Trading Metrics calculated at close of trading on 01-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,697.62 |
6,652.18 |
-45.44 |
-0.7% |
6,703.77 |
High |
6,804.31 |
6,657.87 |
-146.44 |
-2.2% |
6,826.49 |
Low |
6,542.60 |
6,470.80 |
-71.80 |
-1.1% |
6,339.05 |
Close |
6,652.17 |
6,568.17 |
-84.00 |
-1.3% |
6,652.17 |
Range |
261.71 |
187.07 |
-74.64 |
-28.5% |
487.44 |
ATR |
291.60 |
284.13 |
-7.47 |
-2.6% |
0.00 |
Volume |
71,786 |
41,430 |
-30,356 |
-42.3% |
278,320 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,126.82 |
7,034.57 |
6,671.06 |
|
R3 |
6,939.75 |
6,847.50 |
6,619.61 |
|
R2 |
6,752.68 |
6,752.68 |
6,602.47 |
|
R1 |
6,660.43 |
6,660.43 |
6,585.32 |
6,613.02 |
PP |
6,565.61 |
6,565.61 |
6,565.61 |
6,541.91 |
S1 |
6,473.36 |
6,473.36 |
6,551.02 |
6,425.95 |
S2 |
6,378.54 |
6,378.54 |
6,533.87 |
|
S3 |
6,191.47 |
6,286.29 |
6,516.73 |
|
S4 |
6,004.40 |
6,099.22 |
6,465.28 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,068.22 |
7,847.64 |
6,920.26 |
|
R3 |
7,580.78 |
7,360.20 |
6,786.22 |
|
R2 |
7,093.34 |
7,093.34 |
6,741.53 |
|
R1 |
6,872.76 |
6,872.76 |
6,696.85 |
6,739.33 |
PP |
6,605.90 |
6,605.90 |
6,605.90 |
6,539.19 |
S1 |
6,385.32 |
6,385.32 |
6,607.49 |
6,251.89 |
S2 |
6,118.46 |
6,118.46 |
6,562.81 |
|
S3 |
5,631.02 |
5,897.88 |
6,518.12 |
|
S4 |
5,143.58 |
5,410.44 |
6,384.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,804.31 |
6,339.05 |
465.26 |
7.1% |
239.94 |
3.7% |
49% |
False |
False |
54,348 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.6% |
251.45 |
3.8% |
63% |
False |
False |
57,522 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.6% |
277.48 |
4.2% |
35% |
False |
False |
61,469 |
40 |
7,489.40 |
5,894.44 |
1,594.96 |
24.3% |
323.45 |
4.9% |
42% |
False |
False |
66,923 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.4% |
345.50 |
5.3% |
26% |
False |
False |
68,282 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.8% |
347.15 |
5.3% |
29% |
False |
False |
66,873 |
100 |
9,385.75 |
5,803.02 |
3,582.73 |
54.5% |
353.11 |
5.4% |
21% |
False |
False |
69,182 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.4% |
380.45 |
5.8% |
18% |
False |
False |
72,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,452.92 |
2.618 |
7,147.62 |
1.618 |
6,960.55 |
1.000 |
6,844.94 |
0.618 |
6,773.48 |
HIGH |
6,657.87 |
0.618 |
6,586.41 |
0.500 |
6,564.34 |
0.382 |
6,542.26 |
LOW |
6,470.80 |
0.618 |
6,355.19 |
1.000 |
6,283.73 |
1.618 |
6,168.12 |
2.618 |
5,981.05 |
4.250 |
5,675.75 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,566.89 |
6,621.05 |
PP |
6,565.61 |
6,603.42 |
S1 |
6,564.34 |
6,585.80 |
|