| 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 |
1,213.1 |
1,207.5 |
-5.6 |
-0.5% |
1,208.6 |
| High |
1,217.5 |
1,216.3 |
-1.2 |
-0.1% |
1,214.2 |
| Low |
1,206.6 |
1,205.3 |
-1.3 |
-0.1% |
1,190.0 |
| Close |
1,208.6 |
1,207.4 |
-1.2 |
-0.1% |
1,201.9 |
| Range |
10.9 |
11.0 |
0.1 |
0.9% |
24.2 |
| ATR |
11.9 |
11.8 |
-0.1 |
-0.5% |
0.0 |
| Volume |
2,064 |
11,227 |
9,163 |
443.9% |
18,163 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.7 |
1,236.0 |
1,213.5 |
|
| R3 |
1,231.7 |
1,225.0 |
1,210.4 |
|
| R2 |
1,220.7 |
1,220.7 |
1,209.4 |
|
| R1 |
1,214.0 |
1,214.0 |
1,208.4 |
1,211.9 |
| PP |
1,209.7 |
1,209.7 |
1,209.7 |
1,208.6 |
| S1 |
1,203.0 |
1,203.0 |
1,206.4 |
1,200.9 |
| S2 |
1,198.7 |
1,198.7 |
1,205.4 |
|
| S3 |
1,187.7 |
1,192.0 |
1,204.4 |
|
| S4 |
1,176.7 |
1,181.0 |
1,201.4 |
|
|
| 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% |
12.7 |
1.1% |
63% |
False |
False |
4,842 |
| 10 |
1,221.3 |
1,190.0 |
31.3 |
2.6% |
12.8 |
1.1% |
56% |
False |
False |
4,119 |
| 20 |
1,223.6 |
1,190.0 |
33.6 |
2.8% |
11.6 |
1.0% |
52% |
False |
False |
3,000 |
| 40 |
1,231.0 |
1,173.2 |
57.8 |
4.8% |
11.7 |
1.0% |
59% |
False |
False |
2,553 |
| 60 |
1,265.4 |
1,173.2 |
92.2 |
7.6% |
11.3 |
0.9% |
37% |
False |
False |
2,499 |
| 80 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.7 |
0.9% |
22% |
False |
False |
2,189 |
| 100 |
1,336.6 |
1,173.2 |
163.4 |
13.5% |
10.1 |
0.8% |
21% |
False |
False |
1,925 |
| 120 |
1,382.8 |
1,173.2 |
209.6 |
17.4% |
9.4 |
0.8% |
16% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.1 |
|
2.618 |
1,245.1 |
|
1.618 |
1,234.1 |
|
1.000 |
1,227.3 |
|
0.618 |
1,223.1 |
|
HIGH |
1,216.3 |
|
0.618 |
1,212.1 |
|
0.500 |
1,210.8 |
|
0.382 |
1,209.5 |
|
LOW |
1,205.3 |
|
0.618 |
1,198.5 |
|
1.000 |
1,194.3 |
|
1.618 |
1,187.5 |
|
2.618 |
1,176.5 |
|
4.250 |
1,158.6 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,210.8 |
1,207.9 |
| PP |
1,209.7 |
1,207.7 |
| S1 |
1,208.5 |
1,207.6 |
|