| 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 |
1,220.3 |
1,223.1 |
2.8 |
0.2% |
1,212.9 |
| High |
1,227.3 |
1,223.1 |
-4.2 |
-0.3% |
1,229.5 |
| Low |
1,219.7 |
1,205.0 |
-14.7 |
-1.2% |
1,205.8 |
| Close |
1,223.6 |
1,206.6 |
-17.0 |
-1.4% |
1,223.6 |
| Range |
7.6 |
18.1 |
10.5 |
138.2% |
23.7 |
| ATR |
10.5 |
11.1 |
0.6 |
5.5% |
0.0 |
| Volume |
1,644 |
1,956 |
312 |
19.0% |
5,722 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.9 |
1,254.3 |
1,216.6 |
|
| R3 |
1,247.8 |
1,236.2 |
1,211.6 |
|
| R2 |
1,229.7 |
1,229.7 |
1,209.9 |
|
| R1 |
1,218.1 |
1,218.1 |
1,208.3 |
1,214.9 |
| PP |
1,211.6 |
1,211.6 |
1,211.6 |
1,209.9 |
| S1 |
1,200.0 |
1,200.0 |
1,204.9 |
1,196.8 |
| S2 |
1,193.5 |
1,193.5 |
1,203.3 |
|
| S3 |
1,175.4 |
1,181.9 |
1,201.6 |
|
| S4 |
1,157.3 |
1,163.8 |
1,196.6 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.7 |
1,280.9 |
1,236.6 |
|
| R3 |
1,267.0 |
1,257.2 |
1,230.1 |
|
| R2 |
1,243.3 |
1,243.3 |
1,227.9 |
|
| R1 |
1,233.5 |
1,233.5 |
1,225.8 |
1,238.4 |
| PP |
1,219.6 |
1,219.6 |
1,219.6 |
1,222.1 |
| S1 |
1,209.8 |
1,209.8 |
1,221.4 |
1,214.7 |
| S2 |
1,195.9 |
1,195.9 |
1,219.3 |
|
| S3 |
1,172.2 |
1,186.1 |
1,217.1 |
|
| S4 |
1,148.5 |
1,162.4 |
1,210.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,229.5 |
1,205.0 |
24.5 |
2.0% |
13.3 |
1.1% |
7% |
False |
True |
1,169 |
| 10 |
1,229.5 |
1,201.6 |
27.9 |
2.3% |
11.8 |
1.0% |
18% |
False |
False |
1,309 |
| 20 |
1,235.2 |
1,201.6 |
33.6 |
2.8% |
11.0 |
0.9% |
15% |
False |
False |
1,113 |
| 40 |
1,236.6 |
1,184.8 |
51.8 |
4.3% |
10.1 |
0.8% |
42% |
False |
False |
794 |
| 60 |
1,273.4 |
1,184.8 |
88.6 |
7.3% |
8.8 |
0.7% |
25% |
False |
False |
630 |
| 80 |
1,337.5 |
1,184.8 |
152.7 |
12.7% |
8.1 |
0.7% |
14% |
False |
False |
554 |
| 100 |
1,342.1 |
1,184.8 |
157.3 |
13.0% |
7.4 |
0.6% |
14% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.0 |
|
2.618 |
1,270.5 |
|
1.618 |
1,252.4 |
|
1.000 |
1,241.2 |
|
0.618 |
1,234.3 |
|
HIGH |
1,223.1 |
|
0.618 |
1,216.2 |
|
0.500 |
1,214.1 |
|
0.382 |
1,211.9 |
|
LOW |
1,205.0 |
|
0.618 |
1,193.8 |
|
1.000 |
1,186.9 |
|
1.618 |
1,175.7 |
|
2.618 |
1,157.6 |
|
4.250 |
1,128.1 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.1 |
1,216.6 |
| PP |
1,211.6 |
1,213.2 |
| S1 |
1,209.1 |
1,209.9 |
|