| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
7,443.25 |
7,391.00 |
-52.25 |
-0.7% |
7,672.00 |
| High |
7,453.25 |
7,455.75 |
2.50 |
0.0% |
7,728.75 |
| Low |
7,286.50 |
7,337.00 |
50.50 |
0.7% |
7,347.00 |
| Close |
7,391.75 |
7,399.00 |
7.25 |
0.1% |
7,436.00 |
| Range |
166.75 |
118.75 |
-48.00 |
-28.8% |
381.75 |
| ATR |
108.61 |
109.33 |
0.72 |
0.7% |
0.00 |
| Volume |
615,687 |
583,403 |
-32,284 |
-5.2% |
2,585,197 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,753.50 |
7,695.00 |
7,464.25 |
|
| R3 |
7,634.75 |
7,576.25 |
7,431.75 |
|
| R2 |
7,516.00 |
7,516.00 |
7,420.75 |
|
| R1 |
7,457.50 |
7,457.50 |
7,410.00 |
7,486.75 |
| PP |
7,397.25 |
7,397.25 |
7,397.25 |
7,412.00 |
| S1 |
7,338.75 |
7,338.75 |
7,388.00 |
7,368.00 |
| S2 |
7,278.50 |
7,278.50 |
7,377.25 |
|
| S3 |
7,159.75 |
7,220.00 |
7,366.25 |
|
| S4 |
7,041.00 |
7,101.25 |
7,333.75 |
|
|
| 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 |
7,703.75 |
7,286.50 |
417.25 |
5.6% |
147.00 |
2.0% |
27% |
False |
False |
606,710 |
| 10 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
114.50 |
1.5% |
25% |
False |
False |
494,931 |
| 20 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
108.00 |
1.5% |
25% |
False |
False |
410,148 |
| 40 |
7,728.75 |
7,286.50 |
442.25 |
6.0% |
97.25 |
1.3% |
25% |
False |
False |
206,110 |
| 60 |
7,728.75 |
7,193.50 |
535.25 |
7.2% |
96.00 |
1.3% |
38% |
False |
False |
137,586 |
| 80 |
7,728.75 |
6,985.75 |
743.00 |
10.0% |
99.00 |
1.3% |
56% |
False |
False |
103,283 |
| 100 |
7,728.75 |
6,887.00 |
841.75 |
11.4% |
93.25 |
1.3% |
61% |
False |
False |
82,651 |
| 120 |
7,728.75 |
6,493.00 |
1,235.75 |
16.7% |
93.75 |
1.3% |
73% |
False |
False |
68,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,960.50 |
|
2.618 |
7,766.75 |
|
1.618 |
7,648.00 |
|
1.000 |
7,574.50 |
|
0.618 |
7,529.25 |
|
HIGH |
7,455.75 |
|
0.618 |
7,410.50 |
|
0.500 |
7,396.50 |
|
0.382 |
7,382.25 |
|
LOW |
7,337.00 |
|
0.618 |
7,263.50 |
|
1.000 |
7,218.25 |
|
1.618 |
7,144.75 |
|
2.618 |
7,026.00 |
|
4.250 |
6,832.25 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,398.00 |
7,413.25 |
| PP |
7,397.25 |
7,408.50 |
| S1 |
7,396.50 |
7,403.75 |
|