| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,205.7 |
1,204.1 |
-1.6 |
-0.1% |
1,203.5 |
| High |
1,205.9 |
1,210.0 |
4.1 |
0.3% |
1,223.1 |
| Low |
1,199.2 |
1,200.5 |
1.3 |
0.1% |
1,199.9 |
| Close |
1,203.3 |
1,205.2 |
1.9 |
0.2% |
1,217.4 |
| Range |
6.7 |
9.5 |
2.8 |
41.8% |
23.2 |
| ATR |
10.7 |
10.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
1,615 |
2,506 |
891 |
55.2% |
9,911 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.7 |
1,229.0 |
1,210.4 |
|
| R3 |
1,224.2 |
1,219.5 |
1,207.8 |
|
| R2 |
1,214.7 |
1,214.7 |
1,206.9 |
|
| R1 |
1,210.0 |
1,210.0 |
1,206.1 |
1,212.4 |
| PP |
1,205.2 |
1,205.2 |
1,205.2 |
1,206.4 |
| S1 |
1,200.5 |
1,200.5 |
1,204.3 |
1,202.9 |
| S2 |
1,195.7 |
1,195.7 |
1,203.5 |
|
| S3 |
1,186.2 |
1,191.0 |
1,202.6 |
|
| S4 |
1,176.7 |
1,181.5 |
1,200.0 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.1 |
1,273.4 |
1,230.2 |
|
| R3 |
1,259.9 |
1,250.2 |
1,223.8 |
|
| R2 |
1,236.7 |
1,236.7 |
1,221.7 |
|
| R1 |
1,227.0 |
1,227.0 |
1,219.5 |
1,231.9 |
| PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,215.9 |
| S1 |
1,203.8 |
1,203.8 |
1,215.3 |
1,208.7 |
| S2 |
1,190.3 |
1,190.3 |
1,213.1 |
|
| S3 |
1,167.1 |
1,180.6 |
1,211.0 |
|
| S4 |
1,143.9 |
1,157.4 |
1,204.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.1 |
1,199.2 |
22.9 |
1.9% |
10.1 |
0.8% |
26% |
False |
False |
2,503 |
| 10 |
1,223.1 |
1,195.7 |
27.4 |
2.3% |
11.5 |
1.0% |
35% |
False |
False |
1,832 |
| 20 |
1,229.0 |
1,195.7 |
33.3 |
2.8% |
10.3 |
0.9% |
29% |
False |
False |
1,282 |
| 40 |
1,231.4 |
1,182.7 |
48.7 |
4.0% |
10.0 |
0.8% |
46% |
False |
False |
957 |
| 60 |
1,254.0 |
1,182.7 |
71.3 |
5.9% |
9.3 |
0.8% |
32% |
False |
False |
859 |
| 80 |
1,309.4 |
1,182.7 |
126.7 |
10.5% |
8.4 |
0.7% |
18% |
False |
False |
747 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.9% |
7.7 |
0.6% |
15% |
False |
False |
650 |
| 120 |
1,367.0 |
1,182.7 |
184.3 |
15.3% |
7.3 |
0.6% |
12% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.4 |
|
2.618 |
1,234.9 |
|
1.618 |
1,225.4 |
|
1.000 |
1,219.5 |
|
0.618 |
1,215.9 |
|
HIGH |
1,210.0 |
|
0.618 |
1,206.4 |
|
0.500 |
1,205.3 |
|
0.382 |
1,204.1 |
|
LOW |
1,200.5 |
|
0.618 |
1,194.6 |
|
1.000 |
1,191.0 |
|
1.618 |
1,185.1 |
|
2.618 |
1,175.6 |
|
4.250 |
1,160.1 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.3 |
1,207.0 |
| PP |
1,205.2 |
1,206.4 |
| S1 |
1,205.2 |
1,205.8 |
|