| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,754.50 |
2,824.25 |
69.75 |
2.5% |
2,906.50 |
| High |
2,826.50 |
2,831.50 |
5.00 |
0.2% |
2,908.50 |
| Low |
2,753.50 |
2,790.75 |
37.25 |
1.4% |
2,719.50 |
| Close |
2,825.50 |
2,823.75 |
-1.75 |
-0.1% |
2,775.75 |
| Range |
73.00 |
40.75 |
-32.25 |
-44.2% |
189.00 |
| ATR |
38.32 |
38.50 |
0.17 |
0.5% |
0.00 |
| Volume |
20,047 |
5,296 |
-14,751 |
-73.6% |
72,161 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.50 |
2,921.50 |
2,846.25 |
|
| R3 |
2,896.75 |
2,880.75 |
2,835.00 |
|
| R2 |
2,856.00 |
2,856.00 |
2,831.25 |
|
| R1 |
2,840.00 |
2,840.00 |
2,827.50 |
2,827.50 |
| PP |
2,815.25 |
2,815.25 |
2,815.25 |
2,809.25 |
| S1 |
2,799.25 |
2,799.25 |
2,820.00 |
2,787.00 |
| S2 |
2,774.50 |
2,774.50 |
2,816.25 |
|
| S3 |
2,733.75 |
2,758.50 |
2,812.50 |
|
| S4 |
2,693.00 |
2,717.75 |
2,801.25 |
|
|
| 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 |
2,831.50 |
2,719.50 |
112.00 |
4.0% |
57.00 |
2.0% |
93% |
True |
False |
13,007 |
| 10 |
2,934.00 |
2,719.50 |
214.50 |
7.6% |
54.00 |
1.9% |
49% |
False |
False |
11,883 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
36.75 |
1.3% |
44% |
False |
False |
9,475 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
27.75 |
1.0% |
44% |
False |
False |
5,503 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.4% |
25.25 |
0.9% |
44% |
False |
False |
3,715 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.9% |
24.25 |
0.9% |
48% |
False |
False |
3,321 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.4% |
23.75 |
0.8% |
50% |
False |
False |
2,715 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.1% |
23.25 |
0.8% |
62% |
False |
False |
2,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.75 |
|
2.618 |
2,938.25 |
|
1.618 |
2,897.50 |
|
1.000 |
2,872.25 |
|
0.618 |
2,856.75 |
|
HIGH |
2,831.50 |
|
0.618 |
2,816.00 |
|
0.500 |
2,811.00 |
|
0.382 |
2,806.25 |
|
LOW |
2,790.75 |
|
0.618 |
2,765.50 |
|
1.000 |
2,750.00 |
|
1.618 |
2,724.75 |
|
2.618 |
2,684.00 |
|
4.250 |
2,617.50 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.50 |
2,813.25 |
| PP |
2,815.25 |
2,802.75 |
| S1 |
2,811.00 |
2,792.25 |
|