Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,651.00 |
7,521.00 |
-130.00 |
-1.7% |
7,672.00 |
High |
7,651.00 |
7,540.00 |
-111.00 |
-1.5% |
7,728.75 |
Low |
7,456.50 |
7,347.00 |
-109.50 |
-1.5% |
7,347.00 |
Close |
7,514.25 |
7,436.00 |
-78.25 |
-1.0% |
7,436.00 |
Range |
194.50 |
193.00 |
-1.50 |
-0.8% |
381.75 |
ATR |
97.30 |
104.13 |
6.84 |
7.0% |
0.00 |
Volume |
704,908 |
735,015 |
30,107 |
4.3% |
2,585,197 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,020.00 |
7,921.00 |
7,542.25 |
|
R3 |
7,827.00 |
7,728.00 |
7,489.00 |
|
R2 |
7,634.00 |
7,634.00 |
7,471.50 |
|
R1 |
7,535.00 |
7,535.00 |
7,453.75 |
7,488.00 |
PP |
7,441.00 |
7,441.00 |
7,441.00 |
7,417.50 |
S1 |
7,342.00 |
7,342.00 |
7,418.25 |
7,295.00 |
S2 |
7,248.00 |
7,248.00 |
7,400.50 |
|
S3 |
7,055.00 |
7,149.00 |
7,383.00 |
|
S4 |
6,862.00 |
6,956.00 |
7,329.75 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,649.25 |
8,424.25 |
7,646.00 |
|
R3 |
8,267.50 |
8,042.50 |
7,541.00 |
|
R2 |
7,885.75 |
7,885.75 |
7,506.00 |
|
R1 |
7,660.75 |
7,660.75 |
7,471.00 |
7,582.50 |
PP |
7,504.00 |
7,504.00 |
7,504.00 |
7,464.75 |
S1 |
7,279.00 |
7,279.00 |
7,401.00 |
7,200.50 |
S2 |
7,122.25 |
7,122.25 |
7,366.00 |
|
S3 |
6,740.50 |
6,897.25 |
7,331.00 |
|
S4 |
6,358.75 |
6,515.50 |
7,226.00 |
|
|
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 |
7,347.00 |
381.75 |
5.1% |
121.75 |
1.6% |
23% |
False |
True |
517,039 |
10 |
7,728.75 |
7,347.00 |
381.75 |
5.1% |
103.25 |
1.4% |
23% |
False |
True |
445,931 |
20 |
7,728.75 |
7,347.00 |
381.75 |
5.1% |
103.00 |
1.4% |
23% |
False |
True |
350,823 |
40 |
7,728.75 |
7,342.00 |
386.75 |
5.2% |
94.50 |
1.3% |
24% |
False |
False |
176,157 |
60 |
7,728.75 |
7,193.50 |
535.25 |
7.2% |
93.50 |
1.3% |
45% |
False |
False |
117,611 |
80 |
7,728.75 |
6,985.75 |
743.00 |
10.0% |
97.75 |
1.3% |
61% |
False |
False |
88,298 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.3% |
91.75 |
1.2% |
65% |
False |
False |
70,660 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.6% |
92.75 |
1.2% |
76% |
False |
False |
58,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,360.25 |
2.618 |
8,045.25 |
1.618 |
7,852.25 |
1.000 |
7,733.00 |
0.618 |
7,659.25 |
HIGH |
7,540.00 |
0.618 |
7,466.25 |
0.500 |
7,443.50 |
0.382 |
7,420.75 |
LOW |
7,347.00 |
0.618 |
7,227.75 |
1.000 |
7,154.00 |
1.618 |
7,034.75 |
2.618 |
6,841.75 |
4.250 |
6,526.75 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,443.50 |
7,525.50 |
PP |
7,441.00 |
7,495.50 |
S1 |
7,438.50 |
7,465.75 |
|