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 |
3,373.0 |
3,368.0 |
-5.0 |
-0.1% |
3,388.0 |
High |
3,400.0 |
3,372.0 |
-28.0 |
-0.8% |
3,429.0 |
Low |
3,364.0 |
3,339.0 |
-25.0 |
-0.7% |
3,356.0 |
Close |
3,389.0 |
3,353.0 |
-36.0 |
-1.1% |
3,376.0 |
Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
73.0 |
ATR |
30.3 |
31.7 |
1.4 |
4.7% |
0.0 |
Volume |
17,399 |
3,111 |
-14,288 |
-82.1% |
19,543 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,453.7 |
3,436.3 |
3,371.2 |
|
R3 |
3,420.7 |
3,403.3 |
3,362.1 |
|
R2 |
3,387.7 |
3,387.7 |
3,359.1 |
|
R1 |
3,370.3 |
3,370.3 |
3,356.0 |
3,362.5 |
PP |
3,354.7 |
3,354.7 |
3,354.7 |
3,350.8 |
S1 |
3,337.3 |
3,337.3 |
3,350.0 |
3,329.5 |
S2 |
3,321.7 |
3,321.7 |
3,347.0 |
|
S3 |
3,288.7 |
3,304.3 |
3,343.9 |
|
S4 |
3,255.7 |
3,271.3 |
3,334.9 |
|
|
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 |
3,419.0 |
3,339.0 |
80.0 |
2.4% |
36.0 |
1.1% |
18% |
False |
True |
4,808 |
10 |
3,429.0 |
3,339.0 |
90.0 |
2.7% |
27.1 |
0.8% |
16% |
False |
True |
4,357 |
20 |
3,429.0 |
3,246.0 |
183.0 |
5.5% |
24.1 |
0.7% |
58% |
False |
False |
3,210 |
40 |
3,437.0 |
3,246.0 |
191.0 |
5.7% |
23.7 |
0.7% |
56% |
False |
False |
2,133 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
21.0 |
0.6% |
43% |
False |
False |
1,423 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
20.4 |
0.6% |
43% |
False |
False |
1,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.3 |
2.618 |
3,458.4 |
1.618 |
3,425.4 |
1.000 |
3,405.0 |
0.618 |
3,392.4 |
HIGH |
3,372.0 |
0.618 |
3,359.4 |
0.500 |
3,355.5 |
0.382 |
3,351.6 |
LOW |
3,339.0 |
0.618 |
3,318.6 |
1.000 |
3,306.0 |
1.618 |
3,285.6 |
2.618 |
3,252.6 |
4.250 |
3,198.8 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,355.5 |
3,369.5 |
PP |
3,354.7 |
3,364.0 |
S1 |
3,353.8 |
3,358.5 |
|