| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,196.5 |
12,258.0 |
61.5 |
0.5% |
11,980.0 |
| High |
12,298.0 |
12,380.0 |
82.0 |
0.7% |
12,332.5 |
| Low |
12,153.0 |
12,209.0 |
56.0 |
0.5% |
11,793.0 |
| Close |
12,228.5 |
12,256.0 |
27.5 |
0.2% |
12,228.5 |
| Range |
145.0 |
171.0 |
26.0 |
17.9% |
539.5 |
| ATR |
237.8 |
233.1 |
-4.8 |
-2.0% |
0.0 |
| Volume |
105,878 |
99,475 |
-6,403 |
-6.0% |
439,268 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,794.7 |
12,696.3 |
12,350.1 |
|
| R3 |
12,623.7 |
12,525.3 |
12,303.0 |
|
| R2 |
12,452.7 |
12,452.7 |
12,287.4 |
|
| R1 |
12,354.3 |
12,354.3 |
12,271.7 |
12,318.0 |
| PP |
12,281.7 |
12,281.7 |
12,281.7 |
12,263.5 |
| S1 |
12,183.3 |
12,183.3 |
12,240.3 |
12,147.0 |
| S2 |
12,110.7 |
12,110.7 |
12,224.7 |
|
| S3 |
11,939.7 |
12,012.3 |
12,209.0 |
|
| S4 |
11,768.7 |
11,841.3 |
12,162.0 |
|
|
| 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 |
12,380.0 |
11,793.0 |
587.0 |
4.8% |
199.6 |
1.6% |
79% |
True |
False |
107,748 |
| 10 |
12,380.0 |
11,706.5 |
673.5 |
5.5% |
225.4 |
1.8% |
82% |
True |
False |
116,466 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.4% |
203.9 |
1.7% |
70% |
False |
False |
106,350 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.4% |
200.5 |
1.6% |
61% |
False |
False |
53,830 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.5% |
194.6 |
1.6% |
29% |
False |
False |
36,002 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.5% |
175.3 |
1.4% |
29% |
False |
False |
27,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,106.8 |
|
2.618 |
12,827.7 |
|
1.618 |
12,656.7 |
|
1.000 |
12,551.0 |
|
0.618 |
12,485.7 |
|
HIGH |
12,380.0 |
|
0.618 |
12,314.7 |
|
0.500 |
12,294.5 |
|
0.382 |
12,274.3 |
|
LOW |
12,209.0 |
|
0.618 |
12,103.3 |
|
1.000 |
12,038.0 |
|
1.618 |
11,932.3 |
|
2.618 |
11,761.3 |
|
4.250 |
11,482.3 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,294.5 |
12,250.8 |
| PP |
12,281.7 |
12,245.7 |
| S1 |
12,268.8 |
12,240.5 |
|