| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
24,090 |
24,250 |
160 |
0.7% |
23,695 |
| High |
24,320 |
24,515 |
195 |
0.8% |
24,320 |
| Low |
24,030 |
24,170 |
140 |
0.6% |
23,625 |
| Close |
24,185 |
24,455 |
270 |
1.1% |
24,185 |
| Range |
290 |
345 |
55 |
19.0% |
695 |
| ATR |
276 |
281 |
5 |
1.8% |
0 |
| Volume |
13,249 |
8,933 |
-4,316 |
-32.6% |
46,566 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,415 |
25,280 |
24,645 |
|
| R3 |
25,070 |
24,935 |
24,550 |
|
| R2 |
24,725 |
24,725 |
24,518 |
|
| R1 |
24,590 |
24,590 |
24,487 |
24,658 |
| PP |
24,380 |
24,380 |
24,380 |
24,414 |
| S1 |
24,245 |
24,245 |
24,424 |
24,313 |
| S2 |
24,035 |
24,035 |
24,392 |
|
| S3 |
23,690 |
23,900 |
24,360 |
|
| S4 |
23,345 |
23,555 |
24,265 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,128 |
25,852 |
24,567 |
|
| R3 |
25,433 |
25,157 |
24,376 |
|
| R2 |
24,738 |
24,738 |
24,313 |
|
| R1 |
24,462 |
24,462 |
24,249 |
24,600 |
| PP |
24,043 |
24,043 |
24,043 |
24,113 |
| S1 |
23,767 |
23,767 |
24,121 |
23,905 |
| S2 |
23,348 |
23,348 |
24,058 |
|
| S3 |
22,653 |
23,072 |
23,994 |
|
| S4 |
21,958 |
22,377 |
23,803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,515 |
23,690 |
825 |
3.4% |
278 |
1.1% |
93% |
True |
False |
10,195 |
| 10 |
24,515 |
22,905 |
1,610 |
6.6% |
305 |
1.2% |
96% |
True |
False |
10,335 |
| 20 |
24,515 |
22,045 |
2,470 |
10.1% |
282 |
1.2% |
98% |
True |
False |
9,290 |
| 40 |
24,515 |
21,745 |
2,770 |
11.3% |
265 |
1.1% |
98% |
True |
False |
4,663 |
| 60 |
24,515 |
21,705 |
2,810 |
11.5% |
221 |
0.9% |
98% |
True |
False |
3,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,981 |
|
2.618 |
25,418 |
|
1.618 |
25,073 |
|
1.000 |
24,860 |
|
0.618 |
24,728 |
|
HIGH |
24,515 |
|
0.618 |
24,383 |
|
0.500 |
24,343 |
|
0.382 |
24,302 |
|
LOW |
24,170 |
|
0.618 |
23,957 |
|
1.000 |
23,825 |
|
1.618 |
23,612 |
|
2.618 |
23,267 |
|
4.250 |
22,704 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
24,418 |
24,358 |
| PP |
24,380 |
24,260 |
| S1 |
24,343 |
24,163 |
|