Trading Metrics calculated at close of trading on 04-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,340.4 |
1,331.8 |
-8.6 |
-0.6% |
1,347.0 |
High |
1,341.5 |
1,347.3 |
5.8 |
0.4% |
1,356.8 |
Low |
1,328.5 |
1,331.6 |
3.1 |
0.2% |
1,321.7 |
Close |
1,332.8 |
1,335.8 |
3.0 |
0.2% |
1,322.8 |
Range |
13.0 |
15.7 |
2.7 |
20.8% |
35.1 |
ATR |
15.6 |
15.6 |
0.0 |
0.0% |
0.0 |
Volume |
702 |
718 |
16 |
2.3% |
701,805 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.3 |
1,376.3 |
1,344.4 |
|
R3 |
1,369.6 |
1,360.6 |
1,340.1 |
|
R2 |
1,353.9 |
1,353.9 |
1,338.7 |
|
R1 |
1,344.9 |
1,344.9 |
1,337.2 |
1,349.4 |
PP |
1,338.2 |
1,338.2 |
1,338.2 |
1,340.5 |
S1 |
1,329.2 |
1,329.2 |
1,334.4 |
1,333.7 |
S2 |
1,322.5 |
1,322.5 |
1,332.9 |
|
S3 |
1,306.8 |
1,313.5 |
1,331.5 |
|
S4 |
1,291.1 |
1,297.8 |
1,327.2 |
|
|
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 |
1,347.3 |
1,321.7 |
25.6 |
1.9% |
15.5 |
1.2% |
55% |
True |
False |
13,387 |
10 |
1,356.8 |
1,309.5 |
47.3 |
3.5% |
16.7 |
1.2% |
56% |
False |
False |
198,684 |
20 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
14.6 |
1.1% |
58% |
False |
False |
241,678 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.4 |
1.2% |
53% |
False |
False |
268,289 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.1 |
1.1% |
48% |
False |
False |
229,207 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
14.1 |
1.1% |
73% |
False |
False |
173,940 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.6 |
1.0% |
73% |
False |
False |
139,830 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.2 |
1.0% |
73% |
False |
False |
116,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.0 |
2.618 |
1,388.4 |
1.618 |
1,372.7 |
1.000 |
1,363.0 |
0.618 |
1,357.0 |
HIGH |
1,347.3 |
0.618 |
1,341.3 |
0.500 |
1,339.5 |
0.382 |
1,337.6 |
LOW |
1,331.6 |
0.618 |
1,321.9 |
1.000 |
1,315.9 |
1.618 |
1,306.2 |
2.618 |
1,290.5 |
4.250 |
1,264.9 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,339.5 |
1,336.0 |
PP |
1,338.2 |
1,335.9 |
S1 |
1,337.0 |
1,335.9 |
|