| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,635.00 |
2,581.25 |
-53.75 |
-2.0% |
2,595.00 |
| High |
2,641.50 |
2,618.75 |
-22.75 |
-0.9% |
2,679.75 |
| Low |
2,552.00 |
2,573.50 |
21.50 |
0.8% |
2,591.00 |
| Close |
2,575.00 |
2,613.25 |
38.25 |
1.5% |
2,643.00 |
| Range |
89.50 |
45.25 |
-44.25 |
-49.4% |
88.75 |
| ATR |
53.42 |
52.84 |
-0.58 |
-1.1% |
0.00 |
| Volume |
2,395,329 |
2,220,246 |
-175,083 |
-7.3% |
9,596,657 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.50 |
2,720.75 |
2,638.25 |
|
| R3 |
2,692.25 |
2,675.50 |
2,625.75 |
|
| R2 |
2,647.00 |
2,647.00 |
2,621.50 |
|
| R1 |
2,630.25 |
2,630.25 |
2,617.50 |
2,638.50 |
| PP |
2,601.75 |
2,601.75 |
2,601.75 |
2,606.00 |
| S1 |
2,585.00 |
2,585.00 |
2,609.00 |
2,593.50 |
| S2 |
2,556.50 |
2,556.50 |
2,605.00 |
|
| S3 |
2,511.25 |
2,539.75 |
2,600.75 |
|
| S4 |
2,466.00 |
2,494.50 |
2,588.25 |
|
|
| 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 |
4.9% |
63.50 |
2.4% |
48% |
False |
False |
2,381,971 |
| 10 |
2,744.00 |
2,552.00 |
192.00 |
7.3% |
59.50 |
2.3% |
32% |
False |
False |
2,216,015 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.8% |
47.25 |
1.8% |
24% |
False |
False |
1,750,267 |
| 40 |
2,807.25 |
2,532.50 |
274.75 |
10.5% |
58.00 |
2.2% |
29% |
False |
False |
888,469 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
47.75 |
1.8% |
23% |
False |
False |
597,428 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
39.75 |
1.5% |
23% |
False |
False |
448,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.00 |
|
2.618 |
2,737.25 |
|
1.618 |
2,692.00 |
|
1.000 |
2,664.00 |
|
0.618 |
2,646.75 |
|
HIGH |
2,618.75 |
|
0.618 |
2,601.50 |
|
0.500 |
2,596.00 |
|
0.382 |
2,590.75 |
|
LOW |
2,573.50 |
|
0.618 |
2,545.50 |
|
1.000 |
2,528.25 |
|
1.618 |
2,500.25 |
|
2.618 |
2,455.00 |
|
4.250 |
2,381.25 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.50 |
2,610.75 |
| PP |
2,601.75 |
2,608.25 |
| S1 |
2,596.00 |
2,605.75 |
|