| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,612.00 |
2,645.75 |
33.75 |
1.3% |
2,595.00 |
| High |
2,649.75 |
2,672.25 |
22.50 |
0.8% |
2,679.75 |
| Low |
2,559.50 |
2,644.00 |
84.50 |
3.3% |
2,591.00 |
| Close |
2,647.00 |
2,661.75 |
14.75 |
0.6% |
2,643.00 |
| Range |
90.25 |
28.25 |
-62.00 |
-68.7% |
88.75 |
| ATR |
55.51 |
53.56 |
-1.95 |
-3.5% |
0.00 |
| Volume |
2,247,386 |
1,642,890 |
-604,496 |
-26.9% |
9,596,657 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.00 |
2,731.25 |
2,677.25 |
|
| R3 |
2,715.75 |
2,703.00 |
2,669.50 |
|
| R2 |
2,687.50 |
2,687.50 |
2,667.00 |
|
| R1 |
2,674.75 |
2,674.75 |
2,664.25 |
2,681.00 |
| PP |
2,659.25 |
2,659.25 |
2,659.25 |
2,662.50 |
| S1 |
2,646.50 |
2,646.50 |
2,659.25 |
2,653.00 |
| S2 |
2,631.00 |
2,631.00 |
2,656.50 |
|
| S3 |
2,602.75 |
2,618.25 |
2,654.00 |
|
| S4 |
2,574.50 |
2,590.00 |
2,646.25 |
|
|
| 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 |
2,672.25 |
2,552.00 |
120.25 |
4.5% |
62.25 |
2.3% |
91% |
True |
False |
2,109,760 |
| 10 |
2,726.25 |
2,552.00 |
174.25 |
6.5% |
66.50 |
2.5% |
63% |
False |
False |
2,352,677 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
49.50 |
1.9% |
43% |
False |
False |
1,926,534 |
| 40 |
2,807.25 |
2,533.00 |
274.25 |
10.3% |
52.50 |
2.0% |
47% |
False |
False |
984,044 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
49.25 |
1.9% |
37% |
False |
False |
662,086 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
41.00 |
1.5% |
37% |
False |
False |
497,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.25 |
|
2.618 |
2,746.25 |
|
1.618 |
2,718.00 |
|
1.000 |
2,700.50 |
|
0.618 |
2,689.75 |
|
HIGH |
2,672.25 |
|
0.618 |
2,661.50 |
|
0.500 |
2,658.00 |
|
0.382 |
2,654.75 |
|
LOW |
2,644.00 |
|
0.618 |
2,626.50 |
|
1.000 |
2,615.75 |
|
1.618 |
2,598.25 |
|
2.618 |
2,570.00 |
|
4.250 |
2,524.00 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.50 |
2,646.50 |
| PP |
2,659.25 |
2,631.25 |
| S1 |
2,658.00 |
2,616.00 |
|