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 |
3,297.0 |
3,196.0 |
-101.0 |
-3.1% |
3,377.0 |
High |
3,302.0 |
3,227.0 |
-75.0 |
-2.3% |
3,400.0 |
Low |
3,217.0 |
3,154.0 |
-63.0 |
-2.0% |
3,306.0 |
Close |
3,250.0 |
3,190.0 |
-60.0 |
-1.8% |
3,320.0 |
Range |
85.0 |
73.0 |
-12.0 |
-14.1% |
94.0 |
ATR |
38.2 |
42.3 |
4.1 |
10.8% |
0.0 |
Volume |
36,430 |
50,110 |
13,680 |
37.6% |
31,897 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,409.3 |
3,372.7 |
3,230.2 |
|
R3 |
3,336.3 |
3,299.7 |
3,210.1 |
|
R2 |
3,263.3 |
3,263.3 |
3,203.4 |
|
R1 |
3,226.7 |
3,226.7 |
3,196.7 |
3,208.5 |
PP |
3,190.3 |
3,190.3 |
3,190.3 |
3,181.3 |
S1 |
3,153.7 |
3,153.7 |
3,183.3 |
3,135.5 |
S2 |
3,117.3 |
3,117.3 |
3,176.6 |
|
S3 |
3,044.3 |
3,080.7 |
3,169.9 |
|
S4 |
2,971.3 |
3,007.7 |
3,149.9 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,624.0 |
3,566.0 |
3,371.7 |
|
R3 |
3,530.0 |
3,472.0 |
3,345.9 |
|
R2 |
3,436.0 |
3,436.0 |
3,337.2 |
|
R1 |
3,378.0 |
3,378.0 |
3,328.6 |
3,360.0 |
PP |
3,342.0 |
3,342.0 |
3,342.0 |
3,333.0 |
S1 |
3,284.0 |
3,284.0 |
3,311.4 |
3,266.0 |
S2 |
3,248.0 |
3,248.0 |
3,302.8 |
|
S3 |
3,154.0 |
3,190.0 |
3,294.2 |
|
S4 |
3,060.0 |
3,096.0 |
3,268.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,353.0 |
3,154.0 |
199.0 |
6.2% |
58.6 |
1.8% |
18% |
False |
True |
21,672 |
10 |
3,419.0 |
3,154.0 |
265.0 |
8.3% |
47.3 |
1.5% |
14% |
False |
True |
13,240 |
20 |
3,429.0 |
3,154.0 |
275.0 |
8.6% |
34.1 |
1.1% |
13% |
False |
True |
8,520 |
40 |
3,431.0 |
3,154.0 |
277.0 |
8.7% |
27.6 |
0.9% |
13% |
False |
True |
4,808 |
60 |
3,495.0 |
3,154.0 |
341.0 |
10.7% |
24.9 |
0.8% |
11% |
False |
True |
3,229 |
80 |
3,495.0 |
3,154.0 |
341.0 |
10.7% |
22.8 |
0.7% |
11% |
False |
True |
2,554 |
100 |
3,495.0 |
3,154.0 |
341.0 |
10.7% |
19.3 |
0.6% |
11% |
False |
True |
2,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.3 |
2.618 |
3,418.1 |
1.618 |
3,345.1 |
1.000 |
3,300.0 |
0.618 |
3,272.1 |
HIGH |
3,227.0 |
0.618 |
3,199.1 |
0.500 |
3,190.5 |
0.382 |
3,181.9 |
LOW |
3,154.0 |
0.618 |
3,108.9 |
1.000 |
3,081.0 |
1.618 |
3,035.9 |
2.618 |
2,962.9 |
4.250 |
2,843.8 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,190.5 |
3,230.0 |
PP |
3,190.3 |
3,216.7 |
S1 |
3,190.2 |
3,203.3 |
|