| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,204.1 |
1,209.8 |
5.7 |
0.5% |
1,203.5 |
| High |
1,210.0 |
1,241.0 |
31.0 |
2.6% |
1,223.1 |
| Low |
1,200.5 |
1,208.1 |
7.6 |
0.6% |
1,199.9 |
| Close |
1,205.2 |
1,239.7 |
34.5 |
2.9% |
1,217.4 |
| Range |
9.5 |
32.9 |
23.4 |
246.3% |
23.2 |
| ATR |
10.7 |
12.4 |
1.8 |
16.9% |
0.0 |
| Volume |
2,506 |
4,805 |
2,299 |
91.7% |
9,911 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.3 |
1,316.9 |
1,257.8 |
|
| R3 |
1,295.4 |
1,284.0 |
1,248.7 |
|
| R2 |
1,262.5 |
1,262.5 |
1,245.7 |
|
| R1 |
1,251.1 |
1,251.1 |
1,242.7 |
1,256.8 |
| PP |
1,229.6 |
1,229.6 |
1,229.6 |
1,232.5 |
| S1 |
1,218.2 |
1,218.2 |
1,236.7 |
1,223.9 |
| S2 |
1,196.7 |
1,196.7 |
1,233.7 |
|
| S3 |
1,163.8 |
1,185.3 |
1,230.7 |
|
| S4 |
1,130.9 |
1,152.4 |
1,221.6 |
|
|
| 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 |
1,241.0 |
1,199.2 |
41.8 |
3.4% |
14.5 |
1.2% |
97% |
True |
False |
3,007 |
| 10 |
1,241.0 |
1,195.7 |
45.3 |
3.7% |
13.1 |
1.1% |
97% |
True |
False |
2,198 |
| 20 |
1,241.0 |
1,195.7 |
45.3 |
3.7% |
11.3 |
0.9% |
97% |
True |
False |
1,465 |
| 40 |
1,241.0 |
1,182.7 |
58.3 |
4.7% |
10.4 |
0.8% |
98% |
True |
False |
1,051 |
| 60 |
1,254.0 |
1,182.7 |
71.3 |
5.8% |
9.7 |
0.8% |
80% |
False |
False |
935 |
| 80 |
1,300.6 |
1,182.7 |
117.9 |
9.5% |
8.7 |
0.7% |
48% |
False |
False |
805 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.5% |
7.9 |
0.6% |
37% |
False |
False |
698 |
| 120 |
1,364.9 |
1,182.7 |
182.2 |
14.7% |
7.4 |
0.6% |
31% |
False |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,380.8 |
|
2.618 |
1,327.1 |
|
1.618 |
1,294.2 |
|
1.000 |
1,273.9 |
|
0.618 |
1,261.3 |
|
HIGH |
1,241.0 |
|
0.618 |
1,228.4 |
|
0.500 |
1,224.6 |
|
0.382 |
1,220.7 |
|
LOW |
1,208.1 |
|
0.618 |
1,187.8 |
|
1.000 |
1,175.2 |
|
1.618 |
1,154.9 |
|
2.618 |
1,122.0 |
|
4.250 |
1,068.3 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.7 |
1,233.2 |
| PP |
1,229.6 |
1,226.6 |
| S1 |
1,224.6 |
1,220.1 |
|