| 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 |
3,380.0 |
3,385.0 |
5.0 |
0.1% |
3,403.0 |
| High |
3,413.0 |
3,387.0 |
-26.0 |
-0.8% |
3,442.0 |
| Low |
3,372.0 |
3,348.0 |
-24.0 |
-0.7% |
3,365.0 |
| Close |
3,401.0 |
3,364.0 |
-37.0 |
-1.1% |
3,387.0 |
| Range |
41.0 |
39.0 |
-2.0 |
-4.9% |
77.0 |
| ATR |
35.6 |
36.9 |
1.2 |
3.5% |
0.0 |
| Volume |
1,067,406 |
1,023,710 |
-43,696 |
-4.1% |
4,263,688 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,483.3 |
3,462.7 |
3,385.5 |
|
| R3 |
3,444.3 |
3,423.7 |
3,374.7 |
|
| R2 |
3,405.3 |
3,405.3 |
3,371.2 |
|
| R1 |
3,384.7 |
3,384.7 |
3,367.6 |
3,375.5 |
| PP |
3,366.3 |
3,366.3 |
3,366.3 |
3,361.8 |
| S1 |
3,345.7 |
3,345.7 |
3,360.4 |
3,336.5 |
| S2 |
3,327.3 |
3,327.3 |
3,356.9 |
|
| S3 |
3,288.3 |
3,306.7 |
3,353.3 |
|
| S4 |
3,249.3 |
3,267.7 |
3,342.6 |
|
|
| 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 |
3,432.0 |
3,348.0 |
84.0 |
2.5% |
41.0 |
1.2% |
19% |
False |
True |
894,332 |
| 10 |
3,442.0 |
3,348.0 |
94.0 |
2.8% |
33.9 |
1.0% |
17% |
False |
True |
863,670 |
| 20 |
3,442.0 |
3,256.0 |
186.0 |
5.5% |
32.5 |
1.0% |
58% |
False |
False |
773,181 |
| 40 |
3,476.0 |
3,256.0 |
220.0 |
6.5% |
32.4 |
1.0% |
49% |
False |
False |
391,769 |
| 60 |
3,515.0 |
3,256.0 |
259.0 |
7.7% |
30.2 |
0.9% |
42% |
False |
False |
261,266 |
| 80 |
3,516.0 |
3,256.0 |
260.0 |
7.7% |
32.5 |
1.0% |
42% |
False |
False |
197,040 |
| 100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
33.1 |
1.0% |
37% |
False |
False |
159,537 |
| 120 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
29.6 |
0.9% |
37% |
False |
False |
133,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,552.8 |
|
2.618 |
3,489.1 |
|
1.618 |
3,450.1 |
|
1.000 |
3,426.0 |
|
0.618 |
3,411.1 |
|
HIGH |
3,387.0 |
|
0.618 |
3,372.1 |
|
0.500 |
3,367.5 |
|
0.382 |
3,362.9 |
|
LOW |
3,348.0 |
|
0.618 |
3,323.9 |
|
1.000 |
3,309.0 |
|
1.618 |
3,284.9 |
|
2.618 |
3,245.9 |
|
4.250 |
3,182.3 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,367.5 |
3,380.5 |
| PP |
3,366.3 |
3,375.0 |
| S1 |
3,365.2 |
3,369.5 |
|