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 |
3,430.0 |
3,391.0 |
-39.0 |
-1.1% |
3,403.0 |
High |
3,432.0 |
3,413.0 |
-19.0 |
-0.6% |
3,442.0 |
Low |
3,365.0 |
3,385.0 |
20.0 |
0.6% |
3,365.0 |
Close |
3,387.0 |
3,401.0 |
14.0 |
0.4% |
3,387.0 |
Range |
67.0 |
28.0 |
-39.0 |
-58.2% |
77.0 |
ATR |
35.0 |
34.5 |
-0.5 |
-1.4% |
0.0 |
Volume |
731,423 |
972,026 |
240,603 |
32.9% |
4,263,688 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,483.7 |
3,470.3 |
3,416.4 |
|
R3 |
3,455.7 |
3,442.3 |
3,408.7 |
|
R2 |
3,427.7 |
3,427.7 |
3,406.1 |
|
R1 |
3,414.3 |
3,414.3 |
3,403.6 |
3,421.0 |
PP |
3,399.7 |
3,399.7 |
3,399.7 |
3,403.0 |
S1 |
3,386.3 |
3,386.3 |
3,398.4 |
3,393.0 |
S2 |
3,371.7 |
3,371.7 |
3,395.9 |
|
S3 |
3,343.7 |
3,358.3 |
3,393.3 |
|
S4 |
3,315.7 |
3,330.3 |
3,385.6 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,629.0 |
3,585.0 |
3,429.4 |
|
R3 |
3,552.0 |
3,508.0 |
3,408.2 |
|
R2 |
3,475.0 |
3,475.0 |
3,401.1 |
|
R1 |
3,431.0 |
3,431.0 |
3,394.1 |
3,414.5 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,389.8 |
S1 |
3,354.0 |
3,354.0 |
3,379.9 |
3,337.5 |
S2 |
3,321.0 |
3,321.0 |
3,372.9 |
|
S3 |
3,244.0 |
3,277.0 |
3,365.8 |
|
S4 |
3,167.0 |
3,200.0 |
3,344.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,442.0 |
3,365.0 |
77.0 |
2.3% |
37.0 |
1.1% |
47% |
False |
False |
934,954 |
10 |
3,442.0 |
3,315.0 |
127.0 |
3.7% |
33.8 |
1.0% |
68% |
False |
False |
983,794 |
20 |
3,442.0 |
3,256.0 |
186.0 |
5.5% |
34.1 |
1.0% |
78% |
False |
False |
642,756 |
40 |
3,494.0 |
3,256.0 |
238.0 |
7.0% |
31.5 |
0.9% |
61% |
False |
False |
322,600 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
29.5 |
0.9% |
56% |
False |
False |
215,134 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.3 |
1.0% |
56% |
False |
False |
163,744 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
32.3 |
0.9% |
50% |
False |
False |
131,955 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
29.3 |
0.9% |
50% |
False |
False |
110,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,532.0 |
2.618 |
3,486.3 |
1.618 |
3,458.3 |
1.000 |
3,441.0 |
0.618 |
3,430.3 |
HIGH |
3,413.0 |
0.618 |
3,402.3 |
0.500 |
3,399.0 |
0.382 |
3,395.7 |
LOW |
3,385.0 |
0.618 |
3,367.7 |
1.000 |
3,357.0 |
1.618 |
3,339.7 |
2.618 |
3,311.7 |
4.250 |
3,266.0 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,400.3 |
3,403.5 |
PP |
3,399.7 |
3,402.7 |
S1 |
3,399.0 |
3,401.8 |
|