| 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 |
2,922.50 |
2,929.25 |
6.75 |
0.2% |
2,929.50 |
| High |
2,942.00 |
2,936.00 |
-6.00 |
-0.2% |
2,936.00 |
| Low |
2,922.50 |
2,917.50 |
-5.00 |
-0.2% |
2,907.50 |
| Close |
2,930.00 |
2,928.50 |
-1.50 |
-0.1% |
2,919.00 |
| Range |
19.50 |
18.50 |
-1.00 |
-5.1% |
28.50 |
| ATR |
21.02 |
20.84 |
-0.18 |
-0.9% |
0.00 |
| Volume |
1,239,963 |
1,132,507 |
-107,456 |
-8.7% |
6,143,109 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.75 |
2,974.25 |
2,938.75 |
|
| R3 |
2,964.25 |
2,955.75 |
2,933.50 |
|
| R2 |
2,945.75 |
2,945.75 |
2,932.00 |
|
| R1 |
2,937.25 |
2,937.25 |
2,930.25 |
2,932.25 |
| PP |
2,927.25 |
2,927.25 |
2,927.25 |
2,925.00 |
| S1 |
2,918.75 |
2,918.75 |
2,926.75 |
2,913.75 |
| S2 |
2,908.75 |
2,908.75 |
2,925.00 |
|
| S3 |
2,890.25 |
2,900.25 |
2,923.50 |
|
| S4 |
2,871.75 |
2,881.75 |
2,918.25 |
|
|
| 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% |
21.75 |
0.7% |
61% |
False |
False |
1,264,285 |
| 10 |
2,947.00 |
2,905.75 |
41.25 |
1.4% |
19.25 |
0.7% |
55% |
False |
False |
1,284,069 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.6% |
20.50 |
0.7% |
76% |
False |
False |
951,220 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
20.25 |
0.7% |
87% |
False |
False |
478,621 |
| 60 |
2,947.00 |
2,769.75 |
177.25 |
6.1% |
20.75 |
0.7% |
90% |
False |
False |
319,994 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.5% |
22.75 |
0.8% |
93% |
False |
False |
240,628 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.0% |
23.00 |
0.8% |
93% |
False |
False |
192,712 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
24.75 |
0.8% |
95% |
False |
False |
160,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.50 |
|
2.618 |
2,984.50 |
|
1.618 |
2,966.00 |
|
1.000 |
2,954.50 |
|
0.618 |
2,947.50 |
|
HIGH |
2,936.00 |
|
0.618 |
2,929.00 |
|
0.500 |
2,926.75 |
|
0.382 |
2,924.50 |
|
LOW |
2,917.50 |
|
0.618 |
2,906.00 |
|
1.000 |
2,899.00 |
|
1.618 |
2,887.50 |
|
2.618 |
2,869.00 |
|
4.250 |
2,839.00 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.00 |
2,927.25 |
| PP |
2,927.25 |
2,926.25 |
| S1 |
2,926.75 |
2,925.00 |
|