Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,361.0 |
3,334.0 |
-27.0 |
-0.8% |
3,391.0 |
High |
3,367.0 |
3,334.0 |
-33.0 |
-1.0% |
3,413.0 |
Low |
3,316.0 |
3,286.0 |
-30.0 |
-0.9% |
3,316.0 |
Close |
3,331.0 |
3,296.0 |
-35.0 |
-1.1% |
3,331.0 |
Range |
51.0 |
48.0 |
-3.0 |
-5.9% |
97.0 |
ATR |
37.9 |
38.6 |
0.7 |
1.9% |
0.0 |
Volume |
967,668 |
1,151,493 |
183,825 |
19.0% |
4,707,907 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,449.3 |
3,420.7 |
3,322.4 |
|
R3 |
3,401.3 |
3,372.7 |
3,309.2 |
|
R2 |
3,353.3 |
3,353.3 |
3,304.8 |
|
R1 |
3,324.7 |
3,324.7 |
3,300.4 |
3,315.0 |
PP |
3,305.3 |
3,305.3 |
3,305.3 |
3,300.5 |
S1 |
3,276.7 |
3,276.7 |
3,291.6 |
3,267.0 |
S2 |
3,257.3 |
3,257.3 |
3,287.2 |
|
S3 |
3,209.3 |
3,228.7 |
3,282.8 |
|
S4 |
3,161.3 |
3,180.7 |
3,269.6 |
|
|
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 |
3,286.0 |
127.0 |
3.9% |
41.8 |
1.3% |
8% |
False |
True |
977,474 |
10 |
3,442.0 |
3,286.0 |
156.0 |
4.7% |
39.4 |
1.2% |
6% |
False |
True |
956,214 |
20 |
3,442.0 |
3,268.0 |
174.0 |
5.3% |
34.2 |
1.0% |
16% |
False |
False |
871,488 |
40 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
32.9 |
1.0% |
21% |
False |
False |
444,737 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
31.2 |
0.9% |
15% |
False |
False |
296,576 |
80 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
32.3 |
1.0% |
15% |
False |
False |
223,272 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
33.8 |
1.0% |
14% |
False |
False |
180,678 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
30.4 |
0.9% |
14% |
False |
False |
150,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,538.0 |
2.618 |
3,459.7 |
1.618 |
3,411.7 |
1.000 |
3,382.0 |
0.618 |
3,363.7 |
HIGH |
3,334.0 |
0.618 |
3,315.7 |
0.500 |
3,310.0 |
0.382 |
3,304.3 |
LOW |
3,286.0 |
0.618 |
3,256.3 |
1.000 |
3,238.0 |
1.618 |
3,208.3 |
2.618 |
3,160.3 |
4.250 |
3,082.0 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,310.0 |
3,336.5 |
PP |
3,305.3 |
3,323.0 |
S1 |
3,300.7 |
3,309.5 |
|