| 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 |
12,038.0 |
12,114.0 |
76.0 |
0.6% |
11,880.0 |
| High |
12,082.0 |
12,332.5 |
250.5 |
2.1% |
12,168.0 |
| Low |
11,793.0 |
12,101.0 |
308.0 |
2.6% |
11,706.5 |
| Close |
11,963.0 |
12,328.0 |
365.0 |
3.1% |
12,119.5 |
| Range |
289.0 |
231.5 |
-57.5 |
-19.9% |
461.5 |
| ATR |
232.9 |
242.7 |
9.8 |
4.2% |
0.0 |
| Volume |
109,425 |
105,178 |
-4,247 |
-3.9% |
478,918 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,948.3 |
12,869.7 |
12,455.3 |
|
| R3 |
12,716.8 |
12,638.2 |
12,391.7 |
|
| R2 |
12,485.3 |
12,485.3 |
12,370.4 |
|
| R1 |
12,406.7 |
12,406.7 |
12,349.2 |
12,446.0 |
| PP |
12,253.8 |
12,253.8 |
12,253.8 |
12,273.5 |
| S1 |
12,175.2 |
12,175.2 |
12,306.8 |
12,214.5 |
| S2 |
12,022.3 |
12,022.3 |
12,285.6 |
|
| S3 |
11,790.8 |
11,943.7 |
12,264.3 |
|
| S4 |
11,559.3 |
11,712.2 |
12,200.7 |
|
|
| 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 |
12,332.5 |
11,771.5 |
561.0 |
4.6% |
233.2 |
1.9% |
99% |
True |
False |
114,250 |
| 10 |
12,375.5 |
11,706.5 |
669.0 |
5.4% |
239.3 |
1.9% |
93% |
False |
False |
125,387 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.3% |
212.1 |
1.7% |
80% |
False |
False |
96,658 |
| 40 |
12,644.0 |
11,706.5 |
937.5 |
7.6% |
207.6 |
1.7% |
66% |
False |
False |
48,726 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.4% |
194.2 |
1.6% |
33% |
False |
False |
32,585 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.4% |
173.7 |
1.4% |
33% |
False |
False |
24,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,316.4 |
|
2.618 |
12,938.6 |
|
1.618 |
12,707.1 |
|
1.000 |
12,564.0 |
|
0.618 |
12,475.6 |
|
HIGH |
12,332.5 |
|
0.618 |
12,244.1 |
|
0.500 |
12,216.8 |
|
0.382 |
12,189.4 |
|
LOW |
12,101.0 |
|
0.618 |
11,957.9 |
|
1.000 |
11,869.5 |
|
1.618 |
11,726.4 |
|
2.618 |
11,494.9 |
|
4.250 |
11,117.1 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,290.9 |
12,239.6 |
| PP |
12,253.8 |
12,151.2 |
| S1 |
12,216.8 |
12,062.8 |
|