 |
1,242.6 |
8.5 |
0.7% |
1,235.9 |
| Low |
1,225.5 |
1,226.8 |
1.3 |
0.1% |
1,192.0 |
| Close |
1,227.9 |
1,236.3 |
8.4 |
0.7% |
1,227.9 |
| Range |
8.6 |
15.8 |
7.2 |
83.7% |
43.9 |
| ATR |
13.3 |
13.4 |
0.2 |
1.4% |
0.0 |
| Volume |
8,200 |
4,703 |
-3,497 |
-42.6% |
44,418 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.6 |
1,275.3 |
1,245.0 |
|
| R3 |
1,266.8 |
1,259.5 |
1,240.6 |
|
| R2 |
1,251.0 |
1,251.0 |
1,239.2 |
|
| R1 |
1,243.7 |
1,243.7 |
1,237.7 |
1,247.4 |
| PP |
1,235.2 |
1,235.2 |
1,235.2 |
1,237.1 |
| S1 |
1,227.9 |
1,227.9 |
1,234.9 |
1,231.6 |
| S2 |
1,219.4 |
1,219.4 |
1,233.4 |
|
| S3 |
1,203.6 |
1,212.1 |
1,232.0 |
|
| S4 |
1,187.8 |
1,196.3 |
1,227.6 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.3 |
1,333.0 |
1,252.0 |
|
| R3 |
1,306.4 |
1,289.1 |
1,240.0 |
|
| R2 |
1,262.5 |
1,262.5 |
1,235.9 |
|
| R1 |
1,245.2 |
1,245.2 |
1,231.9 |
1,253.9 |
| PP |
1,218.6 |
1,218.6 |
1,218.6 |
1,222.9 |
| S1 |
1,201.3 |
1,201.3 |
1,223.9 |
1,210.0 |
| S2 |
1,174.7 |
1,174.7 |
1,219.9 |
|
| S3 |
1,130.8 |
1,157.4 |
1,215.8 |
|
| S4 |
1,086.9 |
1,113.5 |
1,203.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,242.6 |
1,192.6 |
50.0 |
4.0% |
15.5 |
1.3% |
87% |
True |
False |
8,646 |
| 10 |
1,242.6 |
1,192.0 |
50.6 |
4.1% |
14.9 |
1.2% |
88% |
True |
False |
7,458 |
| 20 |
1,242.6 |
1,190.0 |
52.6 |
4.3% |
12.9 |
1.0% |
88% |
True |
False |
5,167 |
| 40 |
1,242.6 |
1,190.0 |
52.6 |
4.3% |
12.0 |
1.0% |
88% |
True |
False |
3,627 |
| 60 |
1,250.0 |
1,173.2 |
76.8 |
6.2% |
11.8 |
1.0% |
82% |
False |
False |
3,094 |
| 80 |
1,289.6 |
1,173.2 |
116.4 |
9.4% |
11.2 |
0.9% |
54% |
False |
False |
2,827 |
| 100 |
1,330.9 |
1,173.2 |
157.7 |
12.8% |
10.6 |
0.9% |
40% |
False |
False |
2,395 |
| 120 |
1,351.7 |
1,173.2 |
178.5 |
14.4% |
9.9 |
0.8% |
35% |
False |
False |
2,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.8 |
|
2.618 |
1,284.0 |
|
1.618 |
1,268.2 |
|
1.000 |
1,258.4 |
|
0.618 |
1,252.4 |
|
HIGH |
1,242.6 |
|
0.618 |
1,236.6 |
|
0.500 |
1,234.7 |
|
0.382 |
1,232.8 |
|
LOW |
1,226.8 |
|
0.618 |
1,217.0 |
|
1.000 |
1,211.0 |
|
1.618 |
1,201.2 |
|
2.618 |
1,185.4 |
|
4.250 |
1,159.7 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.8 |
1,231.4 |
| PP |
1,235.2 |
1,226.5 |
| S1 |
1,234.7 |
1,221.7 |
|