| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,782.25 |
2,756.25 |
-26.00 |
-0.9% |
2,906.50 |
| High |
2,806.00 |
2,792.25 |
-13.75 |
-0.5% |
2,908.50 |
| Low |
2,719.50 |
2,740.50 |
21.00 |
0.8% |
2,719.50 |
| Close |
2,752.75 |
2,775.75 |
23.00 |
0.8% |
2,775.75 |
| Range |
86.50 |
51.75 |
-34.75 |
-40.2% |
189.00 |
| ATR |
34.68 |
35.90 |
1.22 |
3.5% |
0.00 |
| Volume |
20,501 |
11,837 |
-8,664 |
-42.3% |
72,161 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.75 |
2,902.00 |
2,804.25 |
|
| R3 |
2,873.00 |
2,850.25 |
2,790.00 |
|
| R2 |
2,821.25 |
2,821.25 |
2,785.25 |
|
| R1 |
2,798.50 |
2,798.50 |
2,780.50 |
2,810.00 |
| PP |
2,769.50 |
2,769.50 |
2,769.50 |
2,775.25 |
| S1 |
2,746.75 |
2,746.75 |
2,771.00 |
2,758.00 |
| S2 |
2,717.75 |
2,717.75 |
2,766.25 |
|
| S3 |
2,666.00 |
2,695.00 |
2,761.50 |
|
| S4 |
2,614.25 |
2,643.25 |
2,747.25 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,368.25 |
3,261.00 |
2,879.75 |
|
| R3 |
3,179.25 |
3,072.00 |
2,827.75 |
|
| R2 |
2,990.25 |
2,990.25 |
2,810.50 |
|
| R1 |
2,883.00 |
2,883.00 |
2,793.00 |
2,842.00 |
| PP |
2,801.25 |
2,801.25 |
2,801.25 |
2,780.75 |
| S1 |
2,694.00 |
2,694.00 |
2,758.50 |
2,653.00 |
| S2 |
2,612.25 |
2,612.25 |
2,741.00 |
|
| S3 |
2,423.25 |
2,505.00 |
2,723.75 |
|
| S4 |
2,234.25 |
2,316.00 |
2,671.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,908.50 |
2,719.50 |
189.00 |
6.8% |
63.00 |
2.3% |
30% |
False |
False |
14,432 |
| 10 |
2,953.25 |
2,719.50 |
233.75 |
8.4% |
45.25 |
1.6% |
24% |
False |
False |
11,472 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
32.75 |
1.2% |
24% |
False |
False |
8,401 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
25.25 |
0.9% |
24% |
False |
False |
4,689 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
23.75 |
0.9% |
24% |
False |
False |
3,172 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
23.50 |
0.8% |
29% |
False |
False |
2,971 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.6% |
23.00 |
0.8% |
32% |
False |
False |
2,389 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.3% |
22.50 |
0.8% |
48% |
False |
False |
2,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.25 |
|
2.618 |
2,927.75 |
|
1.618 |
2,876.00 |
|
1.000 |
2,844.00 |
|
0.618 |
2,824.25 |
|
HIGH |
2,792.25 |
|
0.618 |
2,772.50 |
|
0.500 |
2,766.50 |
|
0.382 |
2,760.25 |
|
LOW |
2,740.50 |
|
0.618 |
2,708.50 |
|
1.000 |
2,688.75 |
|
1.618 |
2,656.75 |
|
2.618 |
2,605.00 |
|
4.250 |
2,520.50 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.50 |
2,809.50 |
| PP |
2,769.50 |
2,798.25 |
| S1 |
2,766.50 |
2,787.00 |
|