| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,238.1 |
1,245.2 |
7.1 |
0.6% |
1,214.7 |
| High |
1,248.3 |
1,247.1 |
-1.2 |
-0.1% |
1,241.0 |
| Low |
1,238.1 |
1,239.0 |
0.9 |
0.1% |
1,199.2 |
| Close |
1,242.2 |
1,242.8 |
0.6 |
0.0% |
1,233.8 |
| Range |
10.2 |
8.1 |
-2.1 |
-20.6% |
41.8 |
| ATR |
12.3 |
12.0 |
-0.3 |
-2.4% |
0.0 |
| Volume |
1,394 |
675 |
-719 |
-51.6% |
13,633 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.3 |
1,263.1 |
1,247.3 |
|
| R3 |
1,259.2 |
1,255.0 |
1,245.0 |
|
| R2 |
1,251.1 |
1,251.1 |
1,244.3 |
|
| R1 |
1,246.9 |
1,246.9 |
1,243.5 |
1,245.0 |
| PP |
1,243.0 |
1,243.0 |
1,243.0 |
1,242.0 |
| S1 |
1,238.8 |
1,238.8 |
1,242.1 |
1,236.9 |
| S2 |
1,234.9 |
1,234.9 |
1,241.3 |
|
| S3 |
1,226.8 |
1,230.7 |
1,240.6 |
|
| S4 |
1,218.7 |
1,222.6 |
1,238.3 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.1 |
1,333.7 |
1,256.8 |
|
| R3 |
1,308.3 |
1,291.9 |
1,245.3 |
|
| R2 |
1,266.5 |
1,266.5 |
1,241.5 |
|
| R1 |
1,250.1 |
1,250.1 |
1,237.6 |
1,258.3 |
| PP |
1,224.7 |
1,224.7 |
1,224.7 |
1,228.8 |
| S1 |
1,208.3 |
1,208.3 |
1,230.0 |
1,216.5 |
| S2 |
1,182.9 |
1,182.9 |
1,226.1 |
|
| S3 |
1,141.1 |
1,166.5 |
1,222.3 |
|
| S4 |
1,099.3 |
1,124.7 |
1,210.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.3 |
1,200.5 |
47.8 |
3.8% |
13.5 |
1.1% |
88% |
False |
False |
2,297 |
| 10 |
1,248.3 |
1,199.2 |
49.1 |
4.0% |
12.0 |
1.0% |
89% |
False |
False |
2,255 |
| 20 |
1,248.3 |
1,195.7 |
52.6 |
4.2% |
11.1 |
0.9% |
90% |
False |
False |
1,580 |
| 40 |
1,248.3 |
1,195.7 |
52.6 |
4.2% |
10.4 |
0.8% |
90% |
False |
False |
1,129 |
| 60 |
1,254.0 |
1,182.7 |
71.3 |
5.7% |
9.6 |
0.8% |
84% |
False |
False |
949 |
| 80 |
1,295.0 |
1,182.7 |
112.3 |
9.0% |
8.9 |
0.7% |
54% |
False |
False |
849 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.5% |
8.0 |
0.6% |
39% |
False |
False |
736 |
| 120 |
1,356.9 |
1,182.7 |
174.2 |
14.0% |
7.6 |
0.6% |
35% |
False |
False |
630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,281.5 |
|
2.618 |
1,268.3 |
|
1.618 |
1,260.2 |
|
1.000 |
1,255.2 |
|
0.618 |
1,252.1 |
|
HIGH |
1,247.1 |
|
0.618 |
1,244.0 |
|
0.500 |
1,243.1 |
|
0.382 |
1,242.1 |
|
LOW |
1,239.0 |
|
0.618 |
1,234.0 |
|
1.000 |
1,230.9 |
|
1.618 |
1,225.9 |
|
2.618 |
1,217.8 |
|
4.250 |
1,204.6 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.1 |
1,241.9 |
| PP |
1,243.0 |
1,240.9 |
| S1 |
1,242.9 |
1,240.0 |
|