| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,204.5 |
1,223.1 |
18.6 |
1.5% |
1,214.3 |
| High |
1,223.0 |
1,223.1 |
0.1 |
0.0% |
1,219.4 |
| Low |
1,204.5 |
1,212.3 |
7.8 |
0.6% |
1,195.7 |
| Close |
1,218.4 |
1,214.3 |
-4.1 |
-0.3% |
1,207.4 |
| Range |
18.5 |
10.8 |
-7.7 |
-41.6% |
23.7 |
| ATR |
10.7 |
10.7 |
0.0 |
0.1% |
0.0 |
| Volume |
1,418 |
1,058 |
-360 |
-25.4% |
4,092 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.0 |
1,242.4 |
1,220.2 |
|
| R3 |
1,238.2 |
1,231.6 |
1,217.3 |
|
| R2 |
1,227.4 |
1,227.4 |
1,216.3 |
|
| R1 |
1,220.8 |
1,220.8 |
1,215.3 |
1,218.7 |
| PP |
1,216.6 |
1,216.6 |
1,216.6 |
1,215.5 |
| S1 |
1,210.0 |
1,210.0 |
1,213.3 |
1,207.9 |
| S2 |
1,205.8 |
1,205.8 |
1,212.3 |
|
| S3 |
1,195.0 |
1,199.2 |
1,211.3 |
|
| S4 |
1,184.2 |
1,188.4 |
1,208.4 |
|
|
| 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 |
1,223.1 |
1,195.7 |
27.4 |
2.3% |
12.8 |
1.1% |
68% |
True |
False |
1,162 |
| 10 |
1,226.3 |
1,195.7 |
30.6 |
2.5% |
10.8 |
0.9% |
61% |
False |
False |
969 |
| 20 |
1,229.0 |
1,195.7 |
33.3 |
2.7% |
10.2 |
0.8% |
56% |
False |
False |
927 |
| 40 |
1,235.4 |
1,182.7 |
52.7 |
4.3% |
9.7 |
0.8% |
60% |
False |
False |
747 |
| 60 |
1,275.9 |
1,182.7 |
93.2 |
7.7% |
8.9 |
0.7% |
34% |
False |
False |
706 |
| 80 |
1,337.8 |
1,182.7 |
155.1 |
12.8% |
8.2 |
0.7% |
20% |
False |
False |
606 |
| 100 |
1,352.8 |
1,182.7 |
170.1 |
14.0% |
7.5 |
0.6% |
19% |
False |
False |
535 |
| 120 |
1,385.5 |
1,182.7 |
202.8 |
16.7% |
6.9 |
0.6% |
16% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.0 |
|
2.618 |
1,251.4 |
|
1.618 |
1,240.6 |
|
1.000 |
1,233.9 |
|
0.618 |
1,229.8 |
|
HIGH |
1,223.1 |
|
0.618 |
1,219.0 |
|
0.500 |
1,217.7 |
|
0.382 |
1,216.4 |
|
LOW |
1,212.3 |
|
0.618 |
1,205.6 |
|
1.000 |
1,201.5 |
|
1.618 |
1,194.8 |
|
2.618 |
1,184.0 |
|
4.250 |
1,166.4 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,217.7 |
1,213.4 |
| PP |
1,216.6 |
1,212.4 |
| S1 |
1,215.4 |
1,211.5 |
|