| 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 |
1,211.8 |
1,215.8 |
4.0 |
0.3% |
1,212.9 |
| High |
1,215.5 |
1,247.7 |
32.2 |
2.6% |
1,229.5 |
| Low |
1,206.8 |
1,212.7 |
5.9 |
0.5% |
1,205.8 |
| Close |
1,211.3 |
1,246.0 |
34.7 |
2.9% |
1,223.6 |
| Range |
8.7 |
35.0 |
26.3 |
302.3% |
23.7 |
| ATR |
10.7 |
12.5 |
1.8 |
17.2% |
0.0 |
| Volume |
1,847 |
1,624 |
-223 |
-12.1% |
5,722 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.5 |
1,328.2 |
1,265.3 |
|
| R3 |
1,305.5 |
1,293.2 |
1,255.6 |
|
| R2 |
1,270.5 |
1,270.5 |
1,252.4 |
|
| R1 |
1,258.2 |
1,258.2 |
1,249.2 |
1,264.4 |
| PP |
1,235.5 |
1,235.5 |
1,235.5 |
1,238.5 |
| S1 |
1,223.2 |
1,223.2 |
1,242.8 |
1,229.4 |
| S2 |
1,200.5 |
1,200.5 |
1,239.6 |
|
| S3 |
1,165.5 |
1,188.2 |
1,236.4 |
|
| S4 |
1,130.5 |
1,153.2 |
1,226.8 |
|
|
| 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 |
1,247.7 |
1,205.0 |
42.7 |
3.4% |
15.4 |
1.2% |
96% |
True |
False |
1,617 |
| 10 |
1,247.7 |
1,201.6 |
46.1 |
3.7% |
13.7 |
1.1% |
96% |
True |
False |
1,399 |
| 20 |
1,247.7 |
1,201.6 |
46.1 |
3.7% |
11.7 |
0.9% |
96% |
True |
False |
1,152 |
| 40 |
1,247.7 |
1,184.8 |
62.9 |
5.0% |
10.4 |
0.8% |
97% |
True |
False |
877 |
| 60 |
1,262.0 |
1,184.8 |
77.2 |
6.2% |
9.2 |
0.7% |
79% |
False |
False |
686 |
| 80 |
1,308.7 |
1,184.8 |
123.9 |
9.9% |
8.2 |
0.7% |
49% |
False |
False |
594 |
| 100 |
1,342.1 |
1,184.8 |
157.3 |
12.6% |
7.8 |
0.6% |
39% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.5 |
|
2.618 |
1,339.3 |
|
1.618 |
1,304.3 |
|
1.000 |
1,282.7 |
|
0.618 |
1,269.3 |
|
HIGH |
1,247.7 |
|
0.618 |
1,234.3 |
|
0.500 |
1,230.2 |
|
0.382 |
1,226.1 |
|
LOW |
1,212.7 |
|
0.618 |
1,191.1 |
|
1.000 |
1,177.7 |
|
1.618 |
1,156.1 |
|
2.618 |
1,121.1 |
|
4.250 |
1,064.0 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.7 |
1,239.5 |
| PP |
1,235.5 |
1,233.0 |
| S1 |
1,230.2 |
1,226.6 |
|