| 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 |
2,756.25 |
2,777.25 |
21.00 |
0.8% |
2,906.50 |
| High |
2,792.25 |
2,785.50 |
-6.75 |
-0.2% |
2,908.50 |
| Low |
2,740.50 |
2,753.00 |
12.50 |
0.5% |
2,719.50 |
| Close |
2,775.75 |
2,756.50 |
-19.25 |
-0.7% |
2,775.75 |
| Range |
51.75 |
32.50 |
-19.25 |
-37.2% |
189.00 |
| ATR |
35.90 |
35.66 |
-0.24 |
-0.7% |
0.00 |
| Volume |
11,837 |
7,357 |
-4,480 |
-37.8% |
72,161 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.50 |
2,842.00 |
2,774.50 |
|
| R3 |
2,830.00 |
2,809.50 |
2,765.50 |
|
| R2 |
2,797.50 |
2,797.50 |
2,762.50 |
|
| R1 |
2,777.00 |
2,777.00 |
2,759.50 |
2,771.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,762.00 |
| S1 |
2,744.50 |
2,744.50 |
2,753.50 |
2,738.50 |
| S2 |
2,732.50 |
2,732.50 |
2,750.50 |
|
| S3 |
2,700.00 |
2,712.00 |
2,747.50 |
|
| S4 |
2,667.50 |
2,679.50 |
2,738.50 |
|
|
| 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 |
6.9% |
63.25 |
2.3% |
20% |
False |
False |
13,875 |
| 10 |
2,953.25 |
2,719.50 |
233.75 |
8.5% |
46.50 |
1.7% |
16% |
False |
False |
11,153 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
33.50 |
1.2% |
16% |
False |
False |
8,655 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
25.50 |
0.9% |
16% |
False |
False |
4,870 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.6% |
24.00 |
0.9% |
16% |
False |
False |
3,294 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
23.50 |
0.9% |
21% |
False |
False |
3,060 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.6% |
23.00 |
0.8% |
25% |
False |
False |
2,462 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.4% |
22.50 |
0.8% |
42% |
False |
False |
2,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.50 |
|
2.618 |
2,870.50 |
|
1.618 |
2,838.00 |
|
1.000 |
2,818.00 |
|
0.618 |
2,805.50 |
|
HIGH |
2,785.50 |
|
0.618 |
2,773.00 |
|
0.500 |
2,769.25 |
|
0.382 |
2,765.50 |
|
LOW |
2,753.00 |
|
0.618 |
2,733.00 |
|
1.000 |
2,720.50 |
|
1.618 |
2,700.50 |
|
2.618 |
2,668.00 |
|
4.250 |
2,615.00 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.25 |
2,762.75 |
| PP |
2,765.00 |
2,760.75 |
| S1 |
2,760.75 |
2,758.50 |
|