Trading Metrics calculated at close of trading on 01-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1,192.6 |
1,201.7 |
9.1 |
0.8% |
1,208.6 |
High |
1,203.4 |
1,202.1 |
-1.3 |
-0.1% |
1,214.2 |
Low |
1,190.0 |
1,193.8 |
3.8 |
0.3% |
1,190.0 |
Close |
1,201.9 |
1,197.4 |
-4.5 |
-0.4% |
1,201.9 |
Range |
13.4 |
8.3 |
-5.1 |
-38.1% |
24.2 |
ATR |
11.6 |
11.3 |
-0.2 |
-2.0% |
0.0 |
Volume |
3,690 |
3,494 |
-196 |
-5.3% |
18,163 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.7 |
1,218.3 |
1,202.0 |
|
R3 |
1,214.4 |
1,210.0 |
1,199.7 |
|
R2 |
1,206.1 |
1,206.1 |
1,198.9 |
|
R1 |
1,201.7 |
1,201.7 |
1,198.2 |
1,199.8 |
PP |
1,197.8 |
1,197.8 |
1,197.8 |
1,196.8 |
S1 |
1,193.4 |
1,193.4 |
1,196.6 |
1,191.5 |
S2 |
1,189.5 |
1,189.5 |
1,195.9 |
|
S3 |
1,181.2 |
1,185.1 |
1,195.1 |
|
S4 |
1,172.9 |
1,176.8 |
1,192.8 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.6 |
1,262.5 |
1,215.2 |
|
R3 |
1,250.4 |
1,238.3 |
1,208.6 |
|
R2 |
1,226.2 |
1,226.2 |
1,206.3 |
|
R1 |
1,214.1 |
1,214.1 |
1,204.1 |
1,208.1 |
PP |
1,202.0 |
1,202.0 |
1,202.0 |
1,199.0 |
S1 |
1,189.9 |
1,189.9 |
1,199.7 |
1,183.9 |
S2 |
1,177.8 |
1,177.8 |
1,197.5 |
|
S3 |
1,153.6 |
1,165.7 |
1,195.2 |
|
S4 |
1,129.4 |
1,141.5 |
1,188.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.4 |
1,190.0 |
23.4 |
2.0% |
11.4 |
0.9% |
32% |
False |
False |
3,791 |
10 |
1,221.3 |
1,190.0 |
31.3 |
2.6% |
10.8 |
0.9% |
24% |
False |
False |
2,877 |
20 |
1,223.6 |
1,190.0 |
33.6 |
2.8% |
11.1 |
0.9% |
22% |
False |
False |
2,887 |
40 |
1,231.0 |
1,173.2 |
57.8 |
4.8% |
11.3 |
0.9% |
42% |
False |
False |
2,286 |
60 |
1,284.1 |
1,173.2 |
110.9 |
9.3% |
11.2 |
0.9% |
22% |
False |
False |
2,380 |
80 |
1,330.4 |
1,173.2 |
157.2 |
13.1% |
10.4 |
0.9% |
15% |
False |
False |
2,012 |
100 |
1,351.2 |
1,173.2 |
178.0 |
14.9% |
9.8 |
0.8% |
14% |
False |
False |
1,776 |
120 |
1,382.8 |
1,173.2 |
209.6 |
17.5% |
9.3 |
0.8% |
12% |
False |
False |
1,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.4 |
2.618 |
1,223.8 |
1.618 |
1,215.5 |
1.000 |
1,210.4 |
0.618 |
1,207.2 |
HIGH |
1,202.1 |
0.618 |
1,198.9 |
0.500 |
1,198.0 |
0.382 |
1,197.0 |
LOW |
1,193.8 |
0.618 |
1,188.7 |
1.000 |
1,185.5 |
1.618 |
1,180.4 |
2.618 |
1,172.1 |
4.250 |
1,158.5 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,198.0 |
1,199.0 |
PP |
1,197.8 |
1,198.5 |
S1 |
1,197.6 |
1,197.9 |
|