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 |
3,419.0 |
3,377.0 |
-42.0 |
-1.2% |
3,388.0 |
High |
3,419.0 |
3,400.0 |
-19.0 |
-0.6% |
3,429.0 |
Low |
3,356.0 |
3,376.0 |
20.0 |
0.6% |
3,356.0 |
Close |
3,376.0 |
3,390.0 |
14.0 |
0.4% |
3,376.0 |
Range |
63.0 |
24.0 |
-39.0 |
-61.9% |
73.0 |
ATR |
29.1 |
28.7 |
-0.4 |
-1.2% |
0.0 |
Volume |
36 |
2,526 |
2,490 |
6,916.7% |
19,543 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,460.7 |
3,449.3 |
3,403.2 |
|
R3 |
3,436.7 |
3,425.3 |
3,396.6 |
|
R2 |
3,412.7 |
3,412.7 |
3,394.4 |
|
R1 |
3,401.3 |
3,401.3 |
3,392.2 |
3,407.0 |
PP |
3,388.7 |
3,388.7 |
3,388.7 |
3,391.5 |
S1 |
3,377.3 |
3,377.3 |
3,387.8 |
3,383.0 |
S2 |
3,364.7 |
3,364.7 |
3,385.6 |
|
S3 |
3,340.7 |
3,353.3 |
3,383.4 |
|
S4 |
3,316.7 |
3,329.3 |
3,376.8 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,606.0 |
3,564.0 |
3,416.2 |
|
R3 |
3,533.0 |
3,491.0 |
3,396.1 |
|
R2 |
3,460.0 |
3,460.0 |
3,389.4 |
|
R1 |
3,418.0 |
3,418.0 |
3,382.7 |
3,402.5 |
PP |
3,387.0 |
3,387.0 |
3,387.0 |
3,379.3 |
S1 |
3,345.0 |
3,345.0 |
3,369.3 |
3,329.5 |
S2 |
3,314.0 |
3,314.0 |
3,362.6 |
|
S3 |
3,241.0 |
3,272.0 |
3,355.9 |
|
S4 |
3,168.0 |
3,199.0 |
3,335.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,429.0 |
3,356.0 |
73.0 |
2.2% |
30.0 |
0.9% |
47% |
False |
False |
3,150 |
10 |
3,429.0 |
3,312.0 |
117.0 |
3.5% |
26.4 |
0.8% |
67% |
False |
False |
4,020 |
20 |
3,429.0 |
3,246.0 |
183.0 |
5.4% |
25.2 |
0.7% |
79% |
False |
False |
2,832 |
40 |
3,478.0 |
3,246.0 |
232.0 |
6.8% |
22.3 |
0.7% |
62% |
False |
False |
1,596 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
20.3 |
0.6% |
58% |
False |
False |
1,066 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
19.2 |
0.6% |
58% |
False |
False |
1,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,502.0 |
2.618 |
3,462.8 |
1.618 |
3,438.8 |
1.000 |
3,424.0 |
0.618 |
3,414.8 |
HIGH |
3,400.0 |
0.618 |
3,390.8 |
0.500 |
3,388.0 |
0.382 |
3,385.2 |
LOW |
3,376.0 |
0.618 |
3,361.2 |
1.000 |
3,352.0 |
1.618 |
3,337.2 |
2.618 |
3,313.2 |
4.250 |
3,274.0 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,389.3 |
3,392.5 |
PP |
3,388.7 |
3,391.7 |
S1 |
3,388.0 |
3,390.8 |
|