| 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 |
2,918.00 |
2,906.50 |
-11.50 |
-0.4% |
2,930.75 |
| High |
2,924.00 |
2,906.50 |
-17.50 |
-0.6% |
2,953.25 |
| Low |
2,882.00 |
2,875.00 |
-7.00 |
-0.2% |
2,882.00 |
| Close |
2,902.75 |
2,902.50 |
-0.25 |
0.0% |
2,902.75 |
| Range |
42.00 |
31.50 |
-10.50 |
-25.0% |
71.25 |
| ATR |
23.09 |
23.69 |
0.60 |
2.6% |
0.00 |
| Volume |
5,559 |
10,143 |
4,584 |
82.5% |
42,566 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.25 |
2,977.25 |
2,919.75 |
|
| R3 |
2,957.75 |
2,945.75 |
2,911.25 |
|
| R2 |
2,926.25 |
2,926.25 |
2,908.25 |
|
| R1 |
2,914.25 |
2,914.25 |
2,905.50 |
2,904.50 |
| PP |
2,894.75 |
2,894.75 |
2,894.75 |
2,889.75 |
| S1 |
2,882.75 |
2,882.75 |
2,899.50 |
2,873.00 |
| S2 |
2,863.25 |
2,863.25 |
2,896.75 |
|
| S3 |
2,831.75 |
2,851.25 |
2,893.75 |
|
| S4 |
2,800.25 |
2,819.75 |
2,885.25 |
|
|
| 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 |
2,875.00 |
78.25 |
2.7% |
29.75 |
1.0% |
35% |
False |
True |
8,431 |
| 10 |
2,953.25 |
2,875.00 |
78.25 |
2.7% |
25.25 |
0.9% |
35% |
False |
True |
7,879 |
| 20 |
2,955.50 |
2,875.00 |
80.50 |
2.8% |
22.25 |
0.8% |
34% |
False |
True |
5,567 |
| 40 |
2,955.50 |
2,815.00 |
140.50 |
4.8% |
20.75 |
0.7% |
62% |
False |
False |
3,155 |
| 60 |
2,955.50 |
2,802.00 |
153.50 |
5.3% |
20.00 |
0.7% |
65% |
False |
False |
2,148 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.7% |
21.25 |
0.7% |
79% |
False |
False |
2,201 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.2% |
20.75 |
0.7% |
80% |
False |
False |
1,778 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
11.8% |
20.75 |
0.7% |
85% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.50 |
|
2.618 |
2,989.00 |
|
1.618 |
2,957.50 |
|
1.000 |
2,938.00 |
|
0.618 |
2,926.00 |
|
HIGH |
2,906.50 |
|
0.618 |
2,894.50 |
|
0.500 |
2,890.75 |
|
0.382 |
2,887.00 |
|
LOW |
2,875.00 |
|
0.618 |
2,855.50 |
|
1.000 |
2,843.50 |
|
1.618 |
2,824.00 |
|
2.618 |
2,792.50 |
|
4.250 |
2,741.00 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,898.50 |
2,904.50 |
| PP |
2,894.75 |
2,903.75 |
| S1 |
2,890.75 |
2,903.25 |
|