| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
12,260.0 |
12,270.0 |
10.0 |
0.1% |
12,360.0 |
| High |
12,361.0 |
12,298.0 |
-63.0 |
-0.5% |
12,447.0 |
| Low |
12,230.0 |
12,187.0 |
-43.0 |
-0.4% |
12,174.5 |
| Close |
12,328.0 |
12,269.0 |
-59.0 |
-0.5% |
12,241.5 |
| Range |
131.0 |
111.0 |
-20.0 |
-15.3% |
272.5 |
| ATR |
132.8 |
133.4 |
0.6 |
0.4% |
0.0 |
| Volume |
84,326 |
113,472 |
29,146 |
34.6% |
410,532 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,584.3 |
12,537.7 |
12,330.1 |
|
| R3 |
12,473.3 |
12,426.7 |
12,299.5 |
|
| R2 |
12,362.3 |
12,362.3 |
12,289.4 |
|
| R1 |
12,315.7 |
12,315.7 |
12,279.2 |
12,283.5 |
| PP |
12,251.3 |
12,251.3 |
12,251.3 |
12,235.3 |
| S1 |
12,204.7 |
12,204.7 |
12,258.8 |
12,172.5 |
| S2 |
12,140.3 |
12,140.3 |
12,248.7 |
|
| S3 |
12,029.3 |
12,093.7 |
12,238.5 |
|
| S4 |
11,918.3 |
11,982.7 |
12,208.0 |
|
|
| 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% |
154.2 |
1.3% |
35% |
False |
False |
94,348 |
| 10 |
12,447.0 |
12,138.5 |
308.5 |
2.5% |
128.3 |
1.0% |
42% |
False |
False |
82,366 |
| 20 |
12,447.0 |
11,846.0 |
601.0 |
4.9% |
119.9 |
1.0% |
70% |
False |
False |
49,573 |
| 40 |
12,713.0 |
11,846.0 |
867.0 |
7.1% |
118.6 |
1.0% |
49% |
False |
False |
24,860 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
114.2 |
0.9% |
42% |
False |
False |
16,602 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
121.6 |
1.0% |
32% |
False |
False |
12,472 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
112.9 |
0.9% |
32% |
False |
False |
9,997 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
103.2 |
0.8% |
32% |
False |
False |
8,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,769.8 |
|
2.618 |
12,588.6 |
|
1.618 |
12,477.6 |
|
1.000 |
12,409.0 |
|
0.618 |
12,366.6 |
|
HIGH |
12,298.0 |
|
0.618 |
12,255.6 |
|
0.500 |
12,242.5 |
|
0.382 |
12,229.4 |
|
LOW |
12,187.0 |
|
0.618 |
12,118.4 |
|
1.000 |
12,076.0 |
|
1.618 |
12,007.4 |
|
2.618 |
11,896.4 |
|
4.250 |
11,715.3 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,260.2 |
12,298.3 |
| PP |
12,251.3 |
12,288.5 |
| S1 |
12,242.5 |
12,278.8 |
|