Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,521.00 |
7,443.25 |
-77.75 |
-1.0% |
7,672.00 |
High |
7,540.00 |
7,453.25 |
-86.75 |
-1.2% |
7,728.75 |
Low |
7,347.00 |
7,286.50 |
-60.50 |
-0.8% |
7,347.00 |
Close |
7,436.00 |
7,391.75 |
-44.25 |
-0.6% |
7,436.00 |
Range |
193.00 |
166.75 |
-26.25 |
-13.6% |
381.75 |
ATR |
104.13 |
108.61 |
4.47 |
4.3% |
0.00 |
Volume |
735,015 |
615,687 |
-119,328 |
-16.2% |
2,585,197 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,877.50 |
7,801.25 |
7,483.50 |
|
R3 |
7,710.75 |
7,634.50 |
7,437.50 |
|
R2 |
7,544.00 |
7,544.00 |
7,422.25 |
|
R1 |
7,467.75 |
7,467.75 |
7,407.00 |
7,422.50 |
PP |
7,377.25 |
7,377.25 |
7,377.25 |
7,354.50 |
S1 |
7,301.00 |
7,301.00 |
7,376.50 |
7,255.75 |
S2 |
7,210.50 |
7,210.50 |
7,361.25 |
|
S3 |
7,043.75 |
7,134.25 |
7,346.00 |
|
S4 |
6,877.00 |
6,967.50 |
7,300.00 |
|
|
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 |
7,712.75 |
7,286.50 |
426.25 |
5.8% |
139.75 |
1.9% |
25% |
False |
True |
568,545 |
10 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
108.00 |
1.5% |
24% |
False |
True |
468,423 |
20 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
108.00 |
1.5% |
24% |
False |
True |
381,429 |
40 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
96.50 |
1.3% |
24% |
False |
True |
191,536 |
60 |
7,728.75 |
7,193.50 |
535.25 |
7.2% |
95.50 |
1.3% |
37% |
False |
False |
127,868 |
80 |
7,728.75 |
6,985.75 |
743.00 |
10.1% |
98.50 |
1.3% |
55% |
False |
False |
95,992 |
100 |
7,728.75 |
6,887.00 |
841.75 |
11.4% |
92.75 |
1.3% |
60% |
False |
False |
76,817 |
120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.7% |
93.50 |
1.3% |
73% |
False |
False |
64,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,162.00 |
2.618 |
7,889.75 |
1.618 |
7,723.00 |
1.000 |
7,620.00 |
0.618 |
7,556.25 |
HIGH |
7,453.25 |
0.618 |
7,389.50 |
0.500 |
7,370.00 |
0.382 |
7,350.25 |
LOW |
7,286.50 |
0.618 |
7,183.50 |
1.000 |
7,119.75 |
1.618 |
7,016.75 |
2.618 |
6,850.00 |
4.250 |
6,577.75 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,384.50 |
7,468.75 |
PP |
7,377.25 |
7,443.00 |
S1 |
7,370.00 |
7,417.50 |
|