Trading Metrics calculated at close of trading on 04-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,546.01 |
6,466.38 |
-79.63 |
-1.2% |
6,703.77 |
High |
6,561.88 |
6,618.55 |
56.67 |
0.9% |
6,826.49 |
Low |
6,425.25 |
6,438.30 |
13.05 |
0.2% |
6,339.05 |
Close |
6,466.38 |
6,575.28 |
108.90 |
1.7% |
6,652.17 |
Range |
136.63 |
180.25 |
43.62 |
31.9% |
487.44 |
ATR |
263.43 |
257.49 |
-5.94 |
-2.3% |
0.00 |
Volume |
48,783 |
39,358 |
-9,425 |
-19.3% |
278,320 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,084.79 |
7,010.29 |
6,674.42 |
|
R3 |
6,904.54 |
6,830.04 |
6,624.85 |
|
R2 |
6,724.29 |
6,724.29 |
6,608.33 |
|
R1 |
6,649.79 |
6,649.79 |
6,591.80 |
6,687.04 |
PP |
6,544.04 |
6,544.04 |
6,544.04 |
6,562.67 |
S1 |
6,469.54 |
6,469.54 |
6,558.76 |
6,506.79 |
S2 |
6,363.79 |
6,363.79 |
6,542.23 |
|
S3 |
6,183.54 |
6,289.29 |
6,525.71 |
|
S4 |
6,003.29 |
6,109.04 |
6,476.14 |
|
|
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 |
5.8% |
179.31 |
2.7% |
40% |
False |
False |
48,639 |
10 |
6,826.49 |
6,339.05 |
487.44 |
7.4% |
230.05 |
3.5% |
48% |
False |
False |
54,295 |
20 |
6,826.49 |
6,120.70 |
705.79 |
10.7% |
231.62 |
3.5% |
64% |
False |
False |
54,035 |
40 |
7,405.24 |
5,894.44 |
1,510.80 |
23.0% |
293.43 |
4.5% |
45% |
False |
False |
64,045 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.4% |
337.85 |
5.1% |
26% |
False |
False |
68,030 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.8% |
332.78 |
5.1% |
29% |
False |
False |
66,230 |
100 |
8,847.41 |
5,803.02 |
3,044.39 |
46.3% |
340.30 |
5.2% |
25% |
False |
False |
67,802 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.3% |
364.17 |
5.5% |
19% |
False |
False |
69,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,384.61 |
2.618 |
7,090.44 |
1.618 |
6,910.19 |
1.000 |
6,798.80 |
0.618 |
6,729.94 |
HIGH |
6,618.55 |
0.618 |
6,549.69 |
0.500 |
6,528.43 |
0.382 |
6,507.16 |
LOW |
6,438.30 |
0.618 |
6,326.91 |
1.000 |
6,258.05 |
1.618 |
6,146.66 |
2.618 |
5,966.41 |
4.250 |
5,672.24 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,559.66 |
6,557.49 |
PP |
6,544.04 |
6,539.69 |
S1 |
6,528.43 |
6,521.90 |
|