Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,652.18 |
6,568.17 |
-84.01 |
-1.3% |
6,703.77 |
High |
6,657.87 |
6,613.03 |
-44.84 |
-0.7% |
6,826.49 |
Low |
6,470.80 |
6,482.16 |
11.36 |
0.2% |
6,339.05 |
Close |
6,568.17 |
6,546.01 |
-22.16 |
-0.3% |
6,652.17 |
Range |
187.07 |
130.87 |
-56.20 |
-30.0% |
487.44 |
ATR |
284.13 |
273.18 |
-10.95 |
-3.9% |
0.00 |
Volume |
41,430 |
41,842 |
412 |
1.0% |
278,320 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,939.68 |
6,873.71 |
6,617.99 |
|
R3 |
6,808.81 |
6,742.84 |
6,582.00 |
|
R2 |
6,677.94 |
6,677.94 |
6,570.00 |
|
R1 |
6,611.97 |
6,611.97 |
6,558.01 |
6,579.52 |
PP |
6,547.07 |
6,547.07 |
6,547.07 |
6,530.84 |
S1 |
6,481.10 |
6,481.10 |
6,534.01 |
6,448.65 |
S2 |
6,416.20 |
6,416.20 |
6,522.02 |
|
S3 |
6,285.33 |
6,350.23 |
6,510.02 |
|
S4 |
6,154.46 |
6,219.36 |
6,474.03 |
|
|
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 |
6,378.04 |
426.27 |
6.5% |
207.27 |
3.2% |
39% |
False |
False |
49,667 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.7% |
247.60 |
3.8% |
60% |
False |
False |
56,893 |
20 |
7,388.73 |
6,120.70 |
1,268.03 |
19.4% |
275.89 |
4.2% |
34% |
False |
False |
60,898 |
40 |
7,405.24 |
5,894.44 |
1,510.80 |
23.1% |
311.74 |
4.8% |
43% |
False |
False |
66,872 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.6% |
342.64 |
5.2% |
25% |
False |
False |
68,389 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.0% |
346.90 |
5.3% |
28% |
False |
False |
66,975 |
100 |
9,133.32 |
5,803.02 |
3,330.30 |
50.9% |
351.16 |
5.4% |
22% |
False |
False |
69,018 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.6% |
370.88 |
5.7% |
18% |
False |
False |
70,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,169.23 |
2.618 |
6,955.65 |
1.618 |
6,824.78 |
1.000 |
6,743.90 |
0.618 |
6,693.91 |
HIGH |
6,613.03 |
0.618 |
6,563.04 |
0.500 |
6,547.60 |
0.382 |
6,532.15 |
LOW |
6,482.16 |
0.618 |
6,401.28 |
1.000 |
6,351.29 |
1.618 |
6,270.41 |
2.618 |
6,139.54 |
4.250 |
5,925.96 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,547.60 |
6,637.56 |
PP |
6,547.07 |
6,607.04 |
S1 |
6,546.54 |
6,576.53 |
|