| 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 |
11,980.0 |
12,038.0 |
58.0 |
0.5% |
11,880.0 |
| High |
12,074.5 |
12,082.0 |
7.5 |
0.1% |
12,168.0 |
| Low |
11,913.0 |
11,793.0 |
-120.0 |
-1.0% |
11,706.5 |
| Close |
12,017.5 |
11,963.0 |
-54.5 |
-0.5% |
12,119.5 |
| Range |
161.5 |
289.0 |
127.5 |
78.9% |
461.5 |
| ATR |
228.6 |
232.9 |
4.3 |
1.9% |
0.0 |
| Volume |
118,787 |
109,425 |
-9,362 |
-7.9% |
478,918 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,813.0 |
12,677.0 |
12,122.0 |
|
| R3 |
12,524.0 |
12,388.0 |
12,042.5 |
|
| R2 |
12,235.0 |
12,235.0 |
12,016.0 |
|
| R1 |
12,099.0 |
12,099.0 |
11,989.5 |
12,022.5 |
| PP |
11,946.0 |
11,946.0 |
11,946.0 |
11,907.8 |
| S1 |
11,810.0 |
11,810.0 |
11,936.5 |
11,733.5 |
| S2 |
11,657.0 |
11,657.0 |
11,910.0 |
|
| S3 |
11,368.0 |
11,521.0 |
11,883.5 |
|
| S4 |
11,079.0 |
11,232.0 |
11,804.1 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.5 |
13,212.5 |
12,373.3 |
|
| R3 |
12,921.0 |
12,751.0 |
12,246.4 |
|
| R2 |
12,459.5 |
12,459.5 |
12,204.1 |
|
| R1 |
12,289.5 |
12,289.5 |
12,161.8 |
12,374.5 |
| PP |
11,998.0 |
11,998.0 |
11,998.0 |
12,040.5 |
| S1 |
11,828.0 |
11,828.0 |
12,077.2 |
11,913.0 |
| S2 |
11,536.5 |
11,536.5 |
12,034.9 |
|
| S3 |
11,075.0 |
11,366.5 |
11,992.6 |
|
| S4 |
10,613.5 |
10,905.0 |
11,865.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,168.0 |
11,771.5 |
396.5 |
3.3% |
235.3 |
2.0% |
48% |
False |
False |
120,303 |
| 10 |
12,375.5 |
11,706.5 |
669.0 |
5.6% |
232.1 |
1.9% |
38% |
False |
False |
125,034 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.5% |
208.6 |
1.7% |
33% |
False |
False |
91,579 |
| 40 |
12,650.0 |
11,706.5 |
943.5 |
7.9% |
213.5 |
1.8% |
27% |
False |
False |
46,104 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.9% |
191.2 |
1.6% |
13% |
False |
False |
30,837 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.9% |
171.8 |
1.4% |
13% |
False |
False |
23,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,310.3 |
|
2.618 |
12,838.6 |
|
1.618 |
12,549.6 |
|
1.000 |
12,371.0 |
|
0.618 |
12,260.6 |
|
HIGH |
12,082.0 |
|
0.618 |
11,971.6 |
|
0.500 |
11,937.5 |
|
0.382 |
11,903.4 |
|
LOW |
11,793.0 |
|
0.618 |
11,614.4 |
|
1.000 |
11,504.0 |
|
1.618 |
11,325.4 |
|
2.618 |
11,036.4 |
|
4.250 |
10,564.8 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,954.5 |
11,980.5 |
| PP |
11,946.0 |
11,974.7 |
| S1 |
11,937.5 |
11,968.8 |
|