Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
7,478.0 |
7,388.0 |
-90.0 |
-1.2% |
7,491.0 |
High |
7,500.0 |
7,415.5 |
-84.5 |
-1.1% |
7,500.0 |
Low |
7,362.5 |
7,264.0 |
-98.5 |
-1.3% |
7,264.0 |
Close |
7,390.0 |
7,291.5 |
-98.5 |
-1.3% |
7,291.5 |
Range |
137.5 |
151.5 |
14.0 |
10.2% |
236.0 |
ATR |
72.6 |
78.3 |
5.6 |
7.8% |
0.0 |
Volume |
107,045 |
113,653 |
6,608 |
6.2% |
480,062 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,778.0 |
7,686.5 |
7,375.0 |
|
R3 |
7,626.5 |
7,535.0 |
7,333.0 |
|
R2 |
7,475.0 |
7,475.0 |
7,319.5 |
|
R1 |
7,383.5 |
7,383.5 |
7,305.5 |
7,353.5 |
PP |
7,323.5 |
7,323.5 |
7,323.5 |
7,309.0 |
S1 |
7,232.0 |
7,232.0 |
7,277.5 |
7,202.0 |
S2 |
7,172.0 |
7,172.0 |
7,263.5 |
|
S3 |
7,020.5 |
7,080.5 |
7,250.0 |
|
S4 |
6,869.0 |
6,929.0 |
7,208.0 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,060.0 |
7,911.5 |
7,421.5 |
|
R3 |
7,824.0 |
7,675.5 |
7,356.5 |
|
R2 |
7,588.0 |
7,588.0 |
7,335.0 |
|
R1 |
7,439.5 |
7,439.5 |
7,313.0 |
7,396.0 |
PP |
7,352.0 |
7,352.0 |
7,352.0 |
7,330.0 |
S1 |
7,203.5 |
7,203.5 |
7,270.0 |
7,160.0 |
S2 |
7,116.0 |
7,116.0 |
7,248.0 |
|
S3 |
6,880.0 |
6,967.5 |
7,226.5 |
|
S4 |
6,644.0 |
6,731.5 |
7,161.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,500.0 |
7,264.0 |
236.0 |
3.2% |
94.0 |
1.3% |
12% |
False |
True |
96,012 |
10 |
7,523.0 |
7,264.0 |
259.0 |
3.6% |
78.5 |
1.1% |
11% |
False |
True |
92,577 |
20 |
7,523.0 |
7,184.0 |
339.0 |
4.6% |
72.5 |
1.0% |
32% |
False |
False |
112,255 |
40 |
7,648.0 |
7,184.0 |
464.0 |
6.4% |
61.5 |
0.8% |
23% |
False |
False |
56,788 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
53.5 |
0.7% |
21% |
False |
False |
37,869 |
80 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
49.5 |
0.7% |
21% |
False |
False |
28,428 |
100 |
7,770.5 |
7,184.0 |
586.5 |
8.0% |
42.0 |
0.6% |
18% |
False |
False |
22,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,059.5 |
2.618 |
7,812.0 |
1.618 |
7,660.5 |
1.000 |
7,567.0 |
0.618 |
7,509.0 |
HIGH |
7,415.5 |
0.618 |
7,357.5 |
0.500 |
7,340.0 |
0.382 |
7,322.0 |
LOW |
7,264.0 |
0.618 |
7,170.5 |
1.000 |
7,112.5 |
1.618 |
7,019.0 |
2.618 |
6,867.5 |
4.250 |
6,620.0 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
7,340.0 |
7,382.0 |
PP |
7,323.5 |
7,352.0 |
S1 |
7,307.5 |
7,321.5 |
|