| 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 |
1,198.0 |
1,213.1 |
15.1 |
1.3% |
1,208.6 |
| High |
1,217.8 |
1,217.5 |
-0.3 |
0.0% |
1,214.2 |
| Low |
1,198.0 |
1,206.6 |
8.6 |
0.7% |
1,190.0 |
| Close |
1,212.7 |
1,208.6 |
-4.1 |
-0.3% |
1,201.9 |
| Range |
19.8 |
10.9 |
-8.9 |
-44.9% |
24.2 |
| ATR |
12.0 |
11.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
3,735 |
2,064 |
-1,671 |
-44.7% |
18,163 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.6 |
1,237.0 |
1,214.6 |
|
| R3 |
1,232.7 |
1,226.1 |
1,211.6 |
|
| R2 |
1,221.8 |
1,221.8 |
1,210.6 |
|
| R1 |
1,215.2 |
1,215.2 |
1,209.6 |
1,213.1 |
| PP |
1,210.9 |
1,210.9 |
1,210.9 |
1,209.8 |
| S1 |
1,204.3 |
1,204.3 |
1,207.6 |
1,202.2 |
| S2 |
1,200.0 |
1,200.0 |
1,206.6 |
|
| S3 |
1,189.1 |
1,193.4 |
1,205.6 |
|
| S4 |
1,178.2 |
1,182.5 |
1,202.6 |
|
|
| 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 |
1,217.8 |
1,190.0 |
27.8 |
2.3% |
13.8 |
1.1% |
67% |
False |
False |
4,121 |
| 10 |
1,221.3 |
1,190.0 |
31.3 |
2.6% |
12.3 |
1.0% |
59% |
False |
False |
3,130 |
| 20 |
1,223.6 |
1,190.0 |
33.6 |
2.8% |
11.6 |
1.0% |
55% |
False |
False |
2,837 |
| 40 |
1,231.0 |
1,173.2 |
57.8 |
4.8% |
11.7 |
1.0% |
61% |
False |
False |
2,327 |
| 60 |
1,273.1 |
1,173.2 |
99.9 |
8.3% |
11.3 |
0.9% |
35% |
False |
False |
2,374 |
| 80 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.6 |
0.9% |
23% |
False |
False |
2,063 |
| 100 |
1,344.6 |
1,173.2 |
171.4 |
14.2% |
10.0 |
0.8% |
21% |
False |
False |
1,820 |
| 120 |
1,382.8 |
1,173.2 |
209.6 |
17.3% |
9.3 |
0.8% |
17% |
False |
False |
1,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.8 |
|
2.618 |
1,246.0 |
|
1.618 |
1,235.1 |
|
1.000 |
1,228.4 |
|
0.618 |
1,224.2 |
|
HIGH |
1,217.5 |
|
0.618 |
1,213.3 |
|
0.500 |
1,212.1 |
|
0.382 |
1,210.8 |
|
LOW |
1,206.6 |
|
0.618 |
1,199.9 |
|
1.000 |
1,195.7 |
|
1.618 |
1,189.0 |
|
2.618 |
1,178.1 |
|
4.250 |
1,160.3 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.1 |
1,207.7 |
| PP |
1,210.9 |
1,206.7 |
| S1 |
1,209.8 |
1,205.8 |
|