| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,824.25 |
2,821.75 |
-2.50 |
-0.1% |
2,906.50 |
| High |
2,831.50 |
2,821.75 |
-9.75 |
-0.3% |
2,908.50 |
| Low |
2,790.75 |
2,764.25 |
-26.50 |
-0.9% |
2,719.50 |
| Close |
2,823.75 |
2,779.75 |
-44.00 |
-1.6% |
2,775.75 |
| Range |
40.75 |
57.50 |
16.75 |
41.1% |
189.00 |
| ATR |
38.50 |
40.00 |
1.50 |
3.9% |
0.00 |
| Volume |
5,296 |
13,482 |
8,186 |
154.6% |
72,161 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.00 |
2,928.00 |
2,811.50 |
|
| R3 |
2,903.50 |
2,870.50 |
2,795.50 |
|
| R2 |
2,846.00 |
2,846.00 |
2,790.25 |
|
| R1 |
2,813.00 |
2,813.00 |
2,785.00 |
2,800.75 |
| PP |
2,788.50 |
2,788.50 |
2,788.50 |
2,782.50 |
| S1 |
2,755.50 |
2,755.50 |
2,774.50 |
2,743.25 |
| S2 |
2,731.00 |
2,731.00 |
2,769.25 |
|
| S3 |
2,673.50 |
2,698.00 |
2,764.00 |
|
| S4 |
2,616.00 |
2,640.50 |
2,748.00 |
|
|
| 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 |
2,740.50 |
91.00 |
3.3% |
51.00 |
1.8% |
43% |
False |
False |
11,603 |
| 10 |
2,924.00 |
2,719.50 |
204.50 |
7.4% |
56.00 |
2.0% |
29% |
False |
False |
12,390 |
| 20 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
38.50 |
1.4% |
26% |
False |
False |
9,706 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
28.75 |
1.0% |
26% |
False |
False |
5,812 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
25.75 |
0.9% |
26% |
False |
False |
3,939 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
9.0% |
24.75 |
0.9% |
30% |
False |
False |
3,411 |
| 100 |
2,955.50 |
2,700.75 |
254.75 |
9.2% |
24.00 |
0.9% |
31% |
False |
False |
2,847 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.3% |
23.50 |
0.8% |
49% |
False |
False |
2,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.00 |
|
2.618 |
2,972.25 |
|
1.618 |
2,914.75 |
|
1.000 |
2,879.25 |
|
0.618 |
2,857.25 |
|
HIGH |
2,821.75 |
|
0.618 |
2,799.75 |
|
0.500 |
2,793.00 |
|
0.382 |
2,786.25 |
|
LOW |
2,764.25 |
|
0.618 |
2,728.75 |
|
1.000 |
2,706.75 |
|
1.618 |
2,671.25 |
|
2.618 |
2,613.75 |
|
4.250 |
2,520.00 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.00 |
2,792.50 |
| PP |
2,788.50 |
2,788.25 |
| S1 |
2,784.25 |
2,784.00 |
|