Trading Metrics calculated at close of trading on 02-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,324.0 |
1,327.0 |
3.0 |
0.2% |
1,347.0 |
High |
1,327.1 |
1,344.2 |
17.1 |
1.3% |
1,356.8 |
Low |
1,321.7 |
1,324.7 |
3.0 |
0.2% |
1,321.7 |
Close |
1,322.8 |
1,342.1 |
19.3 |
1.5% |
1,322.8 |
Range |
5.4 |
19.5 |
14.1 |
261.1% |
35.1 |
ATR |
15.3 |
15.8 |
0.4 |
2.8% |
0.0 |
Volume |
5,585 |
649 |
-4,936 |
-88.4% |
701,805 |
|
Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.5 |
1,388.3 |
1,352.8 |
|
R3 |
1,376.0 |
1,368.8 |
1,347.5 |
|
R2 |
1,356.5 |
1,356.5 |
1,345.7 |
|
R1 |
1,349.3 |
1,349.3 |
1,343.9 |
1,352.9 |
PP |
1,337.0 |
1,337.0 |
1,337.0 |
1,338.8 |
S1 |
1,329.8 |
1,329.8 |
1,340.3 |
1,333.4 |
S2 |
1,317.5 |
1,317.5 |
1,338.5 |
|
S3 |
1,298.0 |
1,310.3 |
1,336.7 |
|
S4 |
1,278.5 |
1,290.8 |
1,331.4 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.1 |
1,416.0 |
1,342.1 |
|
R3 |
1,404.0 |
1,380.9 |
1,332.5 |
|
R2 |
1,368.9 |
1,368.9 |
1,329.2 |
|
R1 |
1,345.8 |
1,345.8 |
1,326.0 |
1,339.8 |
PP |
1,333.8 |
1,333.8 |
1,333.8 |
1,330.8 |
S1 |
1,310.7 |
1,310.7 |
1,319.6 |
1,304.7 |
S2 |
1,298.7 |
1,298.7 |
1,316.4 |
|
S3 |
1,263.6 |
1,275.6 |
1,313.1 |
|
S4 |
1,228.5 |
1,240.5 |
1,303.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.8 |
1,321.7 |
35.1 |
2.6% |
15.8 |
1.2% |
58% |
False |
False |
140,490 |
10 |
1,356.8 |
1,306.6 |
50.2 |
3.7% |
16.2 |
1.2% |
71% |
False |
False |
257,822 |
20 |
1,356.8 |
1,306.6 |
50.2 |
3.7% |
14.6 |
1.1% |
71% |
False |
False |
266,963 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.5% |
15.6 |
1.2% |
63% |
False |
False |
286,681 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.1 |
1.1% |
58% |
False |
False |
229,918 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
14.0 |
1.0% |
78% |
False |
False |
173,983 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.5 |
1.0% |
78% |
False |
False |
139,869 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.1 |
1.0% |
78% |
False |
False |
116,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.1 |
2.618 |
1,395.3 |
1.618 |
1,375.8 |
1.000 |
1,363.7 |
0.618 |
1,356.3 |
HIGH |
1,344.2 |
0.618 |
1,336.8 |
0.500 |
1,334.5 |
0.382 |
1,332.1 |
LOW |
1,324.7 |
0.618 |
1,312.6 |
1.000 |
1,305.2 |
1.618 |
1,293.1 |
2.618 |
1,273.6 |
4.250 |
1,241.8 |
|
|
Fisher Pivots for day following 02-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,339.6 |
1,339.4 |
PP |
1,337.0 |
1,336.7 |
S1 |
1,334.5 |
1,334.1 |
|