| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,243.0 |
1,241.0 |
-2.0 |
-0.2% |
1,236.3 |
| High |
1,248.0 |
1,252.0 |
4.0 |
0.3% |
1,252.0 |
| Low |
1,236.8 |
1,239.1 |
2.3 |
0.2% |
1,228.8 |
| Close |
1,238.6 |
1,241.9 |
3.3 |
0.3% |
1,241.9 |
| Range |
11.2 |
12.9 |
1.7 |
15.2% |
23.2 |
| ATR |
12.2 |
12.3 |
0.1 |
0.7% |
0.0 |
| Volume |
14,074 |
7,725 |
-6,349 |
-45.1% |
40,384 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.0 |
1,275.4 |
1,249.0 |
|
| R3 |
1,270.1 |
1,262.5 |
1,245.4 |
|
| R2 |
1,257.2 |
1,257.2 |
1,244.3 |
|
| R1 |
1,249.6 |
1,249.6 |
1,243.1 |
1,253.4 |
| PP |
1,244.3 |
1,244.3 |
1,244.3 |
1,246.3 |
| S1 |
1,236.7 |
1,236.7 |
1,240.7 |
1,240.5 |
| S2 |
1,231.4 |
1,231.4 |
1,239.5 |
|
| S3 |
1,218.5 |
1,223.8 |
1,238.4 |
|
| S4 |
1,205.6 |
1,210.9 |
1,234.8 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.5 |
1,299.4 |
1,254.7 |
|
| R3 |
1,287.3 |
1,276.2 |
1,248.3 |
|
| R2 |
1,264.1 |
1,264.1 |
1,246.2 |
|
| R1 |
1,253.0 |
1,253.0 |
1,244.0 |
1,258.6 |
| PP |
1,240.9 |
1,240.9 |
1,240.9 |
1,243.7 |
| S1 |
1,229.8 |
1,229.8 |
1,239.8 |
1,235.4 |
| S2 |
1,217.7 |
1,217.7 |
1,237.6 |
|
| S3 |
1,194.5 |
1,206.6 |
1,235.5 |
|
| S4 |
1,171.3 |
1,183.4 |
1,229.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.0 |
1,228.8 |
23.2 |
1.9% |
12.2 |
1.0% |
56% |
True |
False |
8,076 |
| 10 |
1,252.0 |
1,226.8 |
25.2 |
2.0% |
11.3 |
0.9% |
60% |
True |
False |
5,500 |
| 20 |
1,252.0 |
1,192.0 |
60.0 |
4.8% |
12.8 |
1.0% |
83% |
True |
False |
6,418 |
| 40 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
12.0 |
1.0% |
84% |
True |
False |
4,593 |
| 60 |
1,252.0 |
1,173.2 |
78.8 |
6.3% |
11.9 |
1.0% |
87% |
True |
False |
3,624 |
| 80 |
1,284.1 |
1,173.2 |
110.9 |
8.9% |
11.5 |
0.9% |
62% |
False |
False |
3,356 |
| 100 |
1,330.4 |
1,173.2 |
157.2 |
12.7% |
10.9 |
0.9% |
44% |
False |
False |
2,867 |
| 120 |
1,351.2 |
1,173.2 |
178.0 |
14.3% |
10.3 |
0.8% |
39% |
False |
False |
2,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.8 |
|
2.618 |
1,285.8 |
|
1.618 |
1,272.9 |
|
1.000 |
1,264.9 |
|
0.618 |
1,260.0 |
|
HIGH |
1,252.0 |
|
0.618 |
1,247.1 |
|
0.500 |
1,245.6 |
|
0.382 |
1,244.0 |
|
LOW |
1,239.1 |
|
0.618 |
1,231.1 |
|
1.000 |
1,226.2 |
|
1.618 |
1,218.2 |
|
2.618 |
1,205.3 |
|
4.250 |
1,184.3 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,245.6 |
1,243.2 |
| PP |
1,244.3 |
1,242.7 |
| S1 |
1,243.1 |
1,242.3 |
|