| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,217.0 |
3,147.0 |
-70.0 |
-2.2% |
3,159.0 |
| High |
3,220.0 |
3,163.0 |
-57.0 |
-1.8% |
3,258.0 |
| Low |
3,165.0 |
3,111.0 |
-54.0 |
-1.7% |
3,159.0 |
| Close |
3,170.0 |
3,125.0 |
-45.0 |
-1.4% |
3,190.0 |
| Range |
55.0 |
52.0 |
-3.0 |
-5.5% |
99.0 |
| ATR |
46.4 |
47.3 |
0.9 |
1.9% |
0.0 |
| Volume |
20,964 |
172 |
-20,792 |
-99.2% |
12,340 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,289.0 |
3,259.0 |
3,153.6 |
|
| R3 |
3,237.0 |
3,207.0 |
3,139.3 |
|
| R2 |
3,185.0 |
3,185.0 |
3,134.5 |
|
| R1 |
3,155.0 |
3,155.0 |
3,129.8 |
3,144.0 |
| PP |
3,133.0 |
3,133.0 |
3,133.0 |
3,127.5 |
| S1 |
3,103.0 |
3,103.0 |
3,120.2 |
3,092.0 |
| S2 |
3,081.0 |
3,081.0 |
3,115.5 |
|
| S3 |
3,029.0 |
3,051.0 |
3,110.7 |
|
| S4 |
2,977.0 |
2,999.0 |
3,096.4 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,499.3 |
3,443.7 |
3,244.5 |
|
| R3 |
3,400.3 |
3,344.7 |
3,217.2 |
|
| R2 |
3,301.3 |
3,301.3 |
3,208.2 |
|
| R1 |
3,245.7 |
3,245.7 |
3,199.1 |
3,273.5 |
| PP |
3,202.3 |
3,202.3 |
3,202.3 |
3,216.3 |
| S1 |
3,146.7 |
3,146.7 |
3,180.9 |
3,174.5 |
| S2 |
3,103.3 |
3,103.3 |
3,171.9 |
|
| S3 |
3,004.3 |
3,047.7 |
3,162.8 |
|
| S4 |
2,905.3 |
2,948.7 |
3,135.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,258.0 |
3,111.0 |
147.0 |
4.7% |
51.4 |
1.6% |
10% |
False |
True |
6,034 |
| 10 |
3,302.0 |
3,111.0 |
191.0 |
6.1% |
57.9 |
1.9% |
7% |
False |
True |
13,002 |
| 20 |
3,429.0 |
3,111.0 |
318.0 |
10.2% |
47.4 |
1.5% |
4% |
False |
True |
9,203 |
| 40 |
3,429.0 |
3,111.0 |
318.0 |
10.2% |
34.4 |
1.1% |
4% |
False |
True |
5,751 |
| 60 |
3,489.0 |
3,111.0 |
378.0 |
12.1% |
29.5 |
0.9% |
4% |
False |
True |
3,953 |
| 80 |
3,495.0 |
3,111.0 |
384.0 |
12.3% |
25.9 |
0.8% |
4% |
False |
True |
2,979 |
| 100 |
3,495.0 |
3,111.0 |
384.0 |
12.3% |
23.5 |
0.8% |
4% |
False |
True |
2,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,384.0 |
|
2.618 |
3,299.1 |
|
1.618 |
3,247.1 |
|
1.000 |
3,215.0 |
|
0.618 |
3,195.1 |
|
HIGH |
3,163.0 |
|
0.618 |
3,143.1 |
|
0.500 |
3,137.0 |
|
0.382 |
3,130.9 |
|
LOW |
3,111.0 |
|
0.618 |
3,078.9 |
|
1.000 |
3,059.0 |
|
1.618 |
3,026.9 |
|
2.618 |
2,974.9 |
|
4.250 |
2,890.0 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,137.0 |
3,165.5 |
| PP |
3,133.0 |
3,152.0 |
| S1 |
3,129.0 |
3,138.5 |
|