Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
3,353.0 |
3,316.0 |
-37.0 |
-1.1% |
3,377.0 |
High |
3,353.0 |
3,316.0 |
-37.0 |
-1.1% |
3,400.0 |
Low |
3,306.0 |
3,275.0 |
-31.0 |
-0.9% |
3,306.0 |
Close |
3,320.0 |
3,285.0 |
-35.0 |
-1.1% |
3,320.0 |
Range |
47.0 |
41.0 |
-6.0 |
-12.8% |
94.0 |
ATR |
32.8 |
33.6 |
0.9 |
2.7% |
0.0 |
Volume |
7,892 |
20 |
-7,872 |
-99.7% |
31,897 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,415.0 |
3,391.0 |
3,307.6 |
|
R3 |
3,374.0 |
3,350.0 |
3,296.3 |
|
R2 |
3,333.0 |
3,333.0 |
3,292.5 |
|
R1 |
3,309.0 |
3,309.0 |
3,288.8 |
3,300.5 |
PP |
3,292.0 |
3,292.0 |
3,292.0 |
3,287.8 |
S1 |
3,268.0 |
3,268.0 |
3,281.2 |
3,259.5 |
S2 |
3,251.0 |
3,251.0 |
3,277.5 |
|
S3 |
3,210.0 |
3,227.0 |
3,273.7 |
|
S4 |
3,169.0 |
3,186.0 |
3,262.5 |
|
|
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 |
3,275.0 |
125.0 |
3.8% |
36.2 |
1.1% |
8% |
False |
True |
5,878 |
10 |
3,429.0 |
3,275.0 |
154.0 |
4.7% |
33.1 |
1.0% |
6% |
False |
True |
4,514 |
20 |
3,429.0 |
3,271.0 |
158.0 |
4.8% |
26.6 |
0.8% |
9% |
False |
False |
3,589 |
40 |
3,431.0 |
3,246.0 |
185.0 |
5.6% |
24.4 |
0.7% |
21% |
False |
False |
2,310 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.6% |
22.3 |
0.7% |
16% |
False |
False |
1,555 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.6% |
21.4 |
0.7% |
16% |
False |
False |
1,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,490.3 |
2.618 |
3,423.3 |
1.618 |
3,382.3 |
1.000 |
3,357.0 |
0.618 |
3,341.3 |
HIGH |
3,316.0 |
0.618 |
3,300.3 |
0.500 |
3,295.5 |
0.382 |
3,290.7 |
LOW |
3,275.0 |
0.618 |
3,249.7 |
1.000 |
3,234.0 |
1.618 |
3,208.7 |
2.618 |
3,167.7 |
4.250 |
3,100.8 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
3,295.5 |
3,323.5 |
PP |
3,292.0 |
3,310.7 |
S1 |
3,288.5 |
3,297.8 |
|