| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,897.50 |
2,892.25 |
-5.25 |
-0.2% |
2,922.50 |
| High |
2,898.25 |
2,900.00 |
1.75 |
0.1% |
2,944.75 |
| Low |
2,866.00 |
2,874.50 |
8.50 |
0.3% |
2,873.25 |
| Close |
2,893.75 |
2,888.25 |
-5.50 |
-0.2% |
2,894.00 |
| Range |
32.25 |
25.50 |
-6.75 |
-20.9% |
71.50 |
| ATR |
24.44 |
24.51 |
0.08 |
0.3% |
0.00 |
| Volume |
1,760,642 |
1,770,753 |
10,111 |
0.6% |
8,074,047 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.00 |
2,951.75 |
2,902.25 |
|
| R3 |
2,938.50 |
2,926.25 |
2,895.25 |
|
| R2 |
2,913.00 |
2,913.00 |
2,893.00 |
|
| R1 |
2,900.75 |
2,900.75 |
2,890.50 |
2,894.00 |
| PP |
2,887.50 |
2,887.50 |
2,887.50 |
2,884.25 |
| S1 |
2,875.25 |
2,875.25 |
2,886.00 |
2,868.50 |
| S2 |
2,862.00 |
2,862.00 |
2,883.50 |
|
| S3 |
2,836.50 |
2,849.75 |
2,881.25 |
|
| S4 |
2,811.00 |
2,824.25 |
2,874.25 |
|
|
| 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% |
31.75 |
1.1% |
28% |
False |
False |
1,846,594 |
| 10 |
2,944.75 |
2,866.00 |
78.75 |
2.7% |
26.75 |
0.9% |
28% |
False |
False |
1,555,439 |
| 20 |
2,947.00 |
2,866.00 |
81.00 |
2.8% |
23.00 |
0.8% |
27% |
False |
False |
1,400,178 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
22.25 |
0.8% |
58% |
False |
False |
709,153 |
| 60 |
2,947.00 |
2,793.50 |
153.50 |
5.3% |
21.75 |
0.8% |
62% |
False |
False |
473,589 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.7% |
23.50 |
0.8% |
77% |
False |
False |
355,944 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.1% |
23.75 |
0.8% |
78% |
False |
False |
284,977 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.0% |
25.00 |
0.9% |
83% |
False |
False |
237,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.50 |
|
2.618 |
2,966.75 |
|
1.618 |
2,941.25 |
|
1.000 |
2,925.50 |
|
0.618 |
2,915.75 |
|
HIGH |
2,900.00 |
|
0.618 |
2,890.25 |
|
0.500 |
2,887.25 |
|
0.382 |
2,884.25 |
|
LOW |
2,874.50 |
|
0.618 |
2,858.75 |
|
1.000 |
2,849.00 |
|
1.618 |
2,833.25 |
|
2.618 |
2,807.75 |
|
4.250 |
2,766.00 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,888.00 |
2,890.75 |
| PP |
2,887.50 |
2,890.00 |
| S1 |
2,887.25 |
2,889.00 |
|