Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
6,575.28 |
6,558.37 |
-16.91 |
-0.3% |
6,652.18 |
High |
6,610.52 |
6,688.75 |
78.23 |
1.2% |
6,657.87 |
Low |
6,540.34 |
6,520.46 |
-19.88 |
-0.3% |
6,425.25 |
Close |
6,558.37 |
6,664.03 |
105.66 |
1.6% |
6,558.37 |
Range |
70.18 |
168.29 |
98.11 |
139.8% |
232.62 |
ATR |
244.11 |
238.69 |
-5.42 |
-2.2% |
0.00 |
Volume |
31,982 |
42,780 |
10,798 |
33.8% |
203,395 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,129.28 |
7,064.95 |
6,756.59 |
|
R3 |
6,960.99 |
6,896.66 |
6,710.31 |
|
R2 |
6,792.70 |
6,792.70 |
6,694.88 |
|
R1 |
6,728.37 |
6,728.37 |
6,679.46 |
6,760.54 |
PP |
6,624.41 |
6,624.41 |
6,624.41 |
6,640.50 |
S1 |
6,560.08 |
6,560.08 |
6,648.60 |
6,592.25 |
S2 |
6,456.12 |
6,456.12 |
6,633.18 |
|
S3 |
6,287.83 |
6,391.79 |
6,617.75 |
|
S4 |
6,119.54 |
6,223.50 |
6,571.47 |
|
|
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 |
6,688.75 |
6,425.25 |
263.50 |
4.0% |
137.24 |
2.1% |
91% |
True |
False |
40,949 |
10 |
6,804.31 |
6,339.05 |
465.26 |
7.0% |
188.59 |
2.8% |
70% |
False |
False |
47,648 |
20 |
6,826.49 |
6,129.09 |
697.40 |
10.5% |
215.76 |
3.2% |
77% |
False |
False |
52,314 |
40 |
7,405.24 |
5,894.44 |
1,510.80 |
22.7% |
278.55 |
4.2% |
51% |
False |
False |
62,078 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
38.9% |
333.92 |
5.0% |
30% |
False |
False |
67,591 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.2% |
324.13 |
4.9% |
32% |
False |
False |
64,519 |
100 |
8,577.01 |
5,803.02 |
2,773.99 |
41.6% |
334.28 |
5.0% |
31% |
False |
False |
66,840 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
62.5% |
360.45 |
5.4% |
21% |
False |
False |
69,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,403.98 |
2.618 |
7,129.33 |
1.618 |
6,961.04 |
1.000 |
6,857.04 |
0.618 |
6,792.75 |
HIGH |
6,688.75 |
0.618 |
6,624.46 |
0.500 |
6,604.61 |
0.382 |
6,584.75 |
LOW |
6,520.46 |
0.618 |
6,416.46 |
1.000 |
6,352.17 |
1.618 |
6,248.17 |
2.618 |
6,079.88 |
4.250 |
5,805.23 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
6,644.22 |
6,630.53 |
PP |
6,624.41 |
6,597.03 |
S1 |
6,604.61 |
6,563.53 |
|