| 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 |
2,910.00 |
2,897.50 |
-12.50 |
-0.4% |
2,922.50 |
| High |
2,915.50 |
2,898.25 |
-17.25 |
-0.6% |
2,944.75 |
| Low |
2,873.25 |
2,866.00 |
-7.25 |
-0.3% |
2,873.25 |
| Close |
2,894.00 |
2,893.75 |
-0.25 |
0.0% |
2,894.00 |
| Range |
42.25 |
32.25 |
-10.00 |
-23.7% |
71.50 |
| ATR |
23.84 |
24.44 |
0.60 |
2.5% |
0.00 |
| Volume |
2,291,213 |
1,760,642 |
-530,571 |
-23.2% |
8,074,047 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.75 |
2,970.50 |
2,911.50 |
|
| R3 |
2,950.50 |
2,938.25 |
2,902.50 |
|
| R2 |
2,918.25 |
2,918.25 |
2,899.75 |
|
| R1 |
2,906.00 |
2,906.00 |
2,896.75 |
2,896.00 |
| PP |
2,886.00 |
2,886.00 |
2,886.00 |
2,881.00 |
| S1 |
2,873.75 |
2,873.75 |
2,890.75 |
2,863.75 |
| S2 |
2,853.75 |
2,853.75 |
2,887.75 |
|
| S3 |
2,821.50 |
2,841.50 |
2,885.00 |
|
| S4 |
2,789.25 |
2,809.25 |
2,876.00 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.50 |
3,077.75 |
2,933.25 |
|
| R3 |
3,047.00 |
3,006.25 |
2,913.75 |
|
| R2 |
2,975.50 |
2,975.50 |
2,907.00 |
|
| R1 |
2,934.75 |
2,934.75 |
2,900.50 |
2,919.50 |
| PP |
2,904.00 |
2,904.00 |
2,904.00 |
2,896.25 |
| S1 |
2,863.25 |
2,863.25 |
2,887.50 |
2,848.00 |
| S2 |
2,832.50 |
2,832.50 |
2,881.00 |
|
| S3 |
2,761.00 |
2,791.75 |
2,874.25 |
|
| S4 |
2,689.50 |
2,720.25 |
2,854.75 |
|
|
| 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 |
2,866.00 |
78.75 |
2.7% |
30.25 |
1.0% |
35% |
False |
True |
1,718,945 |
| 10 |
2,944.75 |
2,866.00 |
78.75 |
2.7% |
25.75 |
0.9% |
35% |
False |
True |
1,481,569 |
| 20 |
2,947.00 |
2,866.00 |
81.00 |
2.8% |
23.00 |
0.8% |
34% |
False |
True |
1,316,724 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
22.00 |
0.8% |
62% |
False |
False |
664,956 |
| 60 |
2,947.00 |
2,793.50 |
153.50 |
5.3% |
21.75 |
0.7% |
65% |
False |
False |
444,190 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
23.50 |
0.8% |
79% |
False |
False |
333,829 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.1% |
23.50 |
0.8% |
80% |
False |
False |
267,274 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.0% |
25.00 |
0.9% |
85% |
False |
False |
222,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.25 |
|
2.618 |
2,982.75 |
|
1.618 |
2,950.50 |
|
1.000 |
2,930.50 |
|
0.618 |
2,918.25 |
|
HIGH |
2,898.25 |
|
0.618 |
2,886.00 |
|
0.500 |
2,882.00 |
|
0.382 |
2,878.25 |
|
LOW |
2,866.00 |
|
0.618 |
2,846.00 |
|
1.000 |
2,833.75 |
|
1.618 |
2,813.75 |
|
2.618 |
2,781.50 |
|
4.250 |
2,729.00 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,890.00 |
2,896.00 |
| PP |
2,886.00 |
2,895.25 |
| S1 |
2,882.00 |
2,894.50 |
|