| 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 |
2,938.00 |
2,934.00 |
-4.00 |
-0.1% |
2,939.25 |
| High |
2,953.25 |
2,934.00 |
-19.25 |
-0.7% |
2,944.25 |
| Low |
2,933.75 |
2,896.50 |
-37.25 |
-1.3% |
2,916.50 |
| Close |
2,940.25 |
2,916.25 |
-24.00 |
-0.8% |
2,927.50 |
| Range |
19.50 |
37.50 |
18.00 |
92.3% |
27.75 |
| ATR |
19.93 |
21.64 |
1.70 |
8.5% |
0.00 |
| Volume |
9,267 |
8,416 |
-851 |
-9.2% |
31,037 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.00 |
3,009.75 |
2,937.00 |
|
| R3 |
2,990.50 |
2,972.25 |
2,926.50 |
|
| R2 |
2,953.00 |
2,953.00 |
2,923.00 |
|
| R1 |
2,934.75 |
2,934.75 |
2,919.75 |
2,925.00 |
| PP |
2,915.50 |
2,915.50 |
2,915.50 |
2,910.75 |
| S1 |
2,897.25 |
2,897.25 |
2,912.75 |
2,887.50 |
| S2 |
2,878.00 |
2,878.00 |
2,909.50 |
|
| S3 |
2,840.50 |
2,859.75 |
2,906.00 |
|
| S4 |
2,803.00 |
2,822.25 |
2,895.50 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.75 |
2,997.75 |
2,942.75 |
|
| R3 |
2,985.00 |
2,970.00 |
2,935.25 |
|
| R2 |
2,957.25 |
2,957.25 |
2,932.50 |
|
| R1 |
2,942.25 |
2,942.25 |
2,930.00 |
2,936.00 |
| PP |
2,929.50 |
2,929.50 |
2,929.50 |
2,926.25 |
| S1 |
2,914.50 |
2,914.50 |
2,925.00 |
2,908.00 |
| S2 |
2,901.75 |
2,901.75 |
2,922.50 |
|
| S3 |
2,874.00 |
2,886.75 |
2,919.75 |
|
| S4 |
2,846.25 |
2,859.00 |
2,912.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,953.25 |
2,896.50 |
56.75 |
1.9% |
22.25 |
0.8% |
35% |
False |
True |
8,055 |
| 10 |
2,955.50 |
2,896.50 |
59.00 |
2.0% |
20.75 |
0.7% |
33% |
False |
True |
7,023 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.7% |
20.25 |
0.7% |
50% |
False |
False |
4,892 |
| 40 |
2,955.50 |
2,815.00 |
140.50 |
4.8% |
19.75 |
0.7% |
72% |
False |
False |
2,763 |
| 60 |
2,955.50 |
2,795.00 |
160.50 |
5.5% |
19.25 |
0.7% |
76% |
False |
False |
1,891 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
20.50 |
0.7% |
84% |
False |
False |
2,005 |
| 100 |
2,955.50 |
2,689.75 |
265.75 |
9.1% |
20.25 |
0.7% |
85% |
False |
False |
1,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,093.50 |
|
2.618 |
3,032.25 |
|
1.618 |
2,994.75 |
|
1.000 |
2,971.50 |
|
0.618 |
2,957.25 |
|
HIGH |
2,934.00 |
|
0.618 |
2,919.75 |
|
0.500 |
2,915.25 |
|
0.382 |
2,910.75 |
|
LOW |
2,896.50 |
|
0.618 |
2,873.25 |
|
1.000 |
2,859.00 |
|
1.618 |
2,835.75 |
|
2.618 |
2,798.25 |
|
4.250 |
2,737.00 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.00 |
2,925.00 |
| PP |
2,915.50 |
2,922.00 |
| S1 |
2,915.25 |
2,919.00 |
|