Trading Metrics calculated at close of trading on 06-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,295.0 |
3,318.0 |
23.0 |
0.7% |
3,251.0 |
High |
3,349.0 |
3,343.0 |
-6.0 |
-0.2% |
3,349.0 |
Low |
3,289.0 |
3,296.0 |
7.0 |
0.2% |
3,213.0 |
Close |
3,348.0 |
3,322.0 |
-26.0 |
-0.8% |
3,322.0 |
Range |
60.0 |
47.0 |
-13.0 |
-21.7% |
136.0 |
ATR |
60.5 |
59.8 |
-0.6 |
-1.0% |
0.0 |
Volume |
1,297,050 |
1,072,905 |
-224,145 |
-17.3% |
4,665,845 |
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461.3 |
3,438.7 |
3,347.9 |
|
R3 |
3,414.3 |
3,391.7 |
3,334.9 |
|
R2 |
3,367.3 |
3,367.3 |
3,330.6 |
|
R1 |
3,344.7 |
3,344.7 |
3,326.3 |
3,356.0 |
PP |
3,320.3 |
3,320.3 |
3,320.3 |
3,326.0 |
S1 |
3,297.7 |
3,297.7 |
3,317.7 |
3,309.0 |
S2 |
3,273.3 |
3,273.3 |
3,313.4 |
|
S3 |
3,226.3 |
3,250.7 |
3,309.1 |
|
S4 |
3,179.3 |
3,203.7 |
3,296.2 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.7 |
3,648.3 |
3,396.8 |
|
R3 |
3,566.7 |
3,512.3 |
3,359.4 |
|
R2 |
3,430.7 |
3,430.7 |
3,346.9 |
|
R1 |
3,376.3 |
3,376.3 |
3,334.5 |
3,403.5 |
PP |
3,294.7 |
3,294.7 |
3,294.7 |
3,308.3 |
S1 |
3,240.3 |
3,240.3 |
3,309.5 |
3,267.5 |
S2 |
3,158.7 |
3,158.7 |
3,297.1 |
|
S3 |
3,022.7 |
3,104.3 |
3,284.6 |
|
S4 |
2,886.7 |
2,968.3 |
3,247.2 |
|
|
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 |
3,213.0 |
136.0 |
4.1% |
54.8 |
1.6% |
80% |
False |
False |
1,172,914 |
10 |
3,349.0 |
3,172.0 |
177.0 |
5.3% |
63.0 |
1.9% |
85% |
False |
False |
1,310,896 |
20 |
3,360.0 |
3,172.0 |
188.0 |
5.7% |
52.7 |
1.6% |
80% |
False |
False |
1,199,745 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.7% |
52.7 |
1.6% |
68% |
False |
False |
617,338 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.7% |
50.4 |
1.5% |
35% |
False |
False |
413,275 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.7% |
45.0 |
1.4% |
35% |
False |
False |
310,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,542.8 |
2.618 |
3,466.0 |
1.618 |
3,419.0 |
1.000 |
3,390.0 |
0.618 |
3,372.0 |
HIGH |
3,343.0 |
0.618 |
3,325.0 |
0.500 |
3,319.5 |
0.382 |
3,314.0 |
LOW |
3,296.0 |
0.618 |
3,267.0 |
1.000 |
3,249.0 |
1.618 |
3,220.0 |
2.618 |
3,173.0 |
4.250 |
3,096.3 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,321.2 |
3,308.3 |
PP |
3,320.3 |
3,294.7 |
S1 |
3,319.5 |
3,281.0 |
|