Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,331.8 |
1,333.5 |
1.7 |
0.1% |
1,347.0 |
High |
1,347.3 |
1,333.7 |
-13.6 |
-1.0% |
1,356.8 |
Low |
1,331.6 |
1,322.5 |
-9.1 |
-0.7% |
1,321.7 |
Close |
1,335.8 |
1,324.3 |
-11.5 |
-0.9% |
1,322.8 |
Range |
15.7 |
11.2 |
-4.5 |
-28.7% |
35.1 |
ATR |
15.6 |
15.4 |
-0.2 |
-1.1% |
0.0 |
Volume |
718 |
258 |
-460 |
-64.1% |
701,805 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.4 |
1,353.6 |
1,330.5 |
|
R3 |
1,349.2 |
1,342.4 |
1,327.4 |
|
R2 |
1,338.0 |
1,338.0 |
1,326.4 |
|
R1 |
1,331.2 |
1,331.2 |
1,325.3 |
1,329.0 |
PP |
1,326.8 |
1,326.8 |
1,326.8 |
1,325.8 |
S1 |
1,320.0 |
1,320.0 |
1,323.3 |
1,317.8 |
S2 |
1,315.6 |
1,315.6 |
1,322.2 |
|
S3 |
1,304.4 |
1,308.8 |
1,321.2 |
|
S4 |
1,293.2 |
1,297.6 |
1,318.1 |
|
|
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% |
13.0 |
1.0% |
10% |
False |
False |
1,582 |
10 |
1,356.8 |
1,321.7 |
35.1 |
2.7% |
15.1 |
1.1% |
7% |
False |
False |
151,681 |
20 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
14.2 |
1.1% |
35% |
False |
False |
226,437 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.0 |
1.1% |
34% |
False |
False |
256,461 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.2 |
1.1% |
31% |
False |
False |
228,684 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
14.0 |
1.1% |
64% |
False |
False |
173,887 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.6 |
1.0% |
64% |
False |
False |
139,793 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
64% |
False |
False |
116,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.3 |
2.618 |
1,363.0 |
1.618 |
1,351.8 |
1.000 |
1,344.9 |
0.618 |
1,340.6 |
HIGH |
1,333.7 |
0.618 |
1,329.4 |
0.500 |
1,328.1 |
0.382 |
1,326.8 |
LOW |
1,322.5 |
0.618 |
1,315.6 |
1.000 |
1,311.3 |
1.618 |
1,304.4 |
2.618 |
1,293.2 |
4.250 |
1,274.9 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,328.1 |
1,334.9 |
PP |
1,326.8 |
1,331.4 |
S1 |
1,325.6 |
1,327.8 |
|