| 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 |
2,922.25 |
2,922.50 |
0.25 |
0.0% |
2,929.50 |
| High |
2,925.50 |
2,942.00 |
16.50 |
0.6% |
2,936.00 |
| Low |
2,908.00 |
2,922.50 |
14.50 |
0.5% |
2,907.50 |
| Close |
2,919.00 |
2,930.00 |
11.00 |
0.4% |
2,919.00 |
| Range |
17.50 |
19.50 |
2.00 |
11.4% |
28.50 |
| ATR |
20.87 |
21.02 |
0.15 |
0.7% |
0.00 |
| Volume |
1,429,127 |
1,239,963 |
-189,164 |
-13.2% |
6,143,109 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.00 |
2,979.50 |
2,940.75 |
|
| R3 |
2,970.50 |
2,960.00 |
2,935.25 |
|
| R2 |
2,951.00 |
2,951.00 |
2,933.50 |
|
| R1 |
2,940.50 |
2,940.50 |
2,931.75 |
2,945.75 |
| PP |
2,931.50 |
2,931.50 |
2,931.50 |
2,934.00 |
| S1 |
2,921.00 |
2,921.00 |
2,928.25 |
2,926.25 |
| S2 |
2,912.00 |
2,912.00 |
2,926.50 |
|
| S3 |
2,892.50 |
2,901.50 |
2,924.75 |
|
| S4 |
2,873.00 |
2,882.00 |
2,919.25 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.25 |
2,991.25 |
2,934.75 |
|
| R3 |
2,977.75 |
2,962.75 |
2,926.75 |
|
| R2 |
2,949.25 |
2,949.25 |
2,924.25 |
|
| R1 |
2,934.25 |
2,934.25 |
2,921.50 |
2,927.50 |
| PP |
2,920.75 |
2,920.75 |
2,920.75 |
2,917.50 |
| S1 |
2,905.75 |
2,905.75 |
2,916.50 |
2,899.00 |
| S2 |
2,892.25 |
2,892.25 |
2,913.75 |
|
| S3 |
2,863.75 |
2,877.25 |
2,911.25 |
|
| S4 |
2,835.25 |
2,848.75 |
2,903.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,942.00 |
2,907.50 |
34.50 |
1.2% |
21.25 |
0.7% |
65% |
True |
False |
1,244,193 |
| 10 |
2,947.00 |
2,883.50 |
63.50 |
2.2% |
20.75 |
0.7% |
73% |
False |
False |
1,358,521 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.6% |
20.75 |
0.7% |
78% |
False |
False |
895,426 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
20.25 |
0.7% |
88% |
False |
False |
450,345 |
| 60 |
2,947.00 |
2,765.50 |
181.50 |
6.2% |
20.75 |
0.7% |
91% |
False |
False |
301,154 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.5% |
22.75 |
0.8% |
93% |
False |
False |
226,480 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.0% |
23.25 |
0.8% |
94% |
False |
False |
181,388 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
24.75 |
0.8% |
95% |
False |
False |
151,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.00 |
|
2.618 |
2,993.00 |
|
1.618 |
2,973.50 |
|
1.000 |
2,961.50 |
|
0.618 |
2,954.00 |
|
HIGH |
2,942.00 |
|
0.618 |
2,934.50 |
|
0.500 |
2,932.25 |
|
0.382 |
2,930.00 |
|
LOW |
2,922.50 |
|
0.618 |
2,910.50 |
|
1.000 |
2,903.00 |
|
1.618 |
2,891.00 |
|
2.618 |
2,871.50 |
|
4.250 |
2,839.50 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,932.25 |
2,928.25 |
| PP |
2,931.50 |
2,926.50 |
| S1 |
2,930.75 |
2,924.75 |
|