Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,243.0 |
3,251.0 |
8.0 |
0.2% |
3,201.0 |
High |
3,295.0 |
3,277.0 |
-18.0 |
-0.5% |
3,295.0 |
Low |
3,241.0 |
3,237.0 |
-4.0 |
-0.1% |
3,172.0 |
Close |
3,281.0 |
3,264.0 |
-17.0 |
-0.5% |
3,281.0 |
Range |
54.0 |
40.0 |
-14.0 |
-25.9% |
123.0 |
ATR |
57.5 |
56.5 |
-1.0 |
-1.7% |
0.0 |
Volume |
1,198,726 |
1,069,461 |
-129,265 |
-10.8% |
5,106,457 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,379.3 |
3,361.7 |
3,286.0 |
|
R3 |
3,339.3 |
3,321.7 |
3,275.0 |
|
R2 |
3,299.3 |
3,299.3 |
3,271.3 |
|
R1 |
3,281.7 |
3,281.7 |
3,267.7 |
3,290.5 |
PP |
3,259.3 |
3,259.3 |
3,259.3 |
3,263.8 |
S1 |
3,241.7 |
3,241.7 |
3,260.3 |
3,250.5 |
S2 |
3,219.3 |
3,219.3 |
3,256.7 |
|
S3 |
3,179.3 |
3,201.7 |
3,253.0 |
|
S4 |
3,139.3 |
3,161.7 |
3,242.0 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.3 |
3,572.7 |
3,348.7 |
|
R3 |
3,495.3 |
3,449.7 |
3,314.8 |
|
R2 |
3,372.3 |
3,372.3 |
3,303.6 |
|
R1 |
3,326.7 |
3,326.7 |
3,292.3 |
3,349.5 |
PP |
3,249.3 |
3,249.3 |
3,249.3 |
3,260.8 |
S1 |
3,203.7 |
3,203.7 |
3,269.7 |
3,226.5 |
S2 |
3,126.3 |
3,126.3 |
3,258.5 |
|
S3 |
3,003.3 |
3,080.7 |
3,247.2 |
|
S4 |
2,880.3 |
2,957.7 |
3,213.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,295.0 |
3,172.0 |
123.0 |
3.8% |
61.2 |
1.9% |
75% |
False |
False |
1,235,183 |
10 |
3,343.0 |
3,172.0 |
171.0 |
5.2% |
58.5 |
1.8% |
54% |
False |
False |
1,237,240 |
20 |
3,360.0 |
3,172.0 |
188.0 |
5.8% |
52.7 |
1.6% |
49% |
False |
False |
1,047,260 |
40 |
3,418.0 |
3,172.0 |
246.0 |
7.5% |
56.7 |
1.7% |
37% |
False |
False |
527,545 |
60 |
3,595.0 |
3,172.0 |
423.0 |
13.0% |
48.2 |
1.5% |
22% |
False |
False |
353,590 |
80 |
3,595.0 |
3,172.0 |
423.0 |
13.0% |
43.5 |
1.3% |
22% |
False |
False |
265,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,447.0 |
2.618 |
3,381.7 |
1.618 |
3,341.7 |
1.000 |
3,317.0 |
0.618 |
3,301.7 |
HIGH |
3,277.0 |
0.618 |
3,261.7 |
0.500 |
3,257.0 |
0.382 |
3,252.3 |
LOW |
3,237.0 |
0.618 |
3,212.3 |
1.000 |
3,197.0 |
1.618 |
3,172.3 |
2.618 |
3,132.3 |
4.250 |
3,067.0 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,261.7 |
3,255.0 |
PP |
3,259.3 |
3,246.0 |
S1 |
3,257.0 |
3,237.0 |
|