Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,327.0 |
1,340.4 |
13.4 |
1.0% |
1,347.0 |
High |
1,344.2 |
1,341.5 |
-2.7 |
-0.2% |
1,356.8 |
Low |
1,324.7 |
1,328.5 |
3.8 |
0.3% |
1,321.7 |
Close |
1,342.1 |
1,332.8 |
-9.3 |
-0.7% |
1,322.8 |
Range |
19.5 |
13.0 |
-6.5 |
-33.3% |
35.1 |
ATR |
15.8 |
15.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
649 |
702 |
53 |
8.2% |
701,805 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.3 |
1,366.0 |
1,340.0 |
|
R3 |
1,360.3 |
1,353.0 |
1,336.4 |
|
R2 |
1,347.3 |
1,347.3 |
1,335.2 |
|
R1 |
1,340.0 |
1,340.0 |
1,334.0 |
1,337.2 |
PP |
1,334.3 |
1,334.3 |
1,334.3 |
1,332.8 |
S1 |
1,327.0 |
1,327.0 |
1,331.6 |
1,324.2 |
S2 |
1,321.3 |
1,321.3 |
1,330.4 |
|
S3 |
1,308.3 |
1,314.0 |
1,329.2 |
|
S4 |
1,295.3 |
1,301.0 |
1,325.7 |
|
|
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% |
32% |
False |
False |
71,421 |
10 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
16.3 |
1.2% |
52% |
False |
False |
227,845 |
20 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
14.7 |
1.1% |
52% |
False |
False |
255,938 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.3 |
1.2% |
48% |
False |
False |
275,913 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.0 |
1.1% |
44% |
False |
False |
229,436 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
14.0 |
1.0% |
71% |
False |
False |
173,953 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.5 |
1.0% |
71% |
False |
False |
139,856 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.1 |
1.0% |
71% |
False |
False |
116,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.8 |
2.618 |
1,375.5 |
1.618 |
1,362.5 |
1.000 |
1,354.5 |
0.618 |
1,349.5 |
HIGH |
1,341.5 |
0.618 |
1,336.5 |
0.500 |
1,335.0 |
0.382 |
1,333.5 |
LOW |
1,328.5 |
0.618 |
1,320.5 |
1.000 |
1,315.5 |
1.618 |
1,307.5 |
2.618 |
1,294.5 |
4.250 |
1,273.3 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,335.0 |
1,333.0 |
PP |
1,334.3 |
1,332.9 |
S1 |
1,333.5 |
1,332.9 |
|