| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,207.0 |
1,201.4 |
-5.6 |
-0.5% |
1,204.0 |
| High |
1,212.3 |
1,210.7 |
-1.6 |
-0.1% |
1,208.8 |
| Low |
1,200.4 |
1,199.6 |
-0.8 |
-0.1% |
1,184.3 |
| Close |
1,202.9 |
1,201.6 |
-1.3 |
-0.1% |
1,196.2 |
| Range |
11.9 |
11.1 |
-0.8 |
-6.7% |
24.5 |
| ATR |
12.6 |
12.5 |
-0.1 |
-0.8% |
0.0 |
| Volume |
255,072 |
290,842 |
35,770 |
14.0% |
1,414,268 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.3 |
1,230.5 |
1,207.7 |
|
| R3 |
1,226.2 |
1,219.4 |
1,204.7 |
|
| R2 |
1,215.1 |
1,215.1 |
1,203.6 |
|
| R1 |
1,208.3 |
1,208.3 |
1,202.6 |
1,211.7 |
| PP |
1,204.0 |
1,204.0 |
1,204.0 |
1,205.7 |
| S1 |
1,197.2 |
1,197.2 |
1,200.6 |
1,200.6 |
| S2 |
1,192.9 |
1,192.9 |
1,199.6 |
|
| S3 |
1,181.8 |
1,186.1 |
1,198.5 |
|
| S4 |
1,170.7 |
1,175.0 |
1,195.5 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.9 |
1,257.6 |
1,209.7 |
|
| R3 |
1,245.4 |
1,233.1 |
1,202.9 |
|
| R2 |
1,220.9 |
1,220.9 |
1,200.7 |
|
| R1 |
1,208.6 |
1,208.6 |
1,198.4 |
1,202.5 |
| PP |
1,196.4 |
1,196.4 |
1,196.4 |
1,193.4 |
| S1 |
1,184.1 |
1,184.1 |
1,194.0 |
1,178.0 |
| S2 |
1,171.9 |
1,171.9 |
1,191.7 |
|
| S3 |
1,147.4 |
1,159.6 |
1,189.5 |
|
| S4 |
1,122.9 |
1,135.1 |
1,182.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,212.3 |
1,184.3 |
28.0 |
2.3% |
13.0 |
1.1% |
62% |
False |
False |
287,911 |
| 10 |
1,215.8 |
1,184.3 |
31.5 |
2.6% |
13.1 |
1.1% |
55% |
False |
False |
289,076 |
| 20 |
1,218.0 |
1,184.3 |
33.7 |
2.8% |
12.2 |
1.0% |
51% |
False |
False |
273,016 |
| 40 |
1,225.6 |
1,167.1 |
58.5 |
4.9% |
12.6 |
1.1% |
59% |
False |
False |
275,265 |
| 60 |
1,259.6 |
1,167.1 |
92.5 |
7.7% |
12.4 |
1.0% |
37% |
False |
False |
227,118 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
12.2 |
1.0% |
22% |
False |
False |
174,224 |
| 100 |
1,333.4 |
1,167.1 |
166.3 |
13.8% |
11.8 |
1.0% |
21% |
False |
False |
140,609 |
| 120 |
1,377.8 |
1,167.1 |
210.7 |
17.5% |
11.7 |
1.0% |
16% |
False |
False |
117,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,257.9 |
|
2.618 |
1,239.8 |
|
1.618 |
1,228.7 |
|
1.000 |
1,221.8 |
|
0.618 |
1,217.6 |
|
HIGH |
1,210.7 |
|
0.618 |
1,206.5 |
|
0.500 |
1,205.2 |
|
0.382 |
1,203.8 |
|
LOW |
1,199.6 |
|
0.618 |
1,192.7 |
|
1.000 |
1,188.5 |
|
1.618 |
1,181.6 |
|
2.618 |
1,170.5 |
|
4.250 |
1,152.4 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.2 |
1,202.3 |
| PP |
1,204.0 |
1,202.0 |
| S1 |
1,202.8 |
1,201.8 |
|