| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
12,269.5 |
12,220.5 |
-49.0 |
-0.4% |
12,260.0 |
| High |
12,337.5 |
12,241.0 |
-96.5 |
-0.8% |
12,361.0 |
| Low |
12,157.5 |
12,041.0 |
-116.5 |
-1.0% |
12,041.0 |
| Close |
12,232.5 |
12,092.0 |
-140.5 |
-1.1% |
12,092.0 |
| Range |
180.0 |
200.0 |
20.0 |
11.1% |
320.0 |
| ATR |
127.9 |
133.0 |
5.2 |
4.0% |
0.0 |
| Volume |
103,558 |
99,384 |
-4,174 |
-4.0% |
400,740 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,724.7 |
12,608.3 |
12,202.0 |
|
| R3 |
12,524.7 |
12,408.3 |
12,147.0 |
|
| R2 |
12,324.7 |
12,324.7 |
12,128.7 |
|
| R1 |
12,208.3 |
12,208.3 |
12,110.3 |
12,166.5 |
| PP |
12,124.7 |
12,124.7 |
12,124.7 |
12,103.8 |
| S1 |
12,008.3 |
12,008.3 |
12,073.7 |
11,966.5 |
| S2 |
11,924.7 |
11,924.7 |
12,055.3 |
|
| S3 |
11,724.7 |
11,808.3 |
12,037.0 |
|
| S4 |
11,524.7 |
11,608.3 |
11,982.0 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,124.7 |
12,928.3 |
12,268.0 |
|
| R3 |
12,804.7 |
12,608.3 |
12,180.0 |
|
| R2 |
12,484.7 |
12,484.7 |
12,150.7 |
|
| R1 |
12,288.3 |
12,288.3 |
12,121.3 |
12,226.5 |
| PP |
12,164.7 |
12,164.7 |
12,164.7 |
12,133.8 |
| S1 |
11,968.3 |
11,968.3 |
12,062.7 |
11,906.5 |
| S2 |
11,844.7 |
11,844.7 |
12,033.3 |
|
| S3 |
11,524.7 |
11,648.3 |
12,004.0 |
|
| S4 |
11,204.7 |
11,328.3 |
11,916.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,361.0 |
12,041.0 |
320.0 |
2.6% |
124.4 |
1.0% |
16% |
False |
True |
80,148 |
| 10 |
12,447.0 |
12,041.0 |
406.0 |
3.4% |
132.1 |
1.1% |
13% |
False |
True |
81,127 |
| 20 |
12,447.0 |
11,846.0 |
601.0 |
5.0% |
120.2 |
1.0% |
41% |
False |
False |
59,480 |
| 40 |
12,591.5 |
11,846.0 |
745.5 |
6.2% |
121.6 |
1.0% |
33% |
False |
False |
29,929 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
115.8 |
1.0% |
24% |
False |
False |
19,982 |
| 80 |
13,102.5 |
11,846.0 |
1,256.5 |
10.4% |
121.3 |
1.0% |
20% |
False |
False |
15,008 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
115.8 |
1.0% |
19% |
False |
False |
12,025 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
105.2 |
0.9% |
19% |
False |
False |
10,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,091.0 |
|
2.618 |
12,764.6 |
|
1.618 |
12,564.6 |
|
1.000 |
12,441.0 |
|
0.618 |
12,364.6 |
|
HIGH |
12,241.0 |
|
0.618 |
12,164.6 |
|
0.500 |
12,141.0 |
|
0.382 |
12,117.4 |
|
LOW |
12,041.0 |
|
0.618 |
11,917.4 |
|
1.000 |
11,841.0 |
|
1.618 |
11,717.4 |
|
2.618 |
11,517.4 |
|
4.250 |
11,191.0 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,141.0 |
12,189.3 |
| PP |
12,124.7 |
12,156.8 |
| S1 |
12,108.3 |
12,124.4 |
|