Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1,196.1 |
1,192.7 |
-3.4 |
-0.3% |
1,204.0 |
High |
1,196.5 |
1,212.3 |
15.8 |
1.3% |
1,208.8 |
Low |
1,188.1 |
1,192.2 |
4.1 |
0.3% |
1,184.3 |
Close |
1,191.7 |
1,207.0 |
15.3 |
1.3% |
1,196.2 |
Range |
8.4 |
20.1 |
11.7 |
139.3% |
24.5 |
ATR |
12.0 |
12.7 |
0.6 |
5.1% |
0.0 |
Volume |
220,507 |
365,322 |
144,815 |
65.7% |
1,414,268 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.1 |
1,255.7 |
1,218.1 |
|
R3 |
1,244.0 |
1,235.6 |
1,212.5 |
|
R2 |
1,223.9 |
1,223.9 |
1,210.7 |
|
R1 |
1,215.5 |
1,215.5 |
1,208.8 |
1,219.7 |
PP |
1,203.8 |
1,203.8 |
1,203.8 |
1,206.0 |
S1 |
1,195.4 |
1,195.4 |
1,205.2 |
1,199.6 |
S2 |
1,183.7 |
1,183.7 |
1,203.3 |
|
S3 |
1,163.6 |
1,175.3 |
1,201.5 |
|
S4 |
1,143.5 |
1,155.2 |
1,195.9 |
|
|
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 |
1,212.3 |
1,184.3 |
28.0 |
2.3% |
14.3 |
1.2% |
81% |
True |
False |
317,634 |
10 |
1,215.8 |
1,184.3 |
31.5 |
2.6% |
12.5 |
1.0% |
72% |
False |
False |
282,032 |
20 |
1,218.0 |
1,184.3 |
33.7 |
2.8% |
12.0 |
1.0% |
67% |
False |
False |
270,409 |
40 |
1,225.6 |
1,167.1 |
58.5 |
4.8% |
12.5 |
1.0% |
68% |
False |
False |
273,332 |
60 |
1,272.3 |
1,167.1 |
105.2 |
8.7% |
12.5 |
1.0% |
38% |
False |
False |
219,375 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
12.1 |
1.0% |
25% |
False |
False |
167,517 |
100 |
1,345.0 |
1,167.1 |
177.9 |
14.7% |
11.8 |
1.0% |
22% |
False |
False |
135,227 |
120 |
1,377.8 |
1,167.1 |
210.7 |
17.5% |
11.7 |
1.0% |
19% |
False |
False |
113,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.7 |
2.618 |
1,264.9 |
1.618 |
1,244.8 |
1.000 |
1,232.4 |
0.618 |
1,224.7 |
HIGH |
1,212.3 |
0.618 |
1,204.6 |
0.500 |
1,202.3 |
0.382 |
1,199.9 |
LOW |
1,192.2 |
0.618 |
1,179.8 |
1.000 |
1,172.1 |
1.618 |
1,159.7 |
2.618 |
1,139.6 |
4.250 |
1,106.8 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,205.4 |
1,204.1 |
PP |
1,203.8 |
1,201.2 |
S1 |
1,202.3 |
1,198.3 |
|