| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,929.25 |
2,929.00 |
-0.25 |
0.0% |
2,929.50 |
| High |
2,936.00 |
2,944.75 |
8.75 |
0.3% |
2,936.00 |
| Low |
2,917.50 |
2,924.75 |
7.25 |
0.2% |
2,907.50 |
| Close |
2,928.50 |
2,931.50 |
3.00 |
0.1% |
2,919.00 |
| Range |
18.50 |
20.00 |
1.50 |
8.1% |
28.50 |
| ATR |
20.84 |
20.78 |
-0.06 |
-0.3% |
0.00 |
| Volume |
1,132,507 |
1,244,514 |
112,007 |
9.9% |
6,143,109 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.75 |
2,982.50 |
2,942.50 |
|
| R3 |
2,973.75 |
2,962.50 |
2,937.00 |
|
| R2 |
2,953.75 |
2,953.75 |
2,935.25 |
|
| R1 |
2,942.50 |
2,942.50 |
2,933.25 |
2,948.00 |
| PP |
2,933.75 |
2,933.75 |
2,933.75 |
2,936.50 |
| S1 |
2,922.50 |
2,922.50 |
2,929.75 |
2,928.00 |
| S2 |
2,913.75 |
2,913.75 |
2,927.75 |
|
| S3 |
2,893.75 |
2,902.50 |
2,926.00 |
|
| S4 |
2,873.75 |
2,882.50 |
2,920.50 |
|
|
| 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 |
2,944.75 |
2,907.50 |
37.25 |
1.3% |
20.00 |
0.7% |
64% |
True |
False |
1,251,389 |
| 10 |
2,947.00 |
2,907.50 |
39.50 |
1.3% |
20.00 |
0.7% |
61% |
False |
False |
1,272,396 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.6% |
20.25 |
0.7% |
80% |
False |
False |
1,012,228 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
20.50 |
0.7% |
89% |
False |
False |
509,661 |
| 60 |
2,947.00 |
2,769.75 |
177.25 |
6.0% |
20.75 |
0.7% |
91% |
False |
False |
340,691 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.5% |
22.75 |
0.8% |
94% |
False |
False |
256,156 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.0% |
23.25 |
0.8% |
94% |
False |
False |
205,156 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
24.50 |
0.8% |
96% |
False |
False |
171,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.75 |
|
2.618 |
2,997.00 |
|
1.618 |
2,977.00 |
|
1.000 |
2,964.75 |
|
0.618 |
2,957.00 |
|
HIGH |
2,944.75 |
|
0.618 |
2,937.00 |
|
0.500 |
2,934.75 |
|
0.382 |
2,932.50 |
|
LOW |
2,924.75 |
|
0.618 |
2,912.50 |
|
1.000 |
2,904.75 |
|
1.618 |
2,892.50 |
|
2.618 |
2,872.50 |
|
4.250 |
2,839.75 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,934.75 |
2,931.50 |
| PP |
2,933.75 |
2,931.25 |
| S1 |
2,932.50 |
2,931.00 |
|