| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,186.8 |
1,196.1 |
9.3 |
0.8% |
1,204.0 |
| High |
1,198.0 |
1,196.5 |
-1.5 |
-0.1% |
1,208.8 |
| Low |
1,184.3 |
1,188.1 |
3.8 |
0.3% |
1,184.3 |
| Close |
1,196.2 |
1,191.7 |
-4.5 |
-0.4% |
1,196.2 |
| Range |
13.7 |
8.4 |
-5.3 |
-38.7% |
24.5 |
| ATR |
12.3 |
12.0 |
-0.3 |
-2.3% |
0.0 |
| Volume |
307,816 |
220,507 |
-87,309 |
-28.4% |
1,414,268 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.3 |
1,212.9 |
1,196.3 |
|
| R3 |
1,208.9 |
1,204.5 |
1,194.0 |
|
| R2 |
1,200.5 |
1,200.5 |
1,193.2 |
|
| R1 |
1,196.1 |
1,196.1 |
1,192.5 |
1,194.1 |
| PP |
1,192.1 |
1,192.1 |
1,192.1 |
1,191.1 |
| S1 |
1,187.7 |
1,187.7 |
1,190.9 |
1,185.7 |
| S2 |
1,183.7 |
1,183.7 |
1,190.2 |
|
| S3 |
1,175.3 |
1,179.3 |
1,189.4 |
|
| S4 |
1,166.9 |
1,170.9 |
1,187.1 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.9 |
1,257.6 |
1,209.7 |
|
| R3 |
1,245.4 |
1,233.1 |
1,202.9 |
|
| R2 |
1,220.9 |
1,220.9 |
1,200.7 |
|
| R1 |
1,208.6 |
1,208.6 |
1,198.4 |
1,202.5 |
| PP |
1,196.4 |
1,196.4 |
1,196.4 |
1,193.4 |
| S1 |
1,184.1 |
1,184.1 |
1,194.0 |
1,178.0 |
| S2 |
1,171.9 |
1,171.9 |
1,191.7 |
|
| S3 |
1,147.4 |
1,159.6 |
1,189.5 |
|
| S4 |
1,122.9 |
1,135.1 |
1,182.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.9 |
1,184.3 |
23.6 |
2.0% |
11.6 |
1.0% |
31% |
False |
False |
284,096 |
| 10 |
1,215.8 |
1,184.3 |
31.5 |
2.6% |
11.3 |
0.9% |
23% |
False |
False |
268,411 |
| 20 |
1,218.0 |
1,184.3 |
33.7 |
2.8% |
11.8 |
1.0% |
22% |
False |
False |
273,216 |
| 40 |
1,226.0 |
1,167.1 |
58.9 |
4.9% |
12.3 |
1.0% |
42% |
False |
False |
269,188 |
| 60 |
1,278.2 |
1,167.1 |
111.1 |
9.3% |
12.4 |
1.0% |
22% |
False |
False |
213,827 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.3% |
11.9 |
1.0% |
16% |
False |
False |
163,063 |
| 100 |
1,345.0 |
1,167.1 |
177.9 |
14.9% |
11.7 |
1.0% |
14% |
False |
False |
131,607 |
| 120 |
1,377.8 |
1,167.1 |
210.7 |
17.7% |
11.7 |
1.0% |
12% |
False |
False |
110,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.2 |
|
2.618 |
1,218.5 |
|
1.618 |
1,210.1 |
|
1.000 |
1,204.9 |
|
0.618 |
1,201.7 |
|
HIGH |
1,196.5 |
|
0.618 |
1,193.3 |
|
0.500 |
1,192.3 |
|
0.382 |
1,191.3 |
|
LOW |
1,188.1 |
|
0.618 |
1,182.9 |
|
1.000 |
1,179.7 |
|
1.618 |
1,174.5 |
|
2.618 |
1,166.1 |
|
4.250 |
1,152.4 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.3 |
1,193.5 |
| PP |
1,192.1 |
1,192.9 |
| S1 |
1,191.9 |
1,192.3 |
|