Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,334.0 |
3,301.0 |
-33.0 |
-1.0% |
3,391.0 |
High |
3,334.0 |
3,321.0 |
-13.0 |
-0.4% |
3,413.0 |
Low |
3,286.0 |
3,265.0 |
-21.0 |
-0.6% |
3,316.0 |
Close |
3,296.0 |
3,313.0 |
17.0 |
0.5% |
3,331.0 |
Range |
48.0 |
56.0 |
8.0 |
16.7% |
97.0 |
ATR |
38.6 |
39.8 |
1.2 |
3.2% |
0.0 |
Volume |
1,151,493 |
1,372,049 |
220,556 |
19.2% |
4,707,907 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.7 |
3,446.3 |
3,343.8 |
|
R3 |
3,411.7 |
3,390.3 |
3,328.4 |
|
R2 |
3,355.7 |
3,355.7 |
3,323.3 |
|
R1 |
3,334.3 |
3,334.3 |
3,318.1 |
3,345.0 |
PP |
3,299.7 |
3,299.7 |
3,299.7 |
3,305.0 |
S1 |
3,278.3 |
3,278.3 |
3,307.9 |
3,289.0 |
S2 |
3,243.7 |
3,243.7 |
3,302.7 |
|
S3 |
3,187.7 |
3,222.3 |
3,297.6 |
|
S4 |
3,131.7 |
3,166.3 |
3,282.2 |
|
|
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 |
3,265.0 |
148.0 |
4.5% |
47.0 |
1.4% |
32% |
False |
True |
1,116,465 |
10 |
3,442.0 |
3,265.0 |
177.0 |
5.3% |
43.0 |
1.3% |
27% |
False |
True |
1,025,106 |
20 |
3,442.0 |
3,265.0 |
177.0 |
5.3% |
35.3 |
1.1% |
27% |
False |
True |
931,635 |
40 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
33.9 |
1.0% |
30% |
False |
False |
478,772 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
31.9 |
1.0% |
22% |
False |
False |
319,440 |
80 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
32.4 |
1.0% |
22% |
False |
False |
240,422 |
100 |
3,546.0 |
3,256.0 |
290.0 |
8.8% |
34.2 |
1.0% |
20% |
False |
False |
194,399 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
30.8 |
0.9% |
20% |
False |
False |
162,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,559.0 |
2.618 |
3,467.6 |
1.618 |
3,411.6 |
1.000 |
3,377.0 |
0.618 |
3,355.6 |
HIGH |
3,321.0 |
0.618 |
3,299.6 |
0.500 |
3,293.0 |
0.382 |
3,286.4 |
LOW |
3,265.0 |
0.618 |
3,230.4 |
1.000 |
3,209.0 |
1.618 |
3,174.4 |
2.618 |
3,118.4 |
4.250 |
3,027.0 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,306.3 |
3,316.0 |
PP |
3,299.7 |
3,315.0 |
S1 |
3,293.0 |
3,314.0 |
|