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 |
3,218.0 |
3,159.0 |
-59.0 |
-1.8% |
3,316.0 |
High |
3,218.0 |
3,197.0 |
-21.0 |
-0.7% |
3,316.0 |
Low |
3,146.0 |
3,159.0 |
13.0 |
0.4% |
3,146.0 |
Close |
3,171.0 |
3,190.0 |
19.0 |
0.6% |
3,171.0 |
Range |
72.0 |
38.0 |
-34.0 |
-47.2% |
170.0 |
ATR |
44.4 |
44.0 |
-0.5 |
-1.0% |
0.0 |
Volume |
10,008 |
3,164 |
-6,844 |
-68.4% |
110,480 |
|
Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,296.0 |
3,281.0 |
3,210.9 |
|
R3 |
3,258.0 |
3,243.0 |
3,200.5 |
|
R2 |
3,220.0 |
3,220.0 |
3,197.0 |
|
R1 |
3,205.0 |
3,205.0 |
3,193.5 |
3,212.5 |
PP |
3,182.0 |
3,182.0 |
3,182.0 |
3,185.8 |
S1 |
3,167.0 |
3,167.0 |
3,186.5 |
3,174.5 |
S2 |
3,144.0 |
3,144.0 |
3,183.0 |
|
S3 |
3,106.0 |
3,129.0 |
3,179.6 |
|
S4 |
3,068.0 |
3,091.0 |
3,169.1 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721.0 |
3,616.0 |
3,264.5 |
|
R3 |
3,551.0 |
3,446.0 |
3,217.8 |
|
R2 |
3,381.0 |
3,381.0 |
3,202.2 |
|
R1 |
3,276.0 |
3,276.0 |
3,186.6 |
3,243.5 |
PP |
3,211.0 |
3,211.0 |
3,211.0 |
3,194.8 |
S1 |
3,106.0 |
3,106.0 |
3,155.4 |
3,073.5 |
S2 |
3,041.0 |
3,041.0 |
3,139.8 |
|
S3 |
2,871.0 |
2,936.0 |
3,124.3 |
|
S4 |
2,701.0 |
2,766.0 |
3,077.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,306.0 |
3,146.0 |
160.0 |
5.0% |
63.0 |
2.0% |
28% |
False |
False |
22,724 |
10 |
3,400.0 |
3,146.0 |
254.0 |
8.0% |
49.6 |
1.6% |
17% |
False |
False |
14,301 |
20 |
3,429.0 |
3,146.0 |
283.0 |
8.9% |
38.0 |
1.2% |
16% |
False |
False |
9,161 |
40 |
3,431.0 |
3,146.0 |
285.0 |
8.9% |
29.4 |
0.9% |
15% |
False |
False |
5,137 |
60 |
3,495.0 |
3,146.0 |
349.0 |
10.9% |
26.2 |
0.8% |
13% |
False |
False |
3,449 |
80 |
3,495.0 |
3,146.0 |
349.0 |
10.9% |
23.5 |
0.7% |
13% |
False |
False |
2,718 |
100 |
3,495.0 |
3,146.0 |
349.0 |
10.9% |
20.4 |
0.6% |
13% |
False |
False |
2,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,358.5 |
2.618 |
3,296.5 |
1.618 |
3,258.5 |
1.000 |
3,235.0 |
0.618 |
3,220.5 |
HIGH |
3,197.0 |
0.618 |
3,182.5 |
0.500 |
3,178.0 |
0.382 |
3,173.5 |
LOW |
3,159.0 |
0.618 |
3,135.5 |
1.000 |
3,121.0 |
1.618 |
3,097.5 |
2.618 |
3,059.5 |
4.250 |
2,997.5 |
|
|
Fisher Pivots for day following 15-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,186.0 |
3,188.8 |
PP |
3,182.0 |
3,187.7 |
S1 |
3,178.0 |
3,186.5 |
|