| 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 |
2,930.75 |
2,930.75 |
0.00 |
0.0% |
2,939.25 |
| High |
2,933.75 |
2,950.50 |
16.75 |
0.6% |
2,944.25 |
| Low |
2,916.75 |
2,930.75 |
14.00 |
0.5% |
2,916.50 |
| Close |
2,927.50 |
2,938.75 |
11.25 |
0.4% |
2,927.50 |
| Range |
17.00 |
19.75 |
2.75 |
16.2% |
27.75 |
| ATR |
19.90 |
20.12 |
0.22 |
1.1% |
0.00 |
| Volume |
3,272 |
10,553 |
7,281 |
222.5% |
31,037 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.25 |
2,988.75 |
2,949.50 |
|
| R3 |
2,979.50 |
2,969.00 |
2,944.25 |
|
| R2 |
2,959.75 |
2,959.75 |
2,942.25 |
|
| R1 |
2,949.25 |
2,949.25 |
2,940.50 |
2,954.50 |
| PP |
2,940.00 |
2,940.00 |
2,940.00 |
2,942.50 |
| S1 |
2,929.50 |
2,929.50 |
2,937.00 |
2,934.75 |
| S2 |
2,920.25 |
2,920.25 |
2,935.25 |
|
| S3 |
2,900.50 |
2,909.75 |
2,933.25 |
|
| S4 |
2,880.75 |
2,890.00 |
2,928.00 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.75 |
2,997.75 |
2,942.75 |
|
| R3 |
2,985.00 |
2,970.00 |
2,935.25 |
|
| R2 |
2,957.25 |
2,957.25 |
2,932.50 |
|
| R1 |
2,942.25 |
2,942.25 |
2,930.00 |
2,936.00 |
| PP |
2,929.50 |
2,929.50 |
2,929.50 |
2,926.25 |
| S1 |
2,914.50 |
2,914.50 |
2,925.00 |
2,908.00 |
| S2 |
2,901.75 |
2,901.75 |
2,922.50 |
|
| S3 |
2,874.00 |
2,886.75 |
2,919.75 |
|
| S4 |
2,846.25 |
2,859.00 |
2,912.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,950.50 |
2,916.50 |
34.00 |
1.2% |
20.75 |
0.7% |
65% |
True |
False |
7,327 |
| 10 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
20.50 |
0.7% |
74% |
False |
False |
6,158 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.6% |
20.00 |
0.7% |
78% |
False |
False |
3,755 |
| 40 |
2,955.50 |
2,815.00 |
140.50 |
4.8% |
19.00 |
0.6% |
88% |
False |
False |
2,107 |
| 60 |
2,955.50 |
2,777.25 |
178.25 |
6.1% |
18.75 |
0.6% |
91% |
False |
False |
1,675 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
20.25 |
0.7% |
93% |
False |
False |
1,675 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.0% |
20.00 |
0.7% |
94% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.50 |
|
2.618 |
3,002.25 |
|
1.618 |
2,982.50 |
|
1.000 |
2,970.25 |
|
0.618 |
2,962.75 |
|
HIGH |
2,950.50 |
|
0.618 |
2,943.00 |
|
0.500 |
2,940.50 |
|
0.382 |
2,938.25 |
|
LOW |
2,930.75 |
|
0.618 |
2,918.50 |
|
1.000 |
2,911.00 |
|
1.618 |
2,898.75 |
|
2.618 |
2,879.00 |
|
4.250 |
2,846.75 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,940.50 |
2,937.00 |
| PP |
2,940.00 |
2,935.25 |
| S1 |
2,939.50 |
2,933.50 |
|