| 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 |
2,934.00 |
2,918.00 |
-16.00 |
-0.5% |
2,930.75 |
| High |
2,934.00 |
2,924.00 |
-10.00 |
-0.3% |
2,953.25 |
| Low |
2,896.50 |
2,882.00 |
-14.50 |
-0.5% |
2,882.00 |
| Close |
2,916.25 |
2,902.75 |
-13.50 |
-0.5% |
2,902.75 |
| Range |
37.50 |
42.00 |
4.50 |
12.0% |
71.25 |
| ATR |
21.64 |
23.09 |
1.45 |
6.7% |
0.00 |
| Volume |
8,416 |
5,559 |
-2,857 |
-33.9% |
42,566 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.00 |
3,007.75 |
2,925.75 |
|
| R3 |
2,987.00 |
2,965.75 |
2,914.25 |
|
| R2 |
2,945.00 |
2,945.00 |
2,910.50 |
|
| R1 |
2,923.75 |
2,923.75 |
2,906.50 |
2,913.50 |
| PP |
2,903.00 |
2,903.00 |
2,903.00 |
2,897.75 |
| S1 |
2,881.75 |
2,881.75 |
2,899.00 |
2,871.50 |
| S2 |
2,861.00 |
2,861.00 |
2,895.00 |
|
| S3 |
2,819.00 |
2,839.75 |
2,891.25 |
|
| S4 |
2,777.00 |
2,797.75 |
2,879.75 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.50 |
3,085.75 |
2,942.00 |
|
| R3 |
3,055.25 |
3,014.50 |
2,922.25 |
|
| R2 |
2,984.00 |
2,984.00 |
2,915.75 |
|
| R1 |
2,943.25 |
2,943.25 |
2,909.25 |
2,928.00 |
| PP |
2,912.75 |
2,912.75 |
2,912.75 |
2,905.00 |
| S1 |
2,872.00 |
2,872.00 |
2,896.25 |
2,856.75 |
| S2 |
2,841.50 |
2,841.50 |
2,889.75 |
|
| S3 |
2,770.25 |
2,800.75 |
2,883.25 |
|
| S4 |
2,699.00 |
2,729.50 |
2,863.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,953.25 |
2,882.00 |
71.25 |
2.5% |
27.25 |
0.9% |
29% |
False |
True |
8,513 |
| 10 |
2,953.25 |
2,882.00 |
71.25 |
2.5% |
23.50 |
0.8% |
29% |
False |
True |
7,360 |
| 20 |
2,955.50 |
2,880.50 |
75.00 |
2.6% |
21.50 |
0.7% |
30% |
False |
False |
5,097 |
| 40 |
2,955.50 |
2,815.00 |
140.50 |
4.8% |
20.50 |
0.7% |
62% |
False |
False |
2,902 |
| 60 |
2,955.50 |
2,802.00 |
153.50 |
5.3% |
19.75 |
0.7% |
66% |
False |
False |
1,979 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.7% |
20.75 |
0.7% |
79% |
False |
False |
2,074 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.2% |
20.75 |
0.7% |
80% |
False |
False |
1,713 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
11.8% |
20.50 |
0.7% |
85% |
False |
False |
1,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.50 |
|
2.618 |
3,034.00 |
|
1.618 |
2,992.00 |
|
1.000 |
2,966.00 |
|
0.618 |
2,950.00 |
|
HIGH |
2,924.00 |
|
0.618 |
2,908.00 |
|
0.500 |
2,903.00 |
|
0.382 |
2,898.00 |
|
LOW |
2,882.00 |
|
0.618 |
2,856.00 |
|
1.000 |
2,840.00 |
|
1.618 |
2,814.00 |
|
2.618 |
2,772.00 |
|
4.250 |
2,703.50 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.00 |
2,917.50 |
| PP |
2,903.00 |
2,912.75 |
| S1 |
2,902.75 |
2,907.75 |
|