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 |
7,449.5 |
7,478.0 |
28.5 |
0.4% |
7,421.0 |
High |
7,499.0 |
7,500.0 |
1.0 |
0.0% |
7,523.0 |
Low |
7,441.0 |
7,362.5 |
-78.5 |
-1.1% |
7,407.5 |
Close |
7,484.0 |
7,390.0 |
-94.0 |
-1.3% |
7,486.5 |
Range |
58.0 |
137.5 |
79.5 |
137.1% |
115.5 |
ATR |
67.6 |
72.6 |
5.0 |
7.4% |
0.0 |
Volume |
79,850 |
107,045 |
27,195 |
34.1% |
445,709 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,830.0 |
7,747.5 |
7,465.5 |
|
R3 |
7,692.5 |
7,610.0 |
7,428.0 |
|
R2 |
7,555.0 |
7,555.0 |
7,415.0 |
|
R1 |
7,472.5 |
7,472.5 |
7,402.5 |
7,445.0 |
PP |
7,417.5 |
7,417.5 |
7,417.5 |
7,404.0 |
S1 |
7,335.0 |
7,335.0 |
7,377.5 |
7,307.5 |
S2 |
7,280.0 |
7,280.0 |
7,365.0 |
|
S3 |
7,142.5 |
7,197.5 |
7,352.0 |
|
S4 |
7,005.0 |
7,060.0 |
7,314.5 |
|
|
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 |
7,521.5 |
7,362.5 |
159.0 |
2.2% |
80.5 |
1.1% |
17% |
False |
True |
96,998 |
10 |
7,523.0 |
7,344.0 |
179.0 |
2.4% |
75.5 |
1.0% |
26% |
False |
False |
95,356 |
20 |
7,523.0 |
7,184.0 |
339.0 |
4.6% |
70.0 |
0.9% |
61% |
False |
False |
106,896 |
40 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
59.0 |
0.8% |
40% |
False |
False |
53,947 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
51.5 |
0.7% |
40% |
False |
False |
35,975 |
80 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
49.5 |
0.7% |
40% |
False |
False |
27,009 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.9% |
40.5 |
0.6% |
35% |
False |
False |
21,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,084.5 |
2.618 |
7,860.0 |
1.618 |
7,722.5 |
1.000 |
7,637.5 |
0.618 |
7,585.0 |
HIGH |
7,500.0 |
0.618 |
7,447.5 |
0.500 |
7,431.0 |
0.382 |
7,415.0 |
LOW |
7,362.5 |
0.618 |
7,277.5 |
1.000 |
7,225.0 |
1.618 |
7,140.0 |
2.618 |
7,002.5 |
4.250 |
6,778.0 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,431.0 |
7,431.0 |
PP |
7,417.5 |
7,417.5 |
S1 |
7,404.0 |
7,404.0 |
|