| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,609.75 |
2,635.00 |
25.25 |
1.0% |
2,595.00 |
| High |
2,659.50 |
2,641.50 |
-18.00 |
-0.7% |
2,679.75 |
| Low |
2,601.00 |
2,552.00 |
-49.00 |
-1.9% |
2,591.00 |
| Close |
2,643.00 |
2,575.00 |
-68.00 |
-2.6% |
2,643.00 |
| Range |
58.50 |
89.50 |
31.00 |
53.0% |
88.75 |
| ATR |
50.53 |
53.42 |
2.89 |
5.7% |
0.00 |
| Volume |
2,042,949 |
2,395,329 |
352,380 |
17.2% |
9,596,657 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.00 |
2,806.00 |
2,624.25 |
|
| R3 |
2,768.50 |
2,716.50 |
2,599.50 |
|
| R2 |
2,679.00 |
2,679.00 |
2,591.50 |
|
| R1 |
2,627.00 |
2,627.00 |
2,583.25 |
2,608.25 |
| PP |
2,589.50 |
2,589.50 |
2,589.50 |
2,580.00 |
| S1 |
2,537.50 |
2,537.50 |
2,566.75 |
2,518.75 |
| S2 |
2,500.00 |
2,500.00 |
2,558.50 |
|
| S3 |
2,410.50 |
2,448.00 |
2,550.50 |
|
| S4 |
2,321.00 |
2,358.50 |
2,525.75 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.25 |
2,862.25 |
2,691.75 |
|
| R3 |
2,815.50 |
2,773.50 |
2,667.50 |
|
| R2 |
2,726.75 |
2,726.75 |
2,659.25 |
|
| R1 |
2,684.75 |
2,684.75 |
2,651.25 |
2,705.75 |
| PP |
2,638.00 |
2,638.00 |
2,638.00 |
2,648.50 |
| S1 |
2,596.00 |
2,596.00 |
2,634.75 |
2,617.00 |
| S2 |
2,549.25 |
2,549.25 |
2,626.75 |
|
| S3 |
2,460.50 |
2,507.25 |
2,618.50 |
|
| S4 |
2,371.75 |
2,418.50 |
2,594.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.75 |
2,552.00 |
127.75 |
5.0% |
68.75 |
2.7% |
18% |
False |
True |
2,398,397 |
| 10 |
2,756.50 |
2,552.00 |
204.50 |
7.9% |
60.75 |
2.4% |
11% |
False |
True |
2,192,671 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.9% |
48.00 |
1.9% |
9% |
False |
True |
1,642,046 |
| 40 |
2,835.00 |
2,532.50 |
302.50 |
11.7% |
58.75 |
2.3% |
14% |
False |
False |
833,427 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.6% |
47.25 |
1.8% |
12% |
False |
False |
560,452 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.6% |
39.50 |
1.5% |
12% |
False |
False |
421,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.00 |
|
2.618 |
2,875.75 |
|
1.618 |
2,786.25 |
|
1.000 |
2,731.00 |
|
0.618 |
2,696.75 |
|
HIGH |
2,641.50 |
|
0.618 |
2,607.25 |
|
0.500 |
2,596.75 |
|
0.382 |
2,586.25 |
|
LOW |
2,552.00 |
|
0.618 |
2,496.75 |
|
1.000 |
2,462.50 |
|
1.618 |
2,407.25 |
|
2.618 |
2,317.75 |
|
4.250 |
2,171.50 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.75 |
2,605.75 |
| PP |
2,589.50 |
2,595.50 |
| S1 |
2,582.25 |
2,585.25 |
|