| 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 |
2,897.25 |
2,782.25 |
-115.00 |
-4.0% |
2,930.75 |
| High |
2,899.75 |
2,806.00 |
-93.75 |
-3.2% |
2,953.25 |
| Low |
2,779.25 |
2,719.50 |
-59.75 |
-2.1% |
2,882.00 |
| Close |
2,789.50 |
2,752.75 |
-36.75 |
-1.3% |
2,902.75 |
| Range |
120.50 |
86.50 |
-34.00 |
-28.2% |
71.25 |
| ATR |
30.69 |
34.68 |
3.99 |
13.0% |
0.00 |
| Volume |
21,040 |
20,501 |
-539 |
-2.6% |
42,566 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.00 |
2,972.25 |
2,800.25 |
|
| R3 |
2,932.50 |
2,885.75 |
2,776.50 |
|
| R2 |
2,846.00 |
2,846.00 |
2,768.50 |
|
| R1 |
2,799.25 |
2,799.25 |
2,760.75 |
2,779.50 |
| PP |
2,759.50 |
2,759.50 |
2,759.50 |
2,749.50 |
| S1 |
2,712.75 |
2,712.75 |
2,744.75 |
2,693.00 |
| S2 |
2,673.00 |
2,673.00 |
2,737.00 |
|
| S3 |
2,586.50 |
2,626.25 |
2,729.00 |
|
| S4 |
2,500.00 |
2,539.75 |
2,705.25 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.50 |
3,085.75 |
2,942.00 |
|
| R3 |
3,055.25 |
3,014.50 |
2,922.25 |
|
| R2 |
2,984.00 |
2,984.00 |
2,915.75 |
|
| R1 |
2,943.25 |
2,943.25 |
2,909.25 |
2,928.00 |
| PP |
2,912.75 |
2,912.75 |
2,912.75 |
2,905.00 |
| S1 |
2,872.00 |
2,872.00 |
2,896.25 |
2,856.75 |
| S2 |
2,841.50 |
2,841.50 |
2,889.75 |
|
| S3 |
2,770.25 |
2,800.75 |
2,883.25 |
|
| S4 |
2,699.00 |
2,729.50 |
2,863.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,924.00 |
2,719.50 |
204.50 |
7.4% |
61.00 |
2.2% |
16% |
False |
True |
13,176 |
| 10 |
2,953.25 |
2,719.50 |
233.75 |
8.5% |
41.75 |
1.5% |
14% |
False |
True |
10,616 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
31.00 |
1.1% |
14% |
False |
True |
7,921 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
24.75 |
0.9% |
14% |
False |
True |
4,393 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
23.00 |
0.8% |
14% |
False |
True |
2,975 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
23.25 |
0.8% |
19% |
False |
False |
2,826 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.7% |
22.75 |
0.8% |
24% |
False |
False |
2,273 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.5% |
22.50 |
0.8% |
41% |
False |
False |
1,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.50 |
|
2.618 |
3,032.50 |
|
1.618 |
2,946.00 |
|
1.000 |
2,892.50 |
|
0.618 |
2,859.50 |
|
HIGH |
2,806.00 |
|
0.618 |
2,773.00 |
|
0.500 |
2,762.75 |
|
0.382 |
2,752.50 |
|
LOW |
2,719.50 |
|
0.618 |
2,666.00 |
|
1.000 |
2,633.00 |
|
1.618 |
2,579.50 |
|
2.618 |
2,493.00 |
|
4.250 |
2,352.00 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.75 |
2,814.00 |
| PP |
2,759.50 |
2,793.50 |
| S1 |
2,756.00 |
2,773.25 |
|