| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,752.50 |
2,682.50 |
-70.00 |
-2.5% |
2,777.25 |
| High |
2,757.00 |
2,730.00 |
-27.00 |
-1.0% |
2,831.50 |
| Low |
2,659.25 |
2,666.25 |
7.00 |
0.3% |
2,753.00 |
| Close |
2,671.00 |
2,695.00 |
24.00 |
0.9% |
2,775.00 |
| Range |
97.75 |
63.75 |
-34.00 |
-34.8% |
78.50 |
| ATR |
45.17 |
46.50 |
1.33 |
2.9% |
0.00 |
| Volume |
13,549 |
16,109 |
2,560 |
18.9% |
51,692 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.25 |
2,855.50 |
2,730.00 |
|
| R3 |
2,824.50 |
2,791.75 |
2,712.50 |
|
| R2 |
2,760.75 |
2,760.75 |
2,706.75 |
|
| R1 |
2,728.00 |
2,728.00 |
2,700.75 |
2,744.50 |
| PP |
2,697.00 |
2,697.00 |
2,697.00 |
2,705.25 |
| S1 |
2,664.25 |
2,664.25 |
2,689.25 |
2,680.50 |
| S2 |
2,633.25 |
2,633.25 |
2,683.25 |
|
| S3 |
2,569.50 |
2,600.50 |
2,677.50 |
|
| S4 |
2,505.75 |
2,536.75 |
2,660.00 |
|
|
| 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 |
2,808.00 |
2,659.25 |
148.75 |
5.5% |
59.25 |
2.2% |
24% |
False |
False |
11,770 |
| 10 |
2,831.50 |
2,659.25 |
172.25 |
6.4% |
55.25 |
2.0% |
21% |
False |
False |
11,687 |
| 20 |
2,953.25 |
2,659.25 |
294.00 |
10.9% |
48.50 |
1.8% |
12% |
False |
False |
11,151 |
| 40 |
2,955.50 |
2,659.25 |
296.25 |
11.0% |
34.25 |
1.3% |
12% |
False |
False |
7,140 |
| 60 |
2,955.50 |
2,659.25 |
296.25 |
11.0% |
29.00 |
1.1% |
12% |
False |
False |
4,897 |
| 80 |
2,955.50 |
2,659.25 |
296.25 |
11.0% |
26.50 |
1.0% |
12% |
False |
False |
3,953 |
| 100 |
2,955.50 |
2,659.25 |
296.25 |
11.0% |
25.75 |
1.0% |
12% |
False |
False |
3,432 |
| 120 |
2,955.50 |
2,659.25 |
296.25 |
11.0% |
24.75 |
0.9% |
12% |
False |
False |
2,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.00 |
|
2.618 |
2,897.00 |
|
1.618 |
2,833.25 |
|
1.000 |
2,793.75 |
|
0.618 |
2,769.50 |
|
HIGH |
2,730.00 |
|
0.618 |
2,705.75 |
|
0.500 |
2,698.00 |
|
0.382 |
2,690.50 |
|
LOW |
2,666.25 |
|
0.618 |
2,626.75 |
|
1.000 |
2,602.50 |
|
1.618 |
2,563.00 |
|
2.618 |
2,499.25 |
|
4.250 |
2,395.25 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.00 |
2,711.75 |
| PP |
2,697.00 |
2,706.25 |
| S1 |
2,696.00 |
2,700.50 |
|