| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,765.75 |
2,762.25 |
-3.50 |
-0.1% |
2,777.25 |
| High |
2,789.50 |
2,764.25 |
-25.25 |
-0.9% |
2,831.50 |
| Low |
2,757.75 |
2,699.25 |
-58.50 |
-2.1% |
2,753.00 |
| Close |
2,764.00 |
2,753.25 |
-10.75 |
-0.4% |
2,775.00 |
| Range |
31.75 |
65.00 |
33.25 |
104.7% |
78.50 |
| ATR |
39.29 |
41.13 |
1.84 |
4.7% |
0.00 |
| Volume |
8,200 |
15,484 |
7,284 |
88.8% |
51,692 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.00 |
2,908.50 |
2,789.00 |
|
| R3 |
2,869.00 |
2,843.50 |
2,771.00 |
|
| R2 |
2,804.00 |
2,804.00 |
2,765.25 |
|
| R1 |
2,778.50 |
2,778.50 |
2,759.25 |
2,758.75 |
| PP |
2,739.00 |
2,739.00 |
2,739.00 |
2,729.00 |
| S1 |
2,713.50 |
2,713.50 |
2,747.25 |
2,693.75 |
| S2 |
2,674.00 |
2,674.00 |
2,741.25 |
|
| S3 |
2,609.00 |
2,648.50 |
2,735.50 |
|
| S4 |
2,544.00 |
2,583.50 |
2,717.50 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.00 |
2,977.00 |
2,818.25 |
|
| R3 |
2,943.50 |
2,898.50 |
2,796.50 |
|
| R2 |
2,865.00 |
2,865.00 |
2,789.50 |
|
| R1 |
2,820.00 |
2,820.00 |
2,782.25 |
2,803.25 |
| PP |
2,786.50 |
2,786.50 |
2,786.50 |
2,778.00 |
| S1 |
2,741.50 |
2,741.50 |
2,767.75 |
2,724.75 |
| S2 |
2,708.00 |
2,708.00 |
2,760.50 |
|
| S3 |
2,629.50 |
2,663.00 |
2,753.50 |
|
| S4 |
2,551.00 |
2,584.50 |
2,731.75 |
|
|
| 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 |
2,699.25 |
132.25 |
4.8% |
46.75 |
1.7% |
41% |
False |
True |
9,594 |
| 10 |
2,899.75 |
2,699.25 |
200.50 |
7.3% |
59.75 |
2.2% |
27% |
False |
True |
12,875 |
| 20 |
2,953.25 |
2,699.25 |
254.00 |
9.2% |
43.00 |
1.6% |
21% |
False |
True |
10,491 |
| 40 |
2,955.50 |
2,699.25 |
256.25 |
9.3% |
30.75 |
1.1% |
21% |
False |
True |
6,534 |
| 60 |
2,955.50 |
2,699.25 |
256.25 |
9.3% |
26.75 |
1.0% |
21% |
False |
True |
4,404 |
| 80 |
2,955.50 |
2,699.25 |
256.25 |
9.3% |
25.25 |
0.9% |
21% |
False |
True |
3,687 |
| 100 |
2,955.50 |
2,699.25 |
256.25 |
9.3% |
24.50 |
0.9% |
21% |
False |
True |
3,138 |
| 120 |
2,955.50 |
2,629.75 |
325.75 |
11.8% |
24.00 |
0.9% |
38% |
False |
False |
2,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.50 |
|
2.618 |
2,934.50 |
|
1.618 |
2,869.50 |
|
1.000 |
2,829.25 |
|
0.618 |
2,804.50 |
|
HIGH |
2,764.25 |
|
0.618 |
2,739.50 |
|
0.500 |
2,731.75 |
|
0.382 |
2,724.00 |
|
LOW |
2,699.25 |
|
0.618 |
2,659.00 |
|
1.000 |
2,634.25 |
|
1.618 |
2,594.00 |
|
2.618 |
2,529.00 |
|
4.250 |
2,423.00 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.00 |
2,753.50 |
| PP |
2,739.00 |
2,753.50 |
| S1 |
2,731.75 |
2,753.50 |
|