| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,926.00 |
2,910.00 |
-16.00 |
-0.5% |
2,922.50 |
| High |
2,926.25 |
2,915.50 |
-10.75 |
-0.4% |
2,944.75 |
| Low |
2,887.75 |
2,873.25 |
-14.50 |
-0.5% |
2,873.25 |
| Close |
2,907.75 |
2,894.00 |
-13.75 |
-0.5% |
2,894.00 |
| Range |
38.50 |
42.25 |
3.75 |
9.7% |
71.50 |
| ATR |
22.42 |
23.84 |
1.42 |
6.3% |
0.00 |
| Volume |
2,165,850 |
2,291,213 |
125,363 |
5.8% |
8,074,047 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.00 |
2,999.75 |
2,917.25 |
|
| R3 |
2,978.75 |
2,957.50 |
2,905.50 |
|
| R2 |
2,936.50 |
2,936.50 |
2,901.75 |
|
| R1 |
2,915.25 |
2,915.25 |
2,897.75 |
2,904.75 |
| PP |
2,894.25 |
2,894.25 |
2,894.25 |
2,889.00 |
| S1 |
2,873.00 |
2,873.00 |
2,890.25 |
2,862.50 |
| S2 |
2,852.00 |
2,852.00 |
2,886.25 |
|
| S3 |
2,809.75 |
2,830.75 |
2,882.50 |
|
| S4 |
2,767.50 |
2,788.50 |
2,870.75 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.50 |
3,077.75 |
2,933.25 |
|
| R3 |
3,047.00 |
3,006.25 |
2,913.75 |
|
| R2 |
2,975.50 |
2,975.50 |
2,907.00 |
|
| R1 |
2,934.75 |
2,934.75 |
2,900.50 |
2,919.50 |
| PP |
2,904.00 |
2,904.00 |
2,904.00 |
2,896.25 |
| S1 |
2,863.25 |
2,863.25 |
2,887.50 |
2,848.00 |
| S2 |
2,832.50 |
2,832.50 |
2,881.00 |
|
| S3 |
2,761.00 |
2,791.75 |
2,874.25 |
|
| S4 |
2,689.50 |
2,720.25 |
2,854.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,944.75 |
2,873.25 |
71.50 |
2.5% |
27.75 |
1.0% |
29% |
False |
True |
1,614,809 |
| 10 |
2,944.75 |
2,873.25 |
71.50 |
2.5% |
23.75 |
0.8% |
29% |
False |
True |
1,421,715 |
| 20 |
2,947.00 |
2,872.25 |
74.75 |
2.6% |
22.00 |
0.8% |
29% |
False |
False |
1,231,011 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
22.00 |
0.8% |
62% |
False |
False |
621,015 |
| 60 |
2,947.00 |
2,793.50 |
153.50 |
5.3% |
21.25 |
0.7% |
65% |
False |
False |
414,869 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
23.25 |
0.8% |
79% |
False |
False |
311,842 |
| 100 |
2,947.00 |
2,683.00 |
264.00 |
9.1% |
23.50 |
0.8% |
80% |
False |
False |
249,690 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
12.0% |
24.75 |
0.9% |
85% |
False |
False |
208,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.00 |
|
2.618 |
3,026.00 |
|
1.618 |
2,983.75 |
|
1.000 |
2,957.75 |
|
0.618 |
2,941.50 |
|
HIGH |
2,915.50 |
|
0.618 |
2,899.25 |
|
0.500 |
2,894.50 |
|
0.382 |
2,889.50 |
|
LOW |
2,873.25 |
|
0.618 |
2,847.25 |
|
1.000 |
2,831.00 |
|
1.618 |
2,805.00 |
|
2.618 |
2,762.75 |
|
4.250 |
2,693.75 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,894.50 |
2,909.00 |
| PP |
2,894.25 |
2,904.00 |
| S1 |
2,894.00 |
2,899.00 |
|