| 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 |
12,413.5 |
12,260.0 |
-153.5 |
-1.2% |
12,360.0 |
| High |
12,422.0 |
12,361.0 |
-61.0 |
-0.5% |
12,447.0 |
| Low |
12,174.5 |
12,230.0 |
55.5 |
0.5% |
12,174.5 |
| Close |
12,241.5 |
12,328.0 |
86.5 |
0.7% |
12,241.5 |
| Range |
247.5 |
131.0 |
-116.5 |
-47.1% |
272.5 |
| ATR |
133.0 |
132.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
72,796 |
84,326 |
11,530 |
15.8% |
410,532 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,699.3 |
12,644.7 |
12,400.1 |
|
| R3 |
12,568.3 |
12,513.7 |
12,364.0 |
|
| R2 |
12,437.3 |
12,437.3 |
12,352.0 |
|
| R1 |
12,382.7 |
12,382.7 |
12,340.0 |
12,410.0 |
| PP |
12,306.3 |
12,306.3 |
12,306.3 |
12,320.0 |
| S1 |
12,251.7 |
12,251.7 |
12,316.0 |
12,279.0 |
| S2 |
12,175.3 |
12,175.3 |
12,304.0 |
|
| S3 |
12,044.3 |
12,120.7 |
12,292.0 |
|
| S4 |
11,913.3 |
11,989.7 |
12,256.0 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,105.2 |
12,945.8 |
12,391.4 |
|
| R3 |
12,832.7 |
12,673.3 |
12,316.4 |
|
| R2 |
12,560.2 |
12,560.2 |
12,291.5 |
|
| R1 |
12,400.8 |
12,400.8 |
12,266.5 |
12,344.3 |
| PP |
12,287.7 |
12,287.7 |
12,287.7 |
12,259.4 |
| S1 |
12,128.3 |
12,128.3 |
12,216.5 |
12,071.8 |
| S2 |
12,015.2 |
12,015.2 |
12,191.5 |
|
| S3 |
11,742.7 |
11,855.8 |
12,166.6 |
|
| S4 |
11,470.2 |
11,583.3 |
12,091.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,447.0 |
12,174.5 |
272.5 |
2.2% |
151.8 |
1.2% |
56% |
False |
False |
84,768 |
| 10 |
12,447.0 |
12,037.0 |
410.0 |
3.3% |
130.3 |
1.1% |
71% |
False |
False |
76,653 |
| 20 |
12,447.0 |
11,846.0 |
601.0 |
4.9% |
126.1 |
1.0% |
80% |
False |
False |
43,940 |
| 40 |
12,713.0 |
11,846.0 |
867.0 |
7.0% |
119.1 |
1.0% |
56% |
False |
False |
22,024 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
113.6 |
0.9% |
48% |
False |
False |
14,712 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
120.9 |
1.0% |
37% |
False |
False |
11,054 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
112.3 |
0.9% |
37% |
False |
False |
8,862 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
103.4 |
0.8% |
37% |
False |
False |
7,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,917.8 |
|
2.618 |
12,704.0 |
|
1.618 |
12,573.0 |
|
1.000 |
12,492.0 |
|
0.618 |
12,442.0 |
|
HIGH |
12,361.0 |
|
0.618 |
12,311.0 |
|
0.500 |
12,295.5 |
|
0.382 |
12,280.0 |
|
LOW |
12,230.0 |
|
0.618 |
12,149.0 |
|
1.000 |
12,099.0 |
|
1.618 |
12,018.0 |
|
2.618 |
11,887.0 |
|
4.250 |
11,673.3 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,317.2 |
12,322.3 |
| PP |
12,306.3 |
12,316.5 |
| S1 |
12,295.5 |
12,310.8 |
|