| 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 |
3,267.0 |
3,295.0 |
28.0 |
0.9% |
3,201.0 |
| High |
3,286.0 |
3,349.0 |
63.0 |
1.9% |
3,295.0 |
| Low |
3,213.0 |
3,289.0 |
76.0 |
2.4% |
3,172.0 |
| Close |
3,253.0 |
3,348.0 |
95.0 |
2.9% |
3,281.0 |
| Range |
73.0 |
60.0 |
-13.0 |
-17.8% |
123.0 |
| ATR |
57.7 |
60.5 |
2.7 |
4.7% |
0.0 |
| Volume |
1,226,429 |
1,297,050 |
70,621 |
5.8% |
5,106,457 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.7 |
3,488.3 |
3,381.0 |
|
| R3 |
3,448.7 |
3,428.3 |
3,364.5 |
|
| R2 |
3,388.7 |
3,388.7 |
3,359.0 |
|
| R1 |
3,368.3 |
3,368.3 |
3,353.5 |
3,378.5 |
| PP |
3,328.7 |
3,328.7 |
3,328.7 |
3,333.8 |
| S1 |
3,308.3 |
3,308.3 |
3,342.5 |
3,318.5 |
| S2 |
3,268.7 |
3,268.7 |
3,337.0 |
|
| S3 |
3,208.7 |
3,248.3 |
3,331.5 |
|
| S4 |
3,148.7 |
3,188.3 |
3,315.0 |
|
|
| 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 |
3,349.0 |
3,179.0 |
170.0 |
5.1% |
62.0 |
1.9% |
99% |
True |
False |
1,270,179 |
| 10 |
3,349.0 |
3,172.0 |
177.0 |
5.3% |
62.5 |
1.9% |
99% |
True |
False |
1,300,125 |
| 20 |
3,360.0 |
3,172.0 |
188.0 |
5.6% |
53.5 |
1.6% |
94% |
False |
False |
1,165,062 |
| 40 |
3,394.0 |
3,172.0 |
222.0 |
6.6% |
53.0 |
1.6% |
79% |
False |
False |
590,546 |
| 60 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
49.9 |
1.5% |
42% |
False |
False |
395,644 |
| 80 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
44.6 |
1.3% |
42% |
False |
False |
297,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,604.0 |
|
2.618 |
3,506.1 |
|
1.618 |
3,446.1 |
|
1.000 |
3,409.0 |
|
0.618 |
3,386.1 |
|
HIGH |
3,349.0 |
|
0.618 |
3,326.1 |
|
0.500 |
3,319.0 |
|
0.382 |
3,311.9 |
|
LOW |
3,289.0 |
|
0.618 |
3,251.9 |
|
1.000 |
3,229.0 |
|
1.618 |
3,191.9 |
|
2.618 |
3,131.9 |
|
4.250 |
3,034.0 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,338.3 |
3,325.7 |
| PP |
3,328.7 |
3,303.3 |
| S1 |
3,319.0 |
3,281.0 |
|