| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,581.25 |
2,612.00 |
30.75 |
1.2% |
2,595.00 |
| High |
2,618.75 |
2,649.75 |
31.00 |
1.2% |
2,679.75 |
| Low |
2,573.50 |
2,559.50 |
-14.00 |
-0.5% |
2,591.00 |
| Close |
2,613.25 |
2,647.00 |
33.75 |
1.3% |
2,643.00 |
| Range |
45.25 |
90.25 |
45.00 |
99.4% |
88.75 |
| ATR |
52.84 |
55.51 |
2.67 |
5.1% |
0.00 |
| Volume |
2,220,246 |
2,247,386 |
27,140 |
1.2% |
9,596,657 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.50 |
2,858.50 |
2,696.75 |
|
| R3 |
2,799.25 |
2,768.25 |
2,671.75 |
|
| R2 |
2,709.00 |
2,709.00 |
2,663.50 |
|
| R1 |
2,678.00 |
2,678.00 |
2,655.25 |
2,693.50 |
| PP |
2,618.75 |
2,618.75 |
2,618.75 |
2,626.50 |
| S1 |
2,587.75 |
2,587.75 |
2,638.75 |
2,603.25 |
| S2 |
2,528.50 |
2,528.50 |
2,630.50 |
|
| S3 |
2,438.25 |
2,497.50 |
2,622.25 |
|
| S4 |
2,348.00 |
2,407.25 |
2,597.25 |
|
|
| 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 |
2,659.50 |
2,552.00 |
107.50 |
4.1% |
64.75 |
2.4% |
88% |
False |
False |
2,341,758 |
| 10 |
2,744.00 |
2,552.00 |
192.00 |
7.3% |
66.75 |
2.5% |
49% |
False |
False |
2,330,764 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
50.50 |
1.9% |
37% |
False |
False |
1,856,271 |
| 40 |
2,807.25 |
2,532.50 |
274.75 |
10.4% |
56.00 |
2.1% |
42% |
False |
False |
943,808 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
49.00 |
1.9% |
33% |
False |
False |
634,758 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
40.75 |
1.5% |
33% |
False |
False |
476,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.25 |
|
2.618 |
2,886.00 |
|
1.618 |
2,795.75 |
|
1.000 |
2,740.00 |
|
0.618 |
2,705.50 |
|
HIGH |
2,649.75 |
|
0.618 |
2,615.25 |
|
0.500 |
2,604.50 |
|
0.382 |
2,594.00 |
|
LOW |
2,559.50 |
|
0.618 |
2,503.75 |
|
1.000 |
2,469.25 |
|
1.618 |
2,413.50 |
|
2.618 |
2,323.25 |
|
4.250 |
2,176.00 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.00 |
2,631.50 |
| PP |
2,618.75 |
2,616.25 |
| S1 |
2,604.50 |
2,601.00 |
|