Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,385.0 |
3,361.0 |
-24.0 |
-0.7% |
3,391.0 |
High |
3,387.0 |
3,367.0 |
-20.0 |
-0.6% |
3,413.0 |
Low |
3,348.0 |
3,316.0 |
-32.0 |
-1.0% |
3,316.0 |
Close |
3,364.0 |
3,331.0 |
-33.0 |
-1.0% |
3,331.0 |
Range |
39.0 |
51.0 |
12.0 |
30.8% |
97.0 |
ATR |
36.9 |
37.9 |
1.0 |
2.7% |
0.0 |
Volume |
1,023,710 |
967,668 |
-56,042 |
-5.5% |
4,707,907 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,491.0 |
3,462.0 |
3,359.1 |
|
R3 |
3,440.0 |
3,411.0 |
3,345.0 |
|
R2 |
3,389.0 |
3,389.0 |
3,340.4 |
|
R1 |
3,360.0 |
3,360.0 |
3,335.7 |
3,349.0 |
PP |
3,338.0 |
3,338.0 |
3,338.0 |
3,332.5 |
S1 |
3,309.0 |
3,309.0 |
3,326.3 |
3,298.0 |
S2 |
3,287.0 |
3,287.0 |
3,321.7 |
|
S3 |
3,236.0 |
3,258.0 |
3,317.0 |
|
S4 |
3,185.0 |
3,207.0 |
3,303.0 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.3 |
3,584.7 |
3,384.4 |
|
R3 |
3,547.3 |
3,487.7 |
3,357.7 |
|
R2 |
3,450.3 |
3,450.3 |
3,348.8 |
|
R1 |
3,390.7 |
3,390.7 |
3,339.9 |
3,372.0 |
PP |
3,353.3 |
3,353.3 |
3,353.3 |
3,344.0 |
S1 |
3,293.7 |
3,293.7 |
3,322.1 |
3,275.0 |
S2 |
3,256.3 |
3,256.3 |
3,313.2 |
|
S3 |
3,159.3 |
3,196.7 |
3,304.3 |
|
S4 |
3,062.3 |
3,099.7 |
3,277.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,413.0 |
3,316.0 |
97.0 |
2.9% |
37.8 |
1.1% |
15% |
False |
True |
941,581 |
10 |
3,442.0 |
3,316.0 |
126.0 |
3.8% |
36.5 |
1.1% |
12% |
False |
True |
897,159 |
20 |
3,442.0 |
3,268.0 |
174.0 |
5.2% |
33.5 |
1.0% |
36% |
False |
False |
817,455 |
40 |
3,459.0 |
3,256.0 |
203.0 |
6.1% |
33.2 |
1.0% |
37% |
False |
False |
415,956 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.6 |
0.9% |
29% |
False |
False |
277,393 |
80 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
32.1 |
1.0% |
29% |
False |
False |
209,108 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
33.4 |
1.0% |
26% |
False |
False |
169,163 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
30.0 |
0.9% |
26% |
False |
False |
141,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,583.8 |
2.618 |
3,500.5 |
1.618 |
3,449.5 |
1.000 |
3,418.0 |
0.618 |
3,398.5 |
HIGH |
3,367.0 |
0.618 |
3,347.5 |
0.500 |
3,341.5 |
0.382 |
3,335.5 |
LOW |
3,316.0 |
0.618 |
3,284.5 |
1.000 |
3,265.0 |
1.618 |
3,233.5 |
2.618 |
3,182.5 |
4.250 |
3,099.3 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,341.5 |
3,364.5 |
PP |
3,338.0 |
3,353.3 |
S1 |
3,334.5 |
3,342.2 |
|