| 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 |
10.98 |
10.99 |
0.01 |
0.1% |
10.86 |
| High |
11.00 |
11.01 |
0.01 |
0.1% |
11.01 |
| Low |
10.98 |
10.99 |
0.01 |
0.1% |
10.75 |
| Close |
10.99 |
11.00 |
0.01 |
0.1% |
10.99 |
| Range |
0.02 |
0.02 |
0.00 |
0.0% |
0.26 |
| ATR |
0.05 |
0.05 |
0.00 |
-4.4% |
0.00 |
| Volume |
53,200 |
153,100 |
99,900 |
187.8% |
1,803,200 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.06 |
11.05 |
11.01 |
|
| R3 |
11.04 |
11.03 |
11.01 |
|
| R2 |
11.02 |
11.02 |
11.00 |
|
| R1 |
11.01 |
11.01 |
11.00 |
11.02 |
| PP |
11.00 |
11.00 |
11.00 |
11.00 |
| S1 |
10.99 |
10.99 |
11.00 |
11.00 |
| S2 |
10.98 |
10.98 |
11.00 |
|
| S3 |
10.96 |
10.97 |
10.99 |
|
| S4 |
10.94 |
10.95 |
10.99 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.70 |
11.60 |
11.13 |
|
| R3 |
11.44 |
11.34 |
11.06 |
|
| R2 |
11.18 |
11.18 |
11.04 |
|
| R1 |
11.08 |
11.08 |
11.01 |
11.13 |
| PP |
10.92 |
10.92 |
10.92 |
10.94 |
| S1 |
10.82 |
10.82 |
10.97 |
10.87 |
| S2 |
10.66 |
10.66 |
10.94 |
|
| S3 |
10.40 |
10.56 |
10.92 |
|
| S4 |
10.14 |
10.30 |
10.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11.01 |
10.75 |
0.26 |
2.4% |
0.03 |
0.3% |
96% |
True |
False |
391,300 |
| 10 |
11.01 |
10.75 |
0.26 |
2.4% |
0.04 |
0.4% |
96% |
True |
False |
267,339 |
| 20 |
11.01 |
10.75 |
0.26 |
2.4% |
0.03 |
0.3% |
96% |
True |
False |
162,170 |
| 40 |
11.01 |
10.75 |
0.26 |
2.4% |
0.04 |
0.3% |
96% |
True |
False |
115,017 |
| 60 |
11.01 |
10.75 |
0.26 |
2.4% |
0.04 |
0.4% |
96% |
True |
False |
123,869 |
| 80 |
11.01 |
10.75 |
0.26 |
2.4% |
0.04 |
0.4% |
96% |
True |
False |
161,922 |
| 100 |
11.01 |
10.48 |
0.53 |
4.8% |
0.05 |
0.5% |
98% |
True |
False |
157,662 |
| 120 |
11.01 |
10.47 |
0.54 |
4.9% |
0.06 |
0.6% |
98% |
True |
False |
163,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11.10 |
|
2.618 |
11.06 |
|
1.618 |
11.04 |
|
1.000 |
11.03 |
|
0.618 |
11.02 |
|
HIGH |
11.01 |
|
0.618 |
11.00 |
|
0.500 |
11.00 |
|
0.382 |
11.00 |
|
LOW |
10.99 |
|
0.618 |
10.98 |
|
1.000 |
10.97 |
|
1.618 |
10.96 |
|
2.618 |
10.94 |
|
4.250 |
10.91 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11.00 |
11.00 |
| PP |
11.00 |
11.00 |
| S1 |
11.00 |
11.00 |
|