| 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 |
3,368.0 |
3,353.0 |
-15.0 |
-0.4% |
3,377.0 |
| High |
3,372.0 |
3,353.0 |
-19.0 |
-0.6% |
3,400.0 |
| Low |
3,339.0 |
3,306.0 |
-33.0 |
-1.0% |
3,306.0 |
| Close |
3,353.0 |
3,320.0 |
-33.0 |
-1.0% |
3,320.0 |
| Range |
33.0 |
47.0 |
14.0 |
42.4% |
94.0 |
| ATR |
31.7 |
32.8 |
1.1 |
3.5% |
0.0 |
| Volume |
3,111 |
7,892 |
4,781 |
153.7% |
31,897 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,467.3 |
3,440.7 |
3,345.9 |
|
| R3 |
3,420.3 |
3,393.7 |
3,332.9 |
|
| R2 |
3,373.3 |
3,373.3 |
3,328.6 |
|
| R1 |
3,346.7 |
3,346.7 |
3,324.3 |
3,336.5 |
| PP |
3,326.3 |
3,326.3 |
3,326.3 |
3,321.3 |
| S1 |
3,299.7 |
3,299.7 |
3,315.7 |
3,289.5 |
| S2 |
3,279.3 |
3,279.3 |
3,311.4 |
|
| S3 |
3,232.3 |
3,252.7 |
3,307.1 |
|
| S4 |
3,185.3 |
3,205.7 |
3,294.2 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,624.0 |
3,566.0 |
3,371.7 |
|
| R3 |
3,530.0 |
3,472.0 |
3,345.9 |
|
| R2 |
3,436.0 |
3,436.0 |
3,337.2 |
|
| R1 |
3,378.0 |
3,378.0 |
3,328.6 |
3,360.0 |
| PP |
3,342.0 |
3,342.0 |
3,342.0 |
3,333.0 |
| S1 |
3,284.0 |
3,284.0 |
3,311.4 |
3,266.0 |
| S2 |
3,248.0 |
3,248.0 |
3,302.8 |
|
| S3 |
3,154.0 |
3,190.0 |
3,294.2 |
|
| S4 |
3,060.0 |
3,096.0 |
3,268.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,400.0 |
3,306.0 |
94.0 |
2.8% |
32.8 |
1.0% |
15% |
False |
True |
6,379 |
| 10 |
3,429.0 |
3,306.0 |
123.0 |
3.7% |
30.2 |
0.9% |
11% |
False |
True |
5,144 |
| 20 |
3,429.0 |
3,268.0 |
161.0 |
4.8% |
25.6 |
0.8% |
32% |
False |
False |
3,589 |
| 40 |
3,431.0 |
3,246.0 |
185.0 |
5.6% |
23.5 |
0.7% |
40% |
False |
False |
2,328 |
| 60 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
21.7 |
0.7% |
30% |
False |
False |
1,555 |
| 80 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
21.0 |
0.6% |
30% |
False |
False |
1,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,552.8 |
|
2.618 |
3,476.0 |
|
1.618 |
3,429.0 |
|
1.000 |
3,400.0 |
|
0.618 |
3,382.0 |
|
HIGH |
3,353.0 |
|
0.618 |
3,335.0 |
|
0.500 |
3,329.5 |
|
0.382 |
3,324.0 |
|
LOW |
3,306.0 |
|
0.618 |
3,277.0 |
|
1.000 |
3,259.0 |
|
1.618 |
3,230.0 |
|
2.618 |
3,183.0 |
|
4.250 |
3,106.3 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,329.5 |
3,353.0 |
| PP |
3,326.3 |
3,342.0 |
| S1 |
3,323.2 |
3,331.0 |
|