| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,391.0 |
3,386.0 |
-5.0 |
-0.1% |
3,403.0 |
| High |
3,413.0 |
3,387.0 |
-26.0 |
-0.8% |
3,442.0 |
| Low |
3,385.0 |
3,357.0 |
-28.0 |
-0.8% |
3,365.0 |
| Close |
3,401.0 |
3,375.0 |
-26.0 |
-0.8% |
3,387.0 |
| Range |
28.0 |
30.0 |
2.0 |
7.1% |
77.0 |
| ATR |
34.5 |
35.2 |
0.7 |
2.0% |
0.0 |
| Volume |
972,026 |
677,097 |
-294,929 |
-30.3% |
4,263,688 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,463.0 |
3,449.0 |
3,391.5 |
|
| R3 |
3,433.0 |
3,419.0 |
3,383.3 |
|
| R2 |
3,403.0 |
3,403.0 |
3,380.5 |
|
| R1 |
3,389.0 |
3,389.0 |
3,377.8 |
3,381.0 |
| PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,369.0 |
| S1 |
3,359.0 |
3,359.0 |
3,372.3 |
3,351.0 |
| S2 |
3,343.0 |
3,343.0 |
3,369.5 |
|
| S3 |
3,313.0 |
3,329.0 |
3,366.8 |
|
| S4 |
3,283.0 |
3,299.0 |
3,358.5 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,629.0 |
3,585.0 |
3,429.4 |
|
| R3 |
3,552.0 |
3,508.0 |
3,408.2 |
|
| R2 |
3,475.0 |
3,475.0 |
3,401.1 |
|
| R1 |
3,431.0 |
3,431.0 |
3,394.1 |
3,414.5 |
| PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,389.8 |
| S1 |
3,354.0 |
3,354.0 |
3,379.9 |
3,337.5 |
| S2 |
3,321.0 |
3,321.0 |
3,372.9 |
|
| S3 |
3,244.0 |
3,277.0 |
3,365.8 |
|
| S4 |
3,167.0 |
3,200.0 |
3,344.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,442.0 |
3,357.0 |
85.0 |
2.5% |
39.0 |
1.2% |
21% |
False |
True |
933,748 |
| 10 |
3,442.0 |
3,332.0 |
110.0 |
3.3% |
33.2 |
1.0% |
39% |
False |
False |
919,042 |
| 20 |
3,442.0 |
3,256.0 |
186.0 |
5.5% |
32.4 |
1.0% |
64% |
False |
False |
675,598 |
| 40 |
3,494.0 |
3,256.0 |
238.0 |
7.1% |
31.6 |
0.9% |
50% |
False |
False |
339,499 |
| 60 |
3,515.0 |
3,256.0 |
259.0 |
7.7% |
29.8 |
0.9% |
46% |
False |
False |
226,415 |
| 80 |
3,516.0 |
3,256.0 |
260.0 |
7.7% |
32.1 |
0.9% |
46% |
False |
False |
172,205 |
| 100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
32.5 |
1.0% |
41% |
False |
False |
138,626 |
| 120 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
29.4 |
0.9% |
41% |
False |
False |
115,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,514.5 |
|
2.618 |
3,465.5 |
|
1.618 |
3,435.5 |
|
1.000 |
3,417.0 |
|
0.618 |
3,405.5 |
|
HIGH |
3,387.0 |
|
0.618 |
3,375.5 |
|
0.500 |
3,372.0 |
|
0.382 |
3,368.5 |
|
LOW |
3,357.0 |
|
0.618 |
3,338.5 |
|
1.000 |
3,327.0 |
|
1.618 |
3,308.5 |
|
2.618 |
3,278.5 |
|
4.250 |
3,229.5 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,374.0 |
3,394.5 |
| PP |
3,373.0 |
3,388.0 |
| S1 |
3,372.0 |
3,381.5 |
|