| 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 |
11,619.5 |
11,786.5 |
167.0 |
1.4% |
12,065.0 |
| High |
11,769.5 |
11,814.5 |
45.0 |
0.4% |
12,072.0 |
| Low |
11,598.5 |
11,668.0 |
69.5 |
0.6% |
11,407.0 |
| Close |
11,763.0 |
11,706.0 |
-57.0 |
-0.5% |
11,498.0 |
| Range |
171.0 |
146.5 |
-24.5 |
-14.3% |
665.0 |
| ATR |
162.7 |
161.5 |
-1.2 |
-0.7% |
0.0 |
| Volume |
1,625 |
208 |
-1,417 |
-87.2% |
1,417 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,169.0 |
12,084.0 |
11,786.6 |
|
| R3 |
12,022.5 |
11,937.5 |
11,746.3 |
|
| R2 |
11,876.0 |
11,876.0 |
11,732.9 |
|
| R1 |
11,791.0 |
11,791.0 |
11,719.4 |
11,760.3 |
| PP |
11,729.5 |
11,729.5 |
11,729.5 |
11,714.1 |
| S1 |
11,644.5 |
11,644.5 |
11,692.6 |
11,613.8 |
| S2 |
11,583.0 |
11,583.0 |
11,679.1 |
|
| S3 |
11,436.5 |
11,498.0 |
11,665.7 |
|
| S4 |
11,290.0 |
11,351.5 |
11,625.4 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,654.0 |
13,241.0 |
11,863.8 |
|
| R3 |
12,989.0 |
12,576.0 |
11,680.9 |
|
| R2 |
12,324.0 |
12,324.0 |
11,619.9 |
|
| R1 |
11,911.0 |
11,911.0 |
11,559.0 |
11,785.0 |
| PP |
11,659.0 |
11,659.0 |
11,659.0 |
11,596.0 |
| S1 |
11,246.0 |
11,246.0 |
11,437.0 |
11,120.0 |
| S2 |
10,994.0 |
10,994.0 |
11,376.1 |
|
| S3 |
10,329.0 |
10,581.0 |
11,315.1 |
|
| S4 |
9,664.0 |
9,916.0 |
11,132.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,814.5 |
11,407.0 |
407.5 |
3.5% |
196.5 |
1.7% |
73% |
True |
False |
482 |
| 10 |
12,322.0 |
11,407.0 |
915.0 |
7.8% |
202.8 |
1.7% |
33% |
False |
False |
423 |
| 20 |
12,436.0 |
11,407.0 |
1,029.0 |
8.8% |
150.9 |
1.3% |
29% |
False |
False |
288 |
| 40 |
12,542.0 |
11,407.0 |
1,135.0 |
9.7% |
114.8 |
1.0% |
26% |
False |
False |
215 |
| 60 |
12,840.5 |
11,407.0 |
1,433.5 |
12.2% |
89.9 |
0.8% |
21% |
False |
False |
147 |
| 80 |
12,840.5 |
11,407.0 |
1,433.5 |
12.2% |
74.4 |
0.6% |
21% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,437.1 |
|
2.618 |
12,198.0 |
|
1.618 |
12,051.5 |
|
1.000 |
11,961.0 |
|
0.618 |
11,905.0 |
|
HIGH |
11,814.5 |
|
0.618 |
11,758.5 |
|
0.500 |
11,741.3 |
|
0.382 |
11,724.0 |
|
LOW |
11,668.0 |
|
0.618 |
11,577.5 |
|
1.000 |
11,521.5 |
|
1.618 |
11,431.0 |
|
2.618 |
11,284.5 |
|
4.250 |
11,045.4 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,741.3 |
11,678.8 |
| PP |
11,729.5 |
11,651.7 |
| S1 |
11,717.8 |
11,624.5 |
|