| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,203.5 |
1,204.5 |
1.0 |
0.1% |
1,214.3 |
| High |
1,204.9 |
1,223.0 |
18.1 |
1.5% |
1,219.4 |
| Low |
1,199.9 |
1,204.5 |
4.6 |
0.4% |
1,195.7 |
| Close |
1,203.0 |
1,218.4 |
15.4 |
1.3% |
1,207.4 |
| Range |
5.0 |
18.5 |
13.5 |
270.0% |
23.7 |
| ATR |
9.9 |
10.7 |
0.7 |
7.2% |
0.0 |
| Volume |
1,638 |
1,418 |
-220 |
-13.4% |
4,092 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.8 |
1,263.1 |
1,228.6 |
|
| R3 |
1,252.3 |
1,244.6 |
1,223.5 |
|
| R2 |
1,233.8 |
1,233.8 |
1,221.8 |
|
| R1 |
1,226.1 |
1,226.1 |
1,220.1 |
1,230.0 |
| PP |
1,215.3 |
1,215.3 |
1,215.3 |
1,217.2 |
| S1 |
1,207.6 |
1,207.6 |
1,216.7 |
1,211.5 |
| S2 |
1,196.8 |
1,196.8 |
1,215.0 |
|
| S3 |
1,178.3 |
1,189.1 |
1,213.3 |
|
| S4 |
1,159.8 |
1,170.6 |
1,208.2 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.6 |
1,266.7 |
1,220.4 |
|
| R3 |
1,254.9 |
1,243.0 |
1,213.9 |
|
| R2 |
1,231.2 |
1,231.2 |
1,211.7 |
|
| R1 |
1,219.3 |
1,219.3 |
1,209.6 |
1,213.4 |
| PP |
1,207.5 |
1,207.5 |
1,207.5 |
1,204.6 |
| S1 |
1,195.6 |
1,195.6 |
1,205.2 |
1,189.7 |
| S2 |
1,183.8 |
1,183.8 |
1,203.1 |
|
| S3 |
1,160.1 |
1,171.9 |
1,200.9 |
|
| S4 |
1,136.4 |
1,148.2 |
1,194.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,223.0 |
1,195.7 |
27.3 |
2.2% |
12.3 |
1.0% |
83% |
True |
False |
1,133 |
| 10 |
1,226.3 |
1,195.7 |
30.6 |
2.5% |
10.2 |
0.8% |
74% |
False |
False |
904 |
| 20 |
1,229.0 |
1,195.7 |
33.3 |
2.7% |
9.9 |
0.8% |
68% |
False |
False |
918 |
| 40 |
1,235.4 |
1,182.7 |
52.7 |
4.3% |
9.5 |
0.8% |
68% |
False |
False |
737 |
| 60 |
1,279.2 |
1,182.7 |
96.5 |
7.9% |
8.7 |
0.7% |
37% |
False |
False |
716 |
| 80 |
1,337.8 |
1,182.7 |
155.1 |
12.7% |
8.1 |
0.7% |
23% |
False |
False |
596 |
| 100 |
1,356.9 |
1,182.7 |
174.2 |
14.3% |
7.5 |
0.6% |
20% |
False |
False |
526 |
| 120 |
1,385.5 |
1,182.7 |
202.8 |
16.6% |
6.9 |
0.6% |
18% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.6 |
|
2.618 |
1,271.4 |
|
1.618 |
1,252.9 |
|
1.000 |
1,241.5 |
|
0.618 |
1,234.4 |
|
HIGH |
1,223.0 |
|
0.618 |
1,215.9 |
|
0.500 |
1,213.8 |
|
0.382 |
1,211.6 |
|
LOW |
1,204.5 |
|
0.618 |
1,193.1 |
|
1.000 |
1,186.0 |
|
1.618 |
1,174.6 |
|
2.618 |
1,156.1 |
|
4.250 |
1,125.9 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.9 |
1,215.4 |
| PP |
1,215.3 |
1,212.4 |
| S1 |
1,213.8 |
1,209.4 |
|