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 |
1,207.5 |
1,209.5 |
2.0 |
0.2% |
1,201.7 |
High |
1,216.3 |
1,215.5 |
-0.8 |
-0.1% |
1,217.8 |
Low |
1,205.3 |
1,206.8 |
1.5 |
0.1% |
1,193.8 |
Close |
1,207.4 |
1,211.5 |
4.1 |
0.3% |
1,211.5 |
Range |
11.0 |
8.7 |
-2.3 |
-20.9% |
24.0 |
ATR |
11.8 |
11.6 |
-0.2 |
-1.9% |
0.0 |
Volume |
11,227 |
8,433 |
-2,794 |
-24.9% |
28,953 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.4 |
1,233.1 |
1,216.3 |
|
R3 |
1,228.7 |
1,224.4 |
1,213.9 |
|
R2 |
1,220.0 |
1,220.0 |
1,213.1 |
|
R1 |
1,215.7 |
1,215.7 |
1,212.3 |
1,217.9 |
PP |
1,211.3 |
1,211.3 |
1,211.3 |
1,212.3 |
S1 |
1,207.0 |
1,207.0 |
1,210.7 |
1,209.2 |
S2 |
1,202.6 |
1,202.6 |
1,209.9 |
|
S3 |
1,193.9 |
1,198.3 |
1,209.1 |
|
S4 |
1,185.2 |
1,189.6 |
1,206.7 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.7 |
1,269.6 |
1,224.7 |
|
R3 |
1,255.7 |
1,245.6 |
1,218.1 |
|
R2 |
1,231.7 |
1,231.7 |
1,215.9 |
|
R1 |
1,221.6 |
1,221.6 |
1,213.7 |
1,226.7 |
PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,210.2 |
S1 |
1,197.6 |
1,197.6 |
1,209.3 |
1,202.7 |
S2 |
1,183.7 |
1,183.7 |
1,207.1 |
|
S3 |
1,159.7 |
1,173.6 |
1,204.9 |
|
S4 |
1,135.7 |
1,149.6 |
1,198.3 |
|
|
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 |
1,193.8 |
24.0 |
2.0% |
11.7 |
1.0% |
74% |
False |
False |
5,790 |
10 |
1,217.8 |
1,190.0 |
27.8 |
2.3% |
11.7 |
1.0% |
77% |
False |
False |
4,711 |
20 |
1,223.6 |
1,190.0 |
33.6 |
2.8% |
11.6 |
1.0% |
64% |
False |
False |
3,362 |
40 |
1,230.3 |
1,173.2 |
57.1 |
4.7% |
11.8 |
1.0% |
67% |
False |
False |
2,699 |
60 |
1,264.2 |
1,173.2 |
91.0 |
7.5% |
11.3 |
0.9% |
42% |
False |
False |
2,605 |
80 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.7 |
0.9% |
24% |
False |
False |
2,286 |
100 |
1,330.9 |
1,173.2 |
157.7 |
13.0% |
9.9 |
0.8% |
24% |
False |
False |
2,003 |
120 |
1,382.8 |
1,173.2 |
209.6 |
17.3% |
9.4 |
0.8% |
18% |
False |
False |
1,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.5 |
2.618 |
1,238.3 |
1.618 |
1,229.6 |
1.000 |
1,224.2 |
0.618 |
1,220.9 |
HIGH |
1,215.5 |
0.618 |
1,212.2 |
0.500 |
1,211.2 |
0.382 |
1,210.1 |
LOW |
1,206.8 |
0.618 |
1,201.4 |
1.000 |
1,198.1 |
1.618 |
1,192.7 |
2.618 |
1,184.0 |
4.250 |
1,169.8 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1,211.4 |
1,211.5 |
PP |
1,211.3 |
1,211.4 |
S1 |
1,211.2 |
1,211.4 |
|