Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,464.0 |
7,449.5 |
-14.5 |
-0.2% |
7,421.0 |
High |
7,464.0 |
7,499.0 |
35.0 |
0.5% |
7,523.0 |
Low |
7,408.5 |
7,441.0 |
32.5 |
0.4% |
7,407.5 |
Close |
7,446.5 |
7,484.0 |
37.5 |
0.5% |
7,486.5 |
Range |
55.5 |
58.0 |
2.5 |
4.5% |
115.5 |
ATR |
68.4 |
67.6 |
-0.7 |
-1.1% |
0.0 |
Volume |
95,671 |
79,850 |
-15,821 |
-16.5% |
445,709 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,648.5 |
7,624.5 |
7,516.0 |
|
R3 |
7,590.5 |
7,566.5 |
7,500.0 |
|
R2 |
7,532.5 |
7,532.5 |
7,494.5 |
|
R1 |
7,508.5 |
7,508.5 |
7,489.5 |
7,520.5 |
PP |
7,474.5 |
7,474.5 |
7,474.5 |
7,481.0 |
S1 |
7,450.5 |
7,450.5 |
7,478.5 |
7,462.5 |
S2 |
7,416.5 |
7,416.5 |
7,473.5 |
|
S3 |
7,358.5 |
7,392.5 |
7,468.0 |
|
S4 |
7,300.5 |
7,334.5 |
7,452.0 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,819.0 |
7,768.0 |
7,550.0 |
|
R3 |
7,703.5 |
7,652.5 |
7,518.5 |
|
R2 |
7,588.0 |
7,588.0 |
7,507.5 |
|
R1 |
7,537.0 |
7,537.0 |
7,497.0 |
7,562.5 |
PP |
7,472.5 |
7,472.5 |
7,472.5 |
7,485.0 |
S1 |
7,421.5 |
7,421.5 |
7,476.0 |
7,447.0 |
S2 |
7,357.0 |
7,357.0 |
7,465.5 |
|
S3 |
7,241.5 |
7,306.0 |
7,454.5 |
|
S4 |
7,126.0 |
7,190.5 |
7,423.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,523.0 |
7,408.5 |
114.5 |
1.5% |
67.5 |
0.9% |
66% |
False |
False |
93,021 |
10 |
7,523.0 |
7,285.5 |
237.5 |
3.2% |
68.0 |
0.9% |
84% |
False |
False |
97,843 |
20 |
7,523.0 |
7,184.0 |
339.0 |
4.5% |
67.0 |
0.9% |
88% |
False |
False |
102,150 |
40 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
57.5 |
0.8% |
58% |
False |
False |
51,272 |
60 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
50.5 |
0.7% |
58% |
False |
False |
34,191 |
80 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
47.5 |
0.6% |
58% |
False |
False |
25,671 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.8% |
39.5 |
0.5% |
51% |
False |
False |
20,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,745.5 |
2.618 |
7,651.0 |
1.618 |
7,593.0 |
1.000 |
7,557.0 |
0.618 |
7,535.0 |
HIGH |
7,499.0 |
0.618 |
7,477.0 |
0.500 |
7,470.0 |
0.382 |
7,463.0 |
LOW |
7,441.0 |
0.618 |
7,405.0 |
1.000 |
7,383.0 |
1.618 |
7,347.0 |
2.618 |
7,289.0 |
4.250 |
7,194.5 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,479.5 |
7,474.0 |
PP |
7,474.5 |
7,464.0 |
S1 |
7,470.0 |
7,454.0 |
|