Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,672.00 |
7,675.00 |
3.00 |
0.0% |
7,539.75 |
High |
7,728.75 |
7,712.75 |
-16.00 |
-0.2% |
7,686.25 |
Low |
7,652.00 |
7,630.25 |
-21.75 |
-0.3% |
7,473.75 |
Close |
7,675.50 |
7,652.75 |
-22.75 |
-0.3% |
7,655.25 |
Range |
76.75 |
82.50 |
5.75 |
7.5% |
212.50 |
ATR |
91.44 |
90.80 |
-0.64 |
-0.7% |
0.00 |
Volume |
358,159 |
392,577 |
34,418 |
9.6% |
1,874,117 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,912.75 |
7,865.25 |
7,698.00 |
|
R3 |
7,830.25 |
7,782.75 |
7,675.50 |
|
R2 |
7,747.75 |
7,747.75 |
7,668.00 |
|
R1 |
7,700.25 |
7,700.25 |
7,660.25 |
7,682.75 |
PP |
7,665.25 |
7,665.25 |
7,665.25 |
7,656.50 |
S1 |
7,617.75 |
7,617.75 |
7,645.25 |
7,600.25 |
S2 |
7,582.75 |
7,582.75 |
7,637.50 |
|
S3 |
7,500.25 |
7,535.25 |
7,630.00 |
|
S4 |
7,417.75 |
7,452.75 |
7,607.50 |
|
|
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 |
7,577.50 |
151.25 |
2.0% |
82.00 |
1.1% |
50% |
False |
False |
383,151 |
10 |
7,728.75 |
7,470.75 |
258.00 |
3.4% |
85.00 |
1.1% |
71% |
False |
False |
380,783 |
20 |
7,728.75 |
7,420.50 |
308.25 |
4.0% |
99.25 |
1.3% |
75% |
False |
False |
259,737 |
40 |
7,728.75 |
7,342.00 |
386.75 |
5.1% |
86.75 |
1.1% |
80% |
False |
False |
130,349 |
60 |
7,728.75 |
7,193.50 |
535.25 |
7.0% |
90.75 |
1.2% |
86% |
False |
False |
87,069 |
80 |
7,728.75 |
6,985.75 |
743.00 |
9.7% |
94.25 |
1.2% |
90% |
False |
False |
65,382 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.0% |
88.75 |
1.2% |
91% |
False |
False |
52,316 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.1% |
90.75 |
1.2% |
94% |
False |
False |
43,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,063.50 |
2.618 |
7,928.75 |
1.618 |
7,846.25 |
1.000 |
7,795.25 |
0.618 |
7,763.75 |
HIGH |
7,712.75 |
0.618 |
7,681.25 |
0.500 |
7,671.50 |
0.382 |
7,661.75 |
LOW |
7,630.25 |
0.618 |
7,579.25 |
1.000 |
7,547.75 |
1.618 |
7,496.75 |
2.618 |
7,414.25 |
4.250 |
7,279.50 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,671.50 |
7,673.00 |
PP |
7,665.25 |
7,666.25 |
S1 |
7,659.00 |
7,659.50 |
|