| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,114.0 |
12,196.5 |
82.5 |
0.7% |
11,980.0 |
| High |
12,332.5 |
12,298.0 |
-34.5 |
-0.3% |
12,332.5 |
| Low |
12,101.0 |
12,153.0 |
52.0 |
0.4% |
11,793.0 |
| Close |
12,328.0 |
12,228.5 |
-99.5 |
-0.8% |
12,228.5 |
| Range |
231.5 |
145.0 |
-86.5 |
-37.4% |
539.5 |
| ATR |
242.7 |
237.8 |
-4.8 |
-2.0% |
0.0 |
| Volume |
105,178 |
105,878 |
700 |
0.7% |
439,268 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,661.5 |
12,590.0 |
12,308.3 |
|
| R3 |
12,516.5 |
12,445.0 |
12,268.4 |
|
| R2 |
12,371.5 |
12,371.5 |
12,255.1 |
|
| R1 |
12,300.0 |
12,300.0 |
12,241.8 |
12,335.8 |
| PP |
12,226.5 |
12,226.5 |
12,226.5 |
12,244.4 |
| S1 |
12,155.0 |
12,155.0 |
12,215.2 |
12,190.8 |
| S2 |
12,081.5 |
12,081.5 |
12,201.9 |
|
| S3 |
11,936.5 |
12,010.0 |
12,188.6 |
|
| S4 |
11,791.5 |
11,865.0 |
12,148.8 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,736.5 |
13,522.0 |
12,525.2 |
|
| R3 |
13,197.0 |
12,982.5 |
12,376.9 |
|
| R2 |
12,657.5 |
12,657.5 |
12,327.4 |
|
| R1 |
12,443.0 |
12,443.0 |
12,278.0 |
12,550.3 |
| PP |
12,118.0 |
12,118.0 |
12,118.0 |
12,171.6 |
| S1 |
11,903.5 |
11,903.5 |
12,179.0 |
12,010.8 |
| S2 |
11,578.5 |
11,578.5 |
12,129.6 |
|
| S3 |
11,039.0 |
11,364.0 |
12,080.1 |
|
| S4 |
10,499.5 |
10,824.5 |
11,931.8 |
|
|
| 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 |
11,793.0 |
539.5 |
4.4% |
213.0 |
1.7% |
81% |
False |
False |
112,967 |
| 10 |
12,332.5 |
11,706.5 |
626.0 |
5.1% |
238.3 |
1.9% |
83% |
False |
False |
121,219 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.4% |
205.4 |
1.7% |
67% |
False |
False |
101,766 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.4% |
205.8 |
1.7% |
57% |
False |
False |
51,360 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.6% |
194.2 |
1.6% |
27% |
False |
False |
34,345 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.6% |
174.1 |
1.4% |
27% |
False |
False |
25,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,914.3 |
|
2.618 |
12,677.6 |
|
1.618 |
12,532.6 |
|
1.000 |
12,443.0 |
|
0.618 |
12,387.6 |
|
HIGH |
12,298.0 |
|
0.618 |
12,242.6 |
|
0.500 |
12,225.5 |
|
0.382 |
12,208.4 |
|
LOW |
12,153.0 |
|
0.618 |
12,063.4 |
|
1.000 |
12,008.0 |
|
1.618 |
11,918.4 |
|
2.618 |
11,773.4 |
|
4.250 |
11,536.8 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,227.5 |
12,173.3 |
| PP |
12,226.5 |
12,118.0 |
| S1 |
12,225.5 |
12,062.8 |
|