| 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 |
1,214.9 |
1,214.7 |
-0.2 |
0.0% |
1,203.5 |
| High |
1,221.0 |
1,214.7 |
-6.3 |
-0.5% |
1,223.1 |
| Low |
1,213.0 |
1,199.3 |
-13.7 |
-1.1% |
1,199.9 |
| Close |
1,217.4 |
1,200.4 |
-17.0 |
-1.4% |
1,217.4 |
| Range |
8.0 |
15.4 |
7.4 |
92.5% |
23.2 |
| ATR |
10.5 |
11.1 |
0.5 |
5.2% |
0.0 |
| Volume |
3,508 |
2,601 |
-907 |
-25.9% |
9,911 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.0 |
1,241.1 |
1,208.9 |
|
| R3 |
1,235.6 |
1,225.7 |
1,204.6 |
|
| R2 |
1,220.2 |
1,220.2 |
1,203.2 |
|
| R1 |
1,210.3 |
1,210.3 |
1,201.8 |
1,207.6 |
| PP |
1,204.8 |
1,204.8 |
1,204.8 |
1,203.4 |
| S1 |
1,194.9 |
1,194.9 |
1,199.0 |
1,192.2 |
| S2 |
1,189.4 |
1,189.4 |
1,197.6 |
|
| S3 |
1,174.0 |
1,179.5 |
1,196.2 |
|
| S4 |
1,158.6 |
1,164.1 |
1,191.9 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.1 |
1,273.4 |
1,230.2 |
|
| R3 |
1,259.9 |
1,250.2 |
1,223.8 |
|
| R2 |
1,236.7 |
1,236.7 |
1,221.7 |
|
| R1 |
1,227.0 |
1,227.0 |
1,219.5 |
1,231.9 |
| PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,215.9 |
| S1 |
1,203.8 |
1,203.8 |
1,215.3 |
1,208.7 |
| S2 |
1,190.3 |
1,190.3 |
1,213.1 |
|
| S3 |
1,167.1 |
1,180.6 |
1,211.0 |
|
| S4 |
1,143.9 |
1,157.4 |
1,204.6 |
|
|
| 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 |
1,199.3 |
23.8 |
2.0% |
12.8 |
1.1% |
5% |
False |
True |
2,174 |
| 10 |
1,223.1 |
1,195.7 |
27.4 |
2.3% |
11.1 |
0.9% |
17% |
False |
False |
1,557 |
| 20 |
1,229.0 |
1,195.7 |
33.3 |
2.8% |
10.7 |
0.9% |
14% |
False |
False |
1,215 |
| 40 |
1,231.4 |
1,182.7 |
48.7 |
4.1% |
10.1 |
0.8% |
36% |
False |
False |
899 |
| 60 |
1,267.3 |
1,182.7 |
84.6 |
7.0% |
9.2 |
0.8% |
21% |
False |
False |
821 |
| 80 |
1,322.1 |
1,182.7 |
139.4 |
11.6% |
8.4 |
0.7% |
13% |
False |
False |
697 |
| 100 |
1,337.8 |
1,182.7 |
155.1 |
12.9% |
7.6 |
0.6% |
11% |
False |
False |
612 |
| 120 |
1,380.5 |
1,182.7 |
197.8 |
16.5% |
7.1 |
0.6% |
9% |
False |
False |
525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.2 |
|
2.618 |
1,255.0 |
|
1.618 |
1,239.6 |
|
1.000 |
1,230.1 |
|
0.618 |
1,224.2 |
|
HIGH |
1,214.7 |
|
0.618 |
1,208.8 |
|
0.500 |
1,207.0 |
|
0.382 |
1,205.2 |
|
LOW |
1,199.3 |
|
0.618 |
1,189.8 |
|
1.000 |
1,183.9 |
|
1.618 |
1,174.4 |
|
2.618 |
1,159.0 |
|
4.250 |
1,133.9 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.0 |
1,210.7 |
| PP |
1,204.8 |
1,207.3 |
| S1 |
1,202.6 |
1,203.8 |
|