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 |
7,656.25 |
7,651.00 |
-5.25 |
-0.1% |
7,539.75 |
High |
7,703.75 |
7,651.00 |
-52.75 |
-0.7% |
7,686.25 |
Low |
7,641.50 |
7,456.50 |
-185.00 |
-2.4% |
7,473.75 |
Close |
7,664.75 |
7,514.25 |
-150.50 |
-2.0% |
7,655.25 |
Range |
62.25 |
194.50 |
132.25 |
212.4% |
212.50 |
ATR |
88.76 |
97.30 |
8.53 |
9.6% |
0.00 |
Volume |
394,538 |
704,908 |
310,370 |
78.7% |
1,874,117 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,124.00 |
8,013.75 |
7,621.25 |
|
R3 |
7,929.50 |
7,819.25 |
7,567.75 |
|
R2 |
7,735.00 |
7,735.00 |
7,550.00 |
|
R1 |
7,624.75 |
7,624.75 |
7,532.00 |
7,582.50 |
PP |
7,540.50 |
7,540.50 |
7,540.50 |
7,519.50 |
S1 |
7,430.25 |
7,430.25 |
7,496.50 |
7,388.00 |
S2 |
7,346.00 |
7,346.00 |
7,478.50 |
|
S3 |
7,151.50 |
7,235.75 |
7,460.75 |
|
S4 |
6,957.00 |
7,041.25 |
7,407.25 |
|
|
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 |
7,456.50 |
272.25 |
3.6% |
95.25 |
1.3% |
21% |
False |
True |
446,335 |
10 |
7,728.75 |
7,456.50 |
272.25 |
3.6% |
93.00 |
1.2% |
21% |
False |
True |
409,612 |
20 |
7,728.75 |
7,420.50 |
308.25 |
4.1% |
98.50 |
1.3% |
30% |
False |
False |
314,268 |
40 |
7,728.75 |
7,342.00 |
386.75 |
5.1% |
90.75 |
1.2% |
45% |
False |
False |
157,797 |
60 |
7,728.75 |
7,193.50 |
535.25 |
7.1% |
92.50 |
1.2% |
60% |
False |
False |
105,372 |
80 |
7,728.75 |
6,985.75 |
743.00 |
9.9% |
96.00 |
1.3% |
71% |
False |
False |
79,111 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.2% |
90.75 |
1.2% |
75% |
False |
False |
63,310 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.4% |
92.00 |
1.2% |
83% |
False |
False |
52,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,477.50 |
2.618 |
8,160.25 |
1.618 |
7,965.75 |
1.000 |
7,845.50 |
0.618 |
7,771.25 |
HIGH |
7,651.00 |
0.618 |
7,576.75 |
0.500 |
7,553.75 |
0.382 |
7,530.75 |
LOW |
7,456.50 |
0.618 |
7,336.25 |
1.000 |
7,262.00 |
1.618 |
7,141.75 |
2.618 |
6,947.25 |
4.250 |
6,630.00 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,553.75 |
7,584.50 |
PP |
7,540.50 |
7,561.25 |
S1 |
7,527.50 |
7,537.75 |
|