| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
12,220.5 |
12,099.5 |
-121.0 |
-1.0% |
12,260.0 |
| High |
12,241.0 |
12,112.0 |
-129.0 |
-1.1% |
12,361.0 |
| Low |
12,041.0 |
11,885.5 |
-155.5 |
-1.3% |
12,041.0 |
| Close |
12,092.0 |
11,931.0 |
-161.0 |
-1.3% |
12,092.0 |
| Range |
200.0 |
226.5 |
26.5 |
13.3% |
320.0 |
| ATR |
133.0 |
139.7 |
6.7 |
5.0% |
0.0 |
| Volume |
99,384 |
119,779 |
20,395 |
20.5% |
400,740 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,655.7 |
12,519.8 |
12,055.6 |
|
| R3 |
12,429.2 |
12,293.3 |
11,993.3 |
|
| R2 |
12,202.7 |
12,202.7 |
11,972.5 |
|
| R1 |
12,066.8 |
12,066.8 |
11,951.8 |
12,021.5 |
| PP |
11,976.2 |
11,976.2 |
11,976.2 |
11,953.5 |
| S1 |
11,840.3 |
11,840.3 |
11,910.2 |
11,795.0 |
| S2 |
11,749.7 |
11,749.7 |
11,889.5 |
|
| S3 |
11,523.2 |
11,613.8 |
11,868.7 |
|
| S4 |
11,296.7 |
11,387.3 |
11,806.4 |
|
|
| 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 |
12,337.5 |
11,885.5 |
452.0 |
3.8% |
143.5 |
1.2% |
10% |
False |
True |
87,238 |
| 10 |
12,447.0 |
11,885.5 |
561.5 |
4.7% |
147.7 |
1.2% |
8% |
False |
True |
86,003 |
| 20 |
12,447.0 |
11,846.0 |
601.0 |
5.0% |
126.4 |
1.1% |
14% |
False |
False |
65,370 |
| 40 |
12,565.0 |
11,846.0 |
719.0 |
6.0% |
122.2 |
1.0% |
12% |
False |
False |
32,922 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.5% |
118.7 |
1.0% |
8% |
False |
False |
21,977 |
| 80 |
12,921.5 |
11,846.0 |
1,075.5 |
9.0% |
122.7 |
1.0% |
8% |
False |
False |
16,505 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
11.0% |
117.5 |
1.0% |
6% |
False |
False |
13,221 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
11.0% |
107.1 |
0.9% |
6% |
False |
False |
11,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,074.6 |
|
2.618 |
12,705.0 |
|
1.618 |
12,478.5 |
|
1.000 |
12,338.5 |
|
0.618 |
12,252.0 |
|
HIGH |
12,112.0 |
|
0.618 |
12,025.5 |
|
0.500 |
11,998.8 |
|
0.382 |
11,972.0 |
|
LOW |
11,885.5 |
|
0.618 |
11,745.5 |
|
1.000 |
11,659.0 |
|
1.618 |
11,519.0 |
|
2.618 |
11,292.5 |
|
4.250 |
10,922.9 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,998.8 |
12,111.5 |
| PP |
11,976.2 |
12,051.3 |
| S1 |
11,953.6 |
11,991.2 |
|