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 |
1,660.8 |
1,675.7 |
14.9 |
0.9% |
1,713.0 |
High |
1,682.3 |
1,675.8 |
-6.5 |
-0.4% |
1,719.4 |
Low |
1,659.1 |
1,645.5 |
-13.6 |
-0.8% |
1,686.9 |
Close |
1,678.3 |
1,650.6 |
-27.7 |
-1.7% |
1,700.8 |
Range |
23.2 |
30.3 |
7.1 |
30.6% |
32.5 |
ATR |
19.6 |
20.5 |
0.9 |
4.8% |
0.0 |
Volume |
146,492 |
174,409 |
27,917 |
19.1% |
532,357 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.2 |
1,729.7 |
1,667.3 |
|
R3 |
1,717.9 |
1,699.4 |
1,658.9 |
|
R2 |
1,687.6 |
1,687.6 |
1,656.2 |
|
R1 |
1,669.1 |
1,669.1 |
1,653.4 |
1,663.2 |
PP |
1,657.3 |
1,657.3 |
1,657.3 |
1,654.4 |
S1 |
1,638.8 |
1,638.8 |
1,647.8 |
1,632.9 |
S2 |
1,627.0 |
1,627.0 |
1,645.0 |
|
S3 |
1,596.7 |
1,608.5 |
1,642.3 |
|
S4 |
1,566.4 |
1,578.2 |
1,633.9 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.9 |
1,782.8 |
1,718.7 |
|
R3 |
1,767.4 |
1,750.3 |
1,709.7 |
|
R2 |
1,734.9 |
1,734.9 |
1,706.8 |
|
R1 |
1,717.8 |
1,717.8 |
1,703.8 |
1,710.1 |
PP |
1,702.4 |
1,702.4 |
1,702.4 |
1,698.5 |
S1 |
1,685.3 |
1,685.3 |
1,697.8 |
1,677.6 |
S2 |
1,669.9 |
1,669.9 |
1,694.8 |
|
S3 |
1,637.4 |
1,652.8 |
1,691.9 |
|
S4 |
1,604.9 |
1,620.3 |
1,682.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,711.8 |
1,645.5 |
66.3 |
4.0% |
27.1 |
1.6% |
8% |
False |
True |
152,088 |
10 |
1,731.3 |
1,645.5 |
85.8 |
5.2% |
21.6 |
1.3% |
6% |
False |
True |
128,537 |
20 |
1,733.1 |
1,645.5 |
87.6 |
5.3% |
19.6 |
1.2% |
6% |
False |
True |
121,222 |
40 |
1,750.6 |
1,645.5 |
105.1 |
6.4% |
18.1 |
1.1% |
5% |
False |
True |
60,753 |
60 |
1,750.6 |
1,645.5 |
105.1 |
6.4% |
18.1 |
1.1% |
5% |
False |
True |
40,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.6 |
2.618 |
1,755.1 |
1.618 |
1,724.8 |
1.000 |
1,706.1 |
0.618 |
1,694.5 |
HIGH |
1,675.8 |
0.618 |
1,664.2 |
0.500 |
1,660.7 |
0.382 |
1,657.1 |
LOW |
1,645.5 |
0.618 |
1,626.8 |
1.000 |
1,615.2 |
1.618 |
1,596.5 |
2.618 |
1,566.2 |
4.250 |
1,516.7 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,660.7 |
1,663.9 |
PP |
1,657.3 |
1,659.5 |
S1 |
1,654.0 |
1,655.0 |
|