| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,929.00 |
2,926.00 |
-3.00 |
-0.1% |
2,929.50 |
| High |
2,944.75 |
2,926.25 |
-18.50 |
-0.6% |
2,936.00 |
| Low |
2,924.75 |
2,887.75 |
-37.00 |
-1.3% |
2,907.50 |
| Close |
2,931.50 |
2,907.75 |
-23.75 |
-0.8% |
2,919.00 |
| Range |
20.00 |
38.50 |
18.50 |
92.5% |
28.50 |
| ATR |
20.78 |
22.42 |
1.64 |
7.9% |
0.00 |
| Volume |
1,244,514 |
2,165,850 |
921,336 |
74.0% |
6,143,109 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.75 |
3,003.75 |
2,929.00 |
|
| R3 |
2,984.25 |
2,965.25 |
2,918.25 |
|
| R2 |
2,945.75 |
2,945.75 |
2,914.75 |
|
| R1 |
2,926.75 |
2,926.75 |
2,911.25 |
2,917.00 |
| PP |
2,907.25 |
2,907.25 |
2,907.25 |
2,902.50 |
| S1 |
2,888.25 |
2,888.25 |
2,904.25 |
2,878.50 |
| S2 |
2,868.75 |
2,868.75 |
2,900.75 |
|
| S3 |
2,830.25 |
2,849.75 |
2,897.25 |
|
| S4 |
2,791.75 |
2,811.25 |
2,886.50 |
|
|
| 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 |
2,887.75 |
57.00 |
2.0% |
22.75 |
0.8% |
35% |
False |
True |
1,442,392 |
| 10 |
2,947.00 |
2,887.75 |
59.25 |
2.0% |
21.00 |
0.7% |
34% |
False |
True |
1,341,536 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.7% |
21.00 |
0.7% |
49% |
False |
False |
1,118,226 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
21.25 |
0.7% |
72% |
False |
False |
563,770 |
| 60 |
2,947.00 |
2,778.00 |
169.00 |
5.8% |
21.00 |
0.7% |
77% |
False |
False |
376,714 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
23.00 |
0.8% |
84% |
False |
False |
283,211 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.1% |
23.25 |
0.8% |
85% |
False |
False |
226,784 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.0% |
24.75 |
0.8% |
89% |
False |
False |
189,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,090.00 |
|
2.618 |
3,027.00 |
|
1.618 |
2,988.50 |
|
1.000 |
2,964.75 |
|
0.618 |
2,950.00 |
|
HIGH |
2,926.25 |
|
0.618 |
2,911.50 |
|
0.500 |
2,907.00 |
|
0.382 |
2,902.50 |
|
LOW |
2,887.75 |
|
0.618 |
2,864.00 |
|
1.000 |
2,849.25 |
|
1.618 |
2,825.50 |
|
2.618 |
2,787.00 |
|
4.250 |
2,724.00 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.50 |
2,916.25 |
| PP |
2,907.25 |
2,913.50 |
| S1 |
2,907.00 |
2,910.50 |
|