| 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 |
1,197.7 |
1,203.5 |
5.8 |
0.5% |
1,214.3 |
| High |
1,209.0 |
1,204.9 |
-4.1 |
-0.3% |
1,219.4 |
| Low |
1,195.7 |
1,199.9 |
4.2 |
0.4% |
1,195.7 |
| Close |
1,207.4 |
1,203.0 |
-4.4 |
-0.4% |
1,207.4 |
| Range |
13.3 |
5.0 |
-8.3 |
-62.4% |
23.7 |
| ATR |
10.1 |
9.9 |
-0.2 |
-1.9% |
0.0 |
| Volume |
545 |
1,638 |
1,093 |
200.6% |
4,092 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.6 |
1,215.3 |
1,205.8 |
|
| R3 |
1,212.6 |
1,210.3 |
1,204.4 |
|
| R2 |
1,207.6 |
1,207.6 |
1,203.9 |
|
| R1 |
1,205.3 |
1,205.3 |
1,203.5 |
1,204.0 |
| PP |
1,202.6 |
1,202.6 |
1,202.6 |
1,201.9 |
| S1 |
1,200.3 |
1,200.3 |
1,202.5 |
1,199.0 |
| S2 |
1,197.6 |
1,197.6 |
1,202.1 |
|
| S3 |
1,192.6 |
1,195.3 |
1,201.6 |
|
| S4 |
1,187.6 |
1,190.3 |
1,200.3 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.6 |
1,266.7 |
1,220.4 |
|
| R3 |
1,254.9 |
1,243.0 |
1,213.9 |
|
| R2 |
1,231.2 |
1,231.2 |
1,211.7 |
|
| R1 |
1,219.3 |
1,219.3 |
1,209.6 |
1,213.4 |
| PP |
1,207.5 |
1,207.5 |
1,207.5 |
1,204.6 |
| S1 |
1,195.6 |
1,195.6 |
1,205.2 |
1,189.7 |
| S2 |
1,183.8 |
1,183.8 |
1,203.1 |
|
| S3 |
1,160.1 |
1,171.9 |
1,200.9 |
|
| S4 |
1,136.4 |
1,148.2 |
1,194.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.0 |
1,195.7 |
22.3 |
1.9% |
9.4 |
0.8% |
33% |
False |
False |
939 |
| 10 |
1,226.3 |
1,195.7 |
30.6 |
2.5% |
9.0 |
0.8% |
24% |
False |
False |
809 |
| 20 |
1,229.0 |
1,195.7 |
33.3 |
2.8% |
9.7 |
0.8% |
22% |
False |
False |
872 |
| 40 |
1,235.4 |
1,182.7 |
52.7 |
4.4% |
9.2 |
0.8% |
39% |
False |
False |
708 |
| 60 |
1,289.5 |
1,182.7 |
106.8 |
8.9% |
8.5 |
0.7% |
19% |
False |
False |
702 |
| 80 |
1,337.8 |
1,182.7 |
155.1 |
12.9% |
7.9 |
0.7% |
13% |
False |
False |
582 |
| 100 |
1,356.9 |
1,182.7 |
174.2 |
14.5% |
7.3 |
0.6% |
12% |
False |
False |
513 |
| 120 |
1,385.5 |
1,182.7 |
202.8 |
16.9% |
6.8 |
0.6% |
10% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.2 |
|
2.618 |
1,218.0 |
|
1.618 |
1,213.0 |
|
1.000 |
1,209.9 |
|
0.618 |
1,208.0 |
|
HIGH |
1,204.9 |
|
0.618 |
1,203.0 |
|
0.500 |
1,202.4 |
|
0.382 |
1,201.8 |
|
LOW |
1,199.9 |
|
0.618 |
1,196.8 |
|
1.000 |
1,194.9 |
|
1.618 |
1,191.8 |
|
2.618 |
1,186.8 |
|
4.250 |
1,178.7 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.8 |
1,204.5 |
| PP |
1,202.6 |
1,204.0 |
| S1 |
1,202.4 |
1,203.5 |
|