| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,252.2 |
1,249.0 |
-3.2 |
-0.3% |
1,243.7 |
| High |
1,252.2 |
1,257.3 |
5.1 |
0.4% |
1,257.3 |
| Low |
1,242.8 |
1,246.9 |
4.1 |
0.3% |
1,235.4 |
| Close |
1,244.6 |
1,248.0 |
3.4 |
0.3% |
1,248.0 |
| Range |
9.4 |
10.4 |
1.0 |
10.6% |
21.9 |
| ATR |
11.0 |
11.2 |
0.1 |
1.1% |
0.0 |
| Volume |
612 |
1,122 |
510 |
83.3% |
4,412 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.9 |
1,275.4 |
1,253.7 |
|
| R3 |
1,271.5 |
1,265.0 |
1,250.9 |
|
| R2 |
1,261.1 |
1,261.1 |
1,249.9 |
|
| R1 |
1,254.6 |
1,254.6 |
1,249.0 |
1,252.7 |
| PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,249.8 |
| S1 |
1,244.2 |
1,244.2 |
1,247.0 |
1,242.3 |
| S2 |
1,240.3 |
1,240.3 |
1,246.1 |
|
| S3 |
1,229.9 |
1,233.8 |
1,245.1 |
|
| S4 |
1,219.5 |
1,223.4 |
1,242.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,302.2 |
1,260.0 |
|
| R3 |
1,290.7 |
1,280.3 |
1,254.0 |
|
| R2 |
1,268.8 |
1,268.8 |
1,252.0 |
|
| R1 |
1,258.4 |
1,258.4 |
1,250.0 |
1,263.6 |
| PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,249.5 |
| S1 |
1,236.5 |
1,236.5 |
1,246.0 |
1,241.7 |
| S2 |
1,225.0 |
1,225.0 |
1,244.0 |
|
| S3 |
1,203.1 |
1,214.6 |
1,242.0 |
|
| S4 |
1,181.2 |
1,192.7 |
1,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,257.3 |
1,235.4 |
21.9 |
1.8% |
10.0 |
0.8% |
58% |
True |
False |
882 |
| 10 |
1,257.3 |
1,233.9 |
23.4 |
1.9% |
9.2 |
0.7% |
60% |
True |
False |
957 |
| 20 |
1,257.3 |
1,199.2 |
58.1 |
4.7% |
10.9 |
0.9% |
84% |
True |
False |
1,655 |
| 40 |
1,257.3 |
1,195.7 |
61.6 |
4.9% |
10.3 |
0.8% |
85% |
True |
False |
1,227 |
| 60 |
1,257.3 |
1,182.7 |
74.6 |
6.0% |
9.9 |
0.8% |
88% |
True |
False |
999 |
| 80 |
1,289.5 |
1,182.7 |
106.8 |
8.6% |
9.1 |
0.7% |
61% |
False |
False |
920 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.4% |
8.4 |
0.7% |
42% |
False |
False |
790 |
| 120 |
1,356.9 |
1,182.7 |
174.2 |
14.0% |
7.9 |
0.6% |
37% |
False |
False |
690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.5 |
|
2.618 |
1,284.5 |
|
1.618 |
1,274.1 |
|
1.000 |
1,267.7 |
|
0.618 |
1,263.7 |
|
HIGH |
1,257.3 |
|
0.618 |
1,253.3 |
|
0.500 |
1,252.1 |
|
0.382 |
1,250.9 |
|
LOW |
1,246.9 |
|
0.618 |
1,240.5 |
|
1.000 |
1,236.5 |
|
1.618 |
1,230.1 |
|
2.618 |
1,219.7 |
|
4.250 |
1,202.7 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.1 |
1,249.3 |
| PP |
1,250.7 |
1,248.8 |
| S1 |
1,249.4 |
1,248.4 |
|