Trading Metrics calculated at close of trading on 11-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,335.2 |
1,340.1 |
4.9 |
0.4% |
1,327.0 |
High |
1,342.0 |
1,365.4 |
23.4 |
1.7% |
1,347.3 |
Low |
1,333.0 |
1,340.1 |
7.1 |
0.5% |
1,319.0 |
Close |
1,342.0 |
1,356.5 |
14.5 |
1.1% |
1,331.9 |
Range |
9.0 |
25.3 |
16.3 |
181.1% |
28.3 |
ATR |
14.6 |
15.3 |
0.8 |
5.3% |
0.0 |
Volume |
105 |
118 |
13 |
12.4% |
2,675 |
|
Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.9 |
1,418.5 |
1,370.4 |
|
R3 |
1,404.6 |
1,393.2 |
1,363.5 |
|
R2 |
1,379.3 |
1,379.3 |
1,361.1 |
|
R1 |
1,367.9 |
1,367.9 |
1,358.8 |
1,373.6 |
PP |
1,354.0 |
1,354.0 |
1,354.0 |
1,356.9 |
S1 |
1,342.6 |
1,342.6 |
1,354.2 |
1,348.3 |
S2 |
1,328.7 |
1,328.7 |
1,351.9 |
|
S3 |
1,303.4 |
1,317.3 |
1,349.5 |
|
S4 |
1,278.1 |
1,292.0 |
1,342.6 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.6 |
1,403.1 |
1,347.5 |
|
R3 |
1,389.3 |
1,374.8 |
1,339.7 |
|
R2 |
1,361.0 |
1,361.0 |
1,337.1 |
|
R1 |
1,346.5 |
1,346.5 |
1,334.5 |
1,353.8 |
PP |
1,332.7 |
1,332.7 |
1,332.7 |
1,336.4 |
S1 |
1,318.2 |
1,318.2 |
1,329.3 |
1,325.5 |
S2 |
1,304.4 |
1,304.4 |
1,326.7 |
|
S3 |
1,276.1 |
1,289.9 |
1,324.1 |
|
S4 |
1,247.8 |
1,261.6 |
1,316.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,365.4 |
1,319.0 |
46.4 |
3.4% |
14.0 |
1.0% |
81% |
True |
False |
223 |
10 |
1,365.4 |
1,319.0 |
46.4 |
3.4% |
14.8 |
1.1% |
81% |
True |
False |
6,805 |
20 |
1,365.4 |
1,306.6 |
58.8 |
4.3% |
14.7 |
1.1% |
85% |
True |
False |
169,041 |
40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
14.9 |
1.1% |
86% |
True |
False |
225,410 |
60 |
1,370.5 |
1,303.6 |
66.9 |
4.9% |
15.2 |
1.1% |
79% |
False |
False |
226,321 |
80 |
1,370.5 |
1,257.4 |
113.1 |
8.3% |
14.1 |
1.0% |
88% |
False |
False |
173,705 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.8 |
1.0% |
89% |
False |
False |
139,658 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.3 |
1.0% |
89% |
False |
False |
116,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.9 |
2.618 |
1,431.6 |
1.618 |
1,406.3 |
1.000 |
1,390.7 |
0.618 |
1,381.0 |
HIGH |
1,365.4 |
0.618 |
1,355.7 |
0.500 |
1,352.8 |
0.382 |
1,349.8 |
LOW |
1,340.1 |
0.618 |
1,324.5 |
1.000 |
1,314.8 |
1.618 |
1,299.2 |
2.618 |
1,273.9 |
4.250 |
1,232.6 |
|
|
Fisher Pivots for day following 11-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,355.3 |
1,353.1 |
PP |
1,354.0 |
1,349.6 |
S1 |
1,352.8 |
1,346.2 |
|