Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,386.0 |
3,380.0 |
-6.0 |
-0.2% |
3,403.0 |
High |
3,387.0 |
3,413.0 |
26.0 |
0.8% |
3,442.0 |
Low |
3,357.0 |
3,372.0 |
15.0 |
0.4% |
3,365.0 |
Close |
3,375.0 |
3,401.0 |
26.0 |
0.8% |
3,387.0 |
Range |
30.0 |
41.0 |
11.0 |
36.7% |
77.0 |
ATR |
35.2 |
35.6 |
0.4 |
1.2% |
0.0 |
Volume |
677,097 |
1,067,406 |
390,309 |
57.6% |
4,263,688 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.3 |
3,500.7 |
3,423.6 |
|
R3 |
3,477.3 |
3,459.7 |
3,412.3 |
|
R2 |
3,436.3 |
3,436.3 |
3,408.5 |
|
R1 |
3,418.7 |
3,418.7 |
3,404.8 |
3,427.5 |
PP |
3,395.3 |
3,395.3 |
3,395.3 |
3,399.8 |
S1 |
3,377.7 |
3,377.7 |
3,397.2 |
3,386.5 |
S2 |
3,354.3 |
3,354.3 |
3,393.5 |
|
S3 |
3,313.3 |
3,336.7 |
3,389.7 |
|
S4 |
3,272.3 |
3,295.7 |
3,378.5 |
|
|
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 |
3,357.0 |
85.0 |
2.5% |
42.8 |
1.3% |
52% |
False |
False |
986,301 |
10 |
3,442.0 |
3,346.0 |
96.0 |
2.8% |
35.0 |
1.0% |
57% |
False |
False |
887,667 |
20 |
3,442.0 |
3,256.0 |
186.0 |
5.5% |
32.4 |
1.0% |
78% |
False |
False |
727,203 |
40 |
3,489.0 |
3,256.0 |
233.0 |
6.9% |
31.9 |
0.9% |
62% |
False |
False |
366,178 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
30.2 |
0.9% |
56% |
False |
False |
244,205 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.3 |
0.9% |
56% |
False |
False |
185,041 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
32.8 |
1.0% |
50% |
False |
False |
149,300 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
29.6 |
0.9% |
50% |
False |
False |
124,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,587.3 |
2.618 |
3,520.3 |
1.618 |
3,479.3 |
1.000 |
3,454.0 |
0.618 |
3,438.3 |
HIGH |
3,413.0 |
0.618 |
3,397.3 |
0.500 |
3,392.5 |
0.382 |
3,387.7 |
LOW |
3,372.0 |
0.618 |
3,346.7 |
1.000 |
3,331.0 |
1.618 |
3,305.7 |
2.618 |
3,264.7 |
4.250 |
3,197.8 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,398.2 |
3,395.7 |
PP |
3,395.3 |
3,390.3 |
S1 |
3,392.5 |
3,385.0 |
|