Trading Metrics calculated at close of trading on 01-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,663.50 |
7,672.00 |
8.50 |
0.1% |
7,539.75 |
High |
7,677.00 |
7,728.75 |
51.75 |
0.7% |
7,686.25 |
Low |
7,617.00 |
7,652.00 |
35.00 |
0.5% |
7,473.75 |
Close |
7,655.25 |
7,675.50 |
20.25 |
0.3% |
7,655.25 |
Range |
60.00 |
76.75 |
16.75 |
27.9% |
212.50 |
ATR |
92.57 |
91.44 |
-1.13 |
-1.2% |
0.00 |
Volume |
381,496 |
358,159 |
-23,337 |
-6.1% |
1,874,117 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,915.75 |
7,872.25 |
7,717.75 |
|
R3 |
7,839.00 |
7,795.50 |
7,696.50 |
|
R2 |
7,762.25 |
7,762.25 |
7,689.50 |
|
R1 |
7,718.75 |
7,718.75 |
7,682.50 |
7,740.50 |
PP |
7,685.50 |
7,685.50 |
7,685.50 |
7,696.25 |
S1 |
7,642.00 |
7,642.00 |
7,668.50 |
7,663.75 |
S2 |
7,608.75 |
7,608.75 |
7,661.50 |
|
S3 |
7,532.00 |
7,565.25 |
7,654.50 |
|
S4 |
7,455.25 |
7,488.50 |
7,633.25 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,242.50 |
8,161.50 |
7,772.00 |
|
R3 |
8,030.00 |
7,949.00 |
7,713.75 |
|
R2 |
7,817.50 |
7,817.50 |
7,694.25 |
|
R1 |
7,736.50 |
7,736.50 |
7,674.75 |
7,777.00 |
PP |
7,605.00 |
7,605.00 |
7,605.00 |
7,625.50 |
S1 |
7,524.00 |
7,524.00 |
7,635.75 |
7,564.50 |
S2 |
7,392.50 |
7,392.50 |
7,616.25 |
|
S3 |
7,180.00 |
7,311.50 |
7,596.75 |
|
S4 |
6,967.50 |
7,099.00 |
7,538.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,728.75 |
7,550.50 |
178.25 |
2.3% |
76.00 |
1.0% |
70% |
True |
False |
368,302 |
10 |
7,728.75 |
7,422.25 |
306.50 |
4.0% |
91.00 |
1.2% |
83% |
True |
False |
388,800 |
20 |
7,728.75 |
7,420.50 |
308.25 |
4.0% |
100.50 |
1.3% |
83% |
True |
False |
240,234 |
40 |
7,728.75 |
7,342.00 |
386.75 |
5.0% |
86.25 |
1.1% |
86% |
True |
False |
120,542 |
60 |
7,728.75 |
7,193.50 |
535.25 |
7.0% |
90.50 |
1.2% |
90% |
True |
False |
80,529 |
80 |
7,728.75 |
6,985.75 |
743.00 |
9.7% |
94.25 |
1.2% |
93% |
True |
False |
60,476 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.0% |
88.75 |
1.2% |
94% |
True |
False |
48,390 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.1% |
90.25 |
1.2% |
96% |
True |
False |
40,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,055.00 |
2.618 |
7,929.75 |
1.618 |
7,853.00 |
1.000 |
7,805.50 |
0.618 |
7,776.25 |
HIGH |
7,728.75 |
0.618 |
7,699.50 |
0.500 |
7,690.50 |
0.382 |
7,681.25 |
LOW |
7,652.00 |
0.618 |
7,604.50 |
1.000 |
7,575.25 |
1.618 |
7,527.75 |
2.618 |
7,451.00 |
4.250 |
7,325.75 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,690.50 |
7,669.50 |
PP |
7,685.50 |
7,663.50 |
S1 |
7,680.50 |
7,657.50 |
|