| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
12,269.0 |
12,269.5 |
0.5 |
0.0% |
12,360.0 |
| High |
12,269.0 |
12,337.5 |
68.5 |
0.6% |
12,447.0 |
| Low |
12,269.0 |
12,157.5 |
-111.5 |
-0.9% |
12,174.5 |
| Close |
12,269.0 |
12,232.5 |
-36.5 |
-0.3% |
12,241.5 |
| Range |
0.0 |
180.0 |
180.0 |
|
272.5 |
| ATR |
123.9 |
127.9 |
4.0 |
3.2% |
0.0 |
| Volume |
0 |
103,558 |
103,558 |
|
410,532 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,782.5 |
12,687.5 |
12,331.5 |
|
| R3 |
12,602.5 |
12,507.5 |
12,282.0 |
|
| R2 |
12,422.5 |
12,422.5 |
12,265.5 |
|
| R1 |
12,327.5 |
12,327.5 |
12,249.0 |
12,285.0 |
| PP |
12,242.5 |
12,242.5 |
12,242.5 |
12,221.3 |
| S1 |
12,147.5 |
12,147.5 |
12,216.0 |
12,105.0 |
| S2 |
12,062.5 |
12,062.5 |
12,199.5 |
|
| S3 |
11,882.5 |
11,967.5 |
12,183.0 |
|
| S4 |
11,702.5 |
11,787.5 |
12,133.5 |
|
|
| 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 |
12,422.0 |
12,157.5 |
264.5 |
2.2% |
133.9 |
1.1% |
28% |
False |
True |
74,830 |
| 10 |
12,447.0 |
12,157.5 |
289.5 |
2.4% |
121.2 |
1.0% |
26% |
False |
True |
77,830 |
| 20 |
12,447.0 |
11,846.0 |
601.0 |
4.9% |
114.6 |
0.9% |
64% |
False |
False |
54,559 |
| 40 |
12,657.5 |
11,846.0 |
811.5 |
6.6% |
118.8 |
1.0% |
48% |
False |
False |
27,447 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
113.8 |
0.9% |
38% |
False |
False |
18,326 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
123.5 |
1.0% |
30% |
False |
False |
13,766 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
113.9 |
0.9% |
29% |
False |
False |
11,032 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
104.2 |
0.9% |
29% |
False |
False |
9,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,102.5 |
|
2.618 |
12,808.7 |
|
1.618 |
12,628.7 |
|
1.000 |
12,517.5 |
|
0.618 |
12,448.7 |
|
HIGH |
12,337.5 |
|
0.618 |
12,268.7 |
|
0.500 |
12,247.5 |
|
0.382 |
12,226.3 |
|
LOW |
12,157.5 |
|
0.618 |
12,046.3 |
|
1.000 |
11,977.5 |
|
1.618 |
11,866.3 |
|
2.618 |
11,686.3 |
|
4.250 |
11,392.5 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,247.5 |
12,247.5 |
| PP |
12,242.5 |
12,242.5 |
| S1 |
12,237.5 |
12,237.5 |
|