| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
7,007.5 |
6,984.0 |
-23.5 |
-0.3% |
6,991.5 |
| High |
7,011.0 |
7,023.5 |
12.5 |
0.2% |
7,068.0 |
| Low |
6,900.5 |
6,865.0 |
-35.5 |
-0.5% |
6,933.0 |
| Close |
6,945.5 |
6,941.0 |
-4.5 |
-0.1% |
7,025.0 |
| Range |
110.5 |
158.5 |
48.0 |
43.4% |
135.0 |
| ATR |
95.0 |
99.6 |
4.5 |
4.8% |
0.0 |
| Volume |
160,920 |
114,610 |
-46,310 |
-28.8% |
546,262 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,418.5 |
7,338.5 |
7,028.0 |
|
| R3 |
7,260.0 |
7,180.0 |
6,984.5 |
|
| R2 |
7,101.5 |
7,101.5 |
6,970.0 |
|
| R1 |
7,021.5 |
7,021.5 |
6,955.5 |
6,982.0 |
| PP |
6,943.0 |
6,943.0 |
6,943.0 |
6,923.5 |
| S1 |
6,863.0 |
6,863.0 |
6,926.5 |
6,824.0 |
| S2 |
6,784.5 |
6,784.5 |
6,912.0 |
|
| S3 |
6,626.0 |
6,704.5 |
6,897.5 |
|
| S4 |
6,467.5 |
6,546.0 |
6,854.0 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,413.5 |
7,354.5 |
7,099.0 |
|
| R3 |
7,278.5 |
7,219.5 |
7,062.0 |
|
| R2 |
7,143.5 |
7,143.5 |
7,050.0 |
|
| R1 |
7,084.5 |
7,084.5 |
7,037.5 |
7,114.0 |
| PP |
7,008.5 |
7,008.5 |
7,008.5 |
7,023.5 |
| S1 |
6,949.5 |
6,949.5 |
7,012.5 |
6,979.0 |
| S2 |
6,873.5 |
6,873.5 |
7,000.0 |
|
| S3 |
6,738.5 |
6,814.5 |
6,988.0 |
|
| S4 |
6,603.5 |
6,679.5 |
6,951.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,088.0 |
6,865.0 |
223.0 |
3.2% |
107.5 |
1.5% |
34% |
False |
True |
117,683 |
| 10 |
7,088.0 |
6,865.0 |
223.0 |
3.2% |
107.5 |
1.6% |
34% |
False |
True |
136,743 |
| 20 |
7,523.0 |
6,865.0 |
658.0 |
9.5% |
101.0 |
1.5% |
12% |
False |
True |
121,284 |
| 40 |
7,523.0 |
6,865.0 |
658.0 |
9.5% |
85.0 |
1.2% |
12% |
False |
True |
100,272 |
| 60 |
7,701.0 |
6,865.0 |
836.0 |
12.0% |
71.0 |
1.0% |
9% |
False |
True |
66,865 |
| 80 |
7,701.0 |
6,865.0 |
836.0 |
12.0% |
60.5 |
0.9% |
9% |
False |
True |
50,151 |
| 100 |
7,701.0 |
6,865.0 |
836.0 |
12.0% |
55.5 |
0.8% |
9% |
False |
True |
40,143 |
| 120 |
7,770.5 |
6,865.0 |
905.5 |
13.0% |
47.5 |
0.7% |
8% |
False |
True |
33,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,697.0 |
|
2.618 |
7,438.5 |
|
1.618 |
7,280.0 |
|
1.000 |
7,182.0 |
|
0.618 |
7,121.5 |
|
HIGH |
7,023.5 |
|
0.618 |
6,963.0 |
|
0.500 |
6,944.0 |
|
0.382 |
6,925.5 |
|
LOW |
6,865.0 |
|
0.618 |
6,767.0 |
|
1.000 |
6,706.5 |
|
1.618 |
6,608.5 |
|
2.618 |
6,450.0 |
|
4.250 |
6,191.5 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,944.0 |
6,976.5 |
| PP |
6,943.0 |
6,964.5 |
| S1 |
6,942.0 |
6,953.0 |
|