Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,466.38 |
6,575.28 |
108.90 |
1.7% |
6,652.18 |
High |
6,618.55 |
6,610.52 |
-8.03 |
-0.1% |
6,657.87 |
Low |
6,438.30 |
6,540.34 |
102.04 |
1.6% |
6,425.25 |
Close |
6,575.28 |
6,558.37 |
-16.91 |
-0.3% |
6,558.37 |
Range |
180.25 |
70.18 |
-110.07 |
-61.1% |
232.62 |
ATR |
257.49 |
244.11 |
-13.38 |
-5.2% |
0.00 |
Volume |
39,358 |
31,982 |
-7,376 |
-18.7% |
203,395 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,780.28 |
6,739.51 |
6,596.97 |
|
R3 |
6,710.10 |
6,669.33 |
6,577.67 |
|
R2 |
6,639.92 |
6,639.92 |
6,571.24 |
|
R1 |
6,599.15 |
6,599.15 |
6,564.80 |
6,584.45 |
PP |
6,569.74 |
6,569.74 |
6,569.74 |
6,562.39 |
S1 |
6,528.97 |
6,528.97 |
6,551.94 |
6,514.27 |
S2 |
6,499.56 |
6,499.56 |
6,545.50 |
|
S3 |
6,429.38 |
6,458.79 |
6,539.07 |
|
S4 |
6,359.20 |
6,388.61 |
6,519.77 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,245.02 |
7,134.32 |
6,686.31 |
|
R3 |
7,012.40 |
6,901.70 |
6,622.34 |
|
R2 |
6,779.78 |
6,779.78 |
6,601.02 |
|
R1 |
6,669.08 |
6,669.08 |
6,579.69 |
6,608.12 |
PP |
6,547.16 |
6,547.16 |
6,547.16 |
6,516.69 |
S1 |
6,436.46 |
6,436.46 |
6,537.05 |
6,375.50 |
S2 |
6,314.54 |
6,314.54 |
6,515.72 |
|
S3 |
6,081.92 |
6,203.84 |
6,494.40 |
|
S4 |
5,849.30 |
5,971.22 |
6,430.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,657.87 |
6,425.25 |
232.62 |
3.5% |
141.00 |
2.1% |
57% |
False |
False |
40,679 |
10 |
6,826.49 |
6,339.05 |
487.44 |
7.4% |
196.04 |
3.0% |
45% |
False |
False |
48,171 |
20 |
6,826.49 |
6,120.70 |
705.79 |
10.8% |
224.78 |
3.4% |
62% |
False |
False |
52,792 |
40 |
7,405.24 |
5,894.44 |
1,510.80 |
23.0% |
286.29 |
4.4% |
44% |
False |
False |
62,970 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.5% |
335.10 |
5.1% |
26% |
False |
False |
67,738 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.9% |
327.84 |
5.0% |
28% |
False |
False |
65,158 |
100 |
8,577.01 |
5,803.02 |
2,773.99 |
42.3% |
336.99 |
5.1% |
27% |
False |
False |
67,284 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.5% |
362.03 |
5.5% |
18% |
False |
False |
69,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,908.79 |
2.618 |
6,794.25 |
1.618 |
6,724.07 |
1.000 |
6,680.70 |
0.618 |
6,653.89 |
HIGH |
6,610.52 |
0.618 |
6,583.71 |
0.500 |
6,575.43 |
0.382 |
6,567.15 |
LOW |
6,540.34 |
0.618 |
6,496.97 |
1.000 |
6,470.16 |
1.618 |
6,426.79 |
2.618 |
6,356.61 |
4.250 |
6,242.08 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,575.43 |
6,546.21 |
PP |
6,569.74 |
6,534.06 |
S1 |
6,564.06 |
6,521.90 |
|