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 |
3,251.0 |
3,267.0 |
16.0 |
0.5% |
3,201.0 |
High |
3,277.0 |
3,286.0 |
9.0 |
0.3% |
3,295.0 |
Low |
3,237.0 |
3,213.0 |
-24.0 |
-0.7% |
3,172.0 |
Close |
3,264.0 |
3,253.0 |
-11.0 |
-0.3% |
3,281.0 |
Range |
40.0 |
73.0 |
33.0 |
82.5% |
123.0 |
ATR |
56.5 |
57.7 |
1.2 |
2.1% |
0.0 |
Volume |
1,069,461 |
1,226,429 |
156,968 |
14.7% |
5,106,457 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,469.7 |
3,434.3 |
3,293.2 |
|
R3 |
3,396.7 |
3,361.3 |
3,273.1 |
|
R2 |
3,323.7 |
3,323.7 |
3,266.4 |
|
R1 |
3,288.3 |
3,288.3 |
3,259.7 |
3,269.5 |
PP |
3,250.7 |
3,250.7 |
3,250.7 |
3,241.3 |
S1 |
3,215.3 |
3,215.3 |
3,246.3 |
3,196.5 |
S2 |
3,177.7 |
3,177.7 |
3,239.6 |
|
S3 |
3,104.7 |
3,142.3 |
3,232.9 |
|
S4 |
3,031.7 |
3,069.3 |
3,212.9 |
|
|
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 |
3,179.0 |
116.0 |
3.6% |
63.8 |
2.0% |
64% |
False |
False |
1,240,392 |
10 |
3,335.0 |
3,172.0 |
163.0 |
5.0% |
60.3 |
1.9% |
50% |
False |
False |
1,255,706 |
20 |
3,360.0 |
3,172.0 |
188.0 |
5.8% |
52.4 |
1.6% |
43% |
False |
False |
1,108,100 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.8% |
54.9 |
1.7% |
36% |
False |
False |
558,180 |
60 |
3,595.0 |
3,172.0 |
423.0 |
13.0% |
49.2 |
1.5% |
19% |
False |
False |
374,028 |
80 |
3,595.0 |
3,172.0 |
423.0 |
13.0% |
44.0 |
1.4% |
19% |
False |
False |
281,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,596.3 |
2.618 |
3,477.1 |
1.618 |
3,404.1 |
1.000 |
3,359.0 |
0.618 |
3,331.1 |
HIGH |
3,286.0 |
0.618 |
3,258.1 |
0.500 |
3,249.5 |
0.382 |
3,240.9 |
LOW |
3,213.0 |
0.618 |
3,167.9 |
1.000 |
3,140.0 |
1.618 |
3,094.9 |
2.618 |
3,021.9 |
4.250 |
2,902.8 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,251.8 |
3,254.0 |
PP |
3,250.7 |
3,253.7 |
S1 |
3,249.5 |
3,253.3 |
|