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 |
3,370.0 |
3,373.0 |
3.0 |
0.1% |
3,388.0 |
High |
3,370.0 |
3,400.0 |
30.0 |
0.9% |
3,429.0 |
Low |
3,346.0 |
3,364.0 |
18.0 |
0.5% |
3,356.0 |
Close |
3,364.0 |
3,389.0 |
25.0 |
0.7% |
3,376.0 |
Range |
24.0 |
36.0 |
12.0 |
50.0% |
73.0 |
ATR |
29.8 |
30.3 |
0.4 |
1.5% |
0.0 |
Volume |
969 |
17,399 |
16,430 |
1,695.6% |
19,543 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,492.3 |
3,476.7 |
3,408.8 |
|
R3 |
3,456.3 |
3,440.7 |
3,398.9 |
|
R2 |
3,420.3 |
3,420.3 |
3,395.6 |
|
R1 |
3,404.7 |
3,404.7 |
3,392.3 |
3,412.5 |
PP |
3,384.3 |
3,384.3 |
3,384.3 |
3,388.3 |
S1 |
3,368.7 |
3,368.7 |
3,385.7 |
3,376.5 |
S2 |
3,348.3 |
3,348.3 |
3,382.4 |
|
S3 |
3,312.3 |
3,332.7 |
3,379.1 |
|
S4 |
3,276.3 |
3,296.7 |
3,369.2 |
|
|
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 |
3,346.0 |
83.0 |
2.4% |
37.6 |
1.1% |
52% |
False |
False |
4,215 |
10 |
3,429.0 |
3,338.0 |
91.0 |
2.7% |
28.2 |
0.8% |
56% |
False |
False |
4,553 |
20 |
3,429.0 |
3,246.0 |
183.0 |
5.4% |
23.8 |
0.7% |
78% |
False |
False |
3,530 |
40 |
3,461.0 |
3,246.0 |
215.0 |
6.3% |
23.2 |
0.7% |
67% |
False |
False |
2,055 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
20.7 |
0.6% |
57% |
False |
False |
1,372 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
20.0 |
0.6% |
57% |
False |
False |
1,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,553.0 |
2.618 |
3,494.2 |
1.618 |
3,458.2 |
1.000 |
3,436.0 |
0.618 |
3,422.2 |
HIGH |
3,400.0 |
0.618 |
3,386.2 |
0.500 |
3,382.0 |
0.382 |
3,377.8 |
LOW |
3,364.0 |
0.618 |
3,341.8 |
1.000 |
3,328.0 |
1.618 |
3,305.8 |
2.618 |
3,269.8 |
4.250 |
3,211.0 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,386.7 |
3,383.7 |
PP |
3,384.3 |
3,378.3 |
S1 |
3,382.0 |
3,373.0 |
|