Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,568.17 |
6,546.01 |
-22.16 |
-0.3% |
6,703.77 |
High |
6,613.03 |
6,561.88 |
-51.15 |
-0.8% |
6,826.49 |
Low |
6,482.16 |
6,425.25 |
-56.91 |
-0.9% |
6,339.05 |
Close |
6,546.01 |
6,466.38 |
-79.63 |
-1.2% |
6,652.17 |
Range |
130.87 |
136.63 |
5.76 |
4.4% |
487.44 |
ATR |
273.18 |
263.43 |
-9.75 |
-3.6% |
0.00 |
Volume |
41,842 |
48,783 |
6,941 |
16.6% |
278,320 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,894.39 |
6,817.02 |
6,541.53 |
|
R3 |
6,757.76 |
6,680.39 |
6,503.95 |
|
R2 |
6,621.13 |
6,621.13 |
6,491.43 |
|
R1 |
6,543.76 |
6,543.76 |
6,478.90 |
6,514.13 |
PP |
6,484.50 |
6,484.50 |
6,484.50 |
6,469.69 |
S1 |
6,407.13 |
6,407.13 |
6,453.86 |
6,377.50 |
S2 |
6,347.87 |
6,347.87 |
6,441.33 |
|
S3 |
6,211.24 |
6,270.50 |
6,428.81 |
|
S4 |
6,074.61 |
6,133.87 |
6,391.23 |
|
|
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 |
6,425.25 |
379.06 |
5.9% |
201.18 |
3.1% |
11% |
False |
True |
50,692 |
10 |
6,826.49 |
6,339.05 |
487.44 |
7.5% |
221.83 |
3.4% |
26% |
False |
False |
54,221 |
20 |
6,986.20 |
6,120.70 |
865.50 |
13.4% |
257.27 |
4.0% |
40% |
False |
False |
58,678 |
40 |
7,405.24 |
5,894.44 |
1,510.80 |
23.4% |
307.57 |
4.8% |
38% |
False |
False |
66,511 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
40.1% |
337.00 |
5.2% |
22% |
False |
False |
68,131 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.5% |
335.71 |
5.2% |
25% |
False |
False |
66,639 |
100 |
8,883.95 |
5,803.02 |
3,080.93 |
47.6% |
345.14 |
5.3% |
22% |
False |
False |
68,294 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
64.4% |
367.68 |
5.7% |
16% |
False |
False |
70,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,142.56 |
2.618 |
6,919.58 |
1.618 |
6,782.95 |
1.000 |
6,698.51 |
0.618 |
6,646.32 |
HIGH |
6,561.88 |
0.618 |
6,509.69 |
0.500 |
6,493.57 |
0.382 |
6,477.44 |
LOW |
6,425.25 |
0.618 |
6,340.81 |
1.000 |
6,288.62 |
1.618 |
6,204.18 |
2.618 |
6,067.55 |
4.250 |
5,844.57 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,493.57 |
6,541.56 |
PP |
6,484.50 |
6,516.50 |
S1 |
6,475.44 |
6,491.44 |
|