| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,245.2 |
1,244.2 |
-1.0 |
-0.1% |
1,223.1 |
| High |
1,250.5 |
1,251.2 |
0.7 |
0.1% |
1,247.7 |
| Low |
1,241.7 |
1,239.9 |
-1.8 |
-0.1% |
1,205.0 |
| Close |
1,245.2 |
1,248.2 |
3.0 |
0.2% |
1,240.0 |
| Range |
8.8 |
11.3 |
2.5 |
28.4% |
42.7 |
| ATR |
11.9 |
11.8 |
0.0 |
-0.3% |
0.0 |
| Volume |
925 |
1,151 |
226 |
24.4% |
7,485 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.3 |
1,275.6 |
1,254.4 |
|
| R3 |
1,269.0 |
1,264.3 |
1,251.3 |
|
| R2 |
1,257.7 |
1,257.7 |
1,250.3 |
|
| R1 |
1,253.0 |
1,253.0 |
1,249.2 |
1,255.4 |
| PP |
1,246.4 |
1,246.4 |
1,246.4 |
1,247.6 |
| S1 |
1,241.7 |
1,241.7 |
1,247.2 |
1,244.1 |
| S2 |
1,235.1 |
1,235.1 |
1,246.1 |
|
| S3 |
1,223.8 |
1,230.4 |
1,245.1 |
|
| S4 |
1,212.5 |
1,219.1 |
1,242.0 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.0 |
1,342.2 |
1,263.5 |
|
| R3 |
1,316.3 |
1,299.5 |
1,251.7 |
|
| R2 |
1,273.6 |
1,273.6 |
1,247.8 |
|
| R1 |
1,256.8 |
1,256.8 |
1,243.9 |
1,265.2 |
| PP |
1,230.9 |
1,230.9 |
1,230.9 |
1,235.1 |
| S1 |
1,214.1 |
1,214.1 |
1,236.1 |
1,222.5 |
| S2 |
1,188.2 |
1,188.2 |
1,232.2 |
|
| S3 |
1,145.5 |
1,171.4 |
1,228.3 |
|
| S4 |
1,102.8 |
1,128.7 |
1,216.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.8 |
1,238.6 |
16.2 |
1.3% |
10.1 |
0.8% |
59% |
False |
False |
812 |
| 10 |
1,254.8 |
1,205.0 |
49.8 |
4.0% |
12.7 |
1.0% |
87% |
False |
False |
1,215 |
| 20 |
1,254.8 |
1,201.6 |
53.2 |
4.3% |
12.4 |
1.0% |
88% |
False |
False |
1,210 |
| 40 |
1,254.8 |
1,201.6 |
53.2 |
4.3% |
10.6 |
0.8% |
88% |
False |
False |
937 |
| 60 |
1,257.5 |
1,184.8 |
72.7 |
5.8% |
9.4 |
0.8% |
87% |
False |
False |
719 |
| 80 |
1,295.5 |
1,184.8 |
110.7 |
8.9% |
8.7 |
0.7% |
57% |
False |
False |
638 |
| 100 |
1,341.8 |
1,184.8 |
157.0 |
12.6% |
8.0 |
0.6% |
40% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.2 |
|
2.618 |
1,280.8 |
|
1.618 |
1,269.5 |
|
1.000 |
1,262.5 |
|
0.618 |
1,258.2 |
|
HIGH |
1,251.2 |
|
0.618 |
1,246.9 |
|
0.500 |
1,245.6 |
|
0.382 |
1,244.2 |
|
LOW |
1,239.9 |
|
0.618 |
1,232.9 |
|
1.000 |
1,228.6 |
|
1.618 |
1,221.6 |
|
2.618 |
1,210.3 |
|
4.250 |
1,191.9 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.3 |
1,247.6 |
| PP |
1,246.4 |
1,247.0 |
| S1 |
1,245.6 |
1,246.4 |
|