| 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 |
1,211.4 |
1,211.8 |
0.4 |
0.0% |
1,212.9 |
| High |
1,212.8 |
1,215.5 |
2.7 |
0.2% |
1,229.5 |
| Low |
1,205.4 |
1,206.8 |
1.4 |
0.1% |
1,205.8 |
| Close |
1,209.5 |
1,211.3 |
1.8 |
0.1% |
1,223.6 |
| Range |
7.4 |
8.7 |
1.3 |
17.6% |
23.7 |
| ATR |
10.8 |
10.7 |
-0.2 |
-1.4% |
0.0 |
| Volume |
1,017 |
1,847 |
830 |
81.6% |
5,722 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.3 |
1,233.0 |
1,216.1 |
|
| R3 |
1,228.6 |
1,224.3 |
1,213.7 |
|
| R2 |
1,219.9 |
1,219.9 |
1,212.9 |
|
| R1 |
1,215.6 |
1,215.6 |
1,212.1 |
1,213.4 |
| PP |
1,211.2 |
1,211.2 |
1,211.2 |
1,210.1 |
| S1 |
1,206.9 |
1,206.9 |
1,210.5 |
1,204.7 |
| S2 |
1,202.5 |
1,202.5 |
1,209.7 |
|
| S3 |
1,193.8 |
1,198.2 |
1,208.9 |
|
| S4 |
1,185.1 |
1,189.5 |
1,206.5 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.7 |
1,280.9 |
1,236.6 |
|
| R3 |
1,267.0 |
1,257.2 |
1,230.1 |
|
| R2 |
1,243.3 |
1,243.3 |
1,227.9 |
|
| R1 |
1,233.5 |
1,233.5 |
1,225.8 |
1,238.4 |
| PP |
1,219.6 |
1,219.6 |
1,219.6 |
1,222.1 |
| S1 |
1,209.8 |
1,209.8 |
1,221.4 |
1,214.7 |
| S2 |
1,195.9 |
1,195.9 |
1,219.3 |
|
| S3 |
1,172.2 |
1,186.1 |
1,217.1 |
|
| S4 |
1,148.5 |
1,162.4 |
1,210.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,228.1 |
1,205.0 |
23.1 |
1.9% |
10.5 |
0.9% |
27% |
False |
False |
1,456 |
| 10 |
1,229.5 |
1,201.6 |
27.9 |
2.3% |
11.9 |
1.0% |
35% |
False |
False |
1,444 |
| 20 |
1,235.2 |
1,201.6 |
33.6 |
2.8% |
10.5 |
0.9% |
29% |
False |
False |
1,132 |
| 40 |
1,236.6 |
1,184.8 |
51.8 |
4.3% |
10.0 |
0.8% |
51% |
False |
False |
851 |
| 60 |
1,262.0 |
1,184.8 |
77.2 |
6.4% |
8.7 |
0.7% |
34% |
False |
False |
663 |
| 80 |
1,317.2 |
1,184.8 |
132.4 |
10.9% |
7.9 |
0.7% |
20% |
False |
False |
578 |
| 100 |
1,342.1 |
1,184.8 |
157.3 |
13.0% |
7.5 |
0.6% |
17% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.5 |
|
2.618 |
1,238.3 |
|
1.618 |
1,229.6 |
|
1.000 |
1,224.2 |
|
0.618 |
1,220.9 |
|
HIGH |
1,215.5 |
|
0.618 |
1,212.2 |
|
0.500 |
1,211.2 |
|
0.382 |
1,210.1 |
|
LOW |
1,206.8 |
|
0.618 |
1,201.4 |
|
1.000 |
1,198.1 |
|
1.618 |
1,192.7 |
|
2.618 |
1,184.0 |
|
4.250 |
1,169.8 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.3 |
1,214.1 |
| PP |
1,211.2 |
1,213.1 |
| S1 |
1,211.2 |
1,212.2 |
|