Trading Metrics calculated at close of trading on 11-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,361.0 |
3,349.0 |
-12.0 |
-0.4% |
3,251.0 |
High |
3,366.0 |
3,356.0 |
-10.0 |
-0.3% |
3,349.0 |
Low |
3,345.0 |
3,331.0 |
-14.0 |
-0.4% |
3,213.0 |
Close |
3,360.0 |
3,340.0 |
-20.0 |
-0.6% |
3,322.0 |
Range |
21.0 |
25.0 |
4.0 |
19.0% |
136.0 |
ATR |
56.1 |
54.1 |
-1.9 |
-3.4% |
0.0 |
Volume |
906,856 |
830,461 |
-76,395 |
-8.4% |
4,665,845 |
|
Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,417.3 |
3,403.7 |
3,353.8 |
|
R3 |
3,392.3 |
3,378.7 |
3,346.9 |
|
R2 |
3,367.3 |
3,367.3 |
3,344.6 |
|
R1 |
3,353.7 |
3,353.7 |
3,342.3 |
3,348.0 |
PP |
3,342.3 |
3,342.3 |
3,342.3 |
3,339.5 |
S1 |
3,328.7 |
3,328.7 |
3,337.7 |
3,323.0 |
S2 |
3,317.3 |
3,317.3 |
3,335.4 |
|
S3 |
3,292.3 |
3,303.7 |
3,333.1 |
|
S4 |
3,267.3 |
3,278.7 |
3,326.3 |
|
|
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 |
3,366.0 |
3,289.0 |
77.0 |
2.3% |
36.8 |
1.1% |
66% |
False |
False |
1,004,057 |
10 |
3,366.0 |
3,179.0 |
187.0 |
5.6% |
50.3 |
1.5% |
86% |
False |
False |
1,122,224 |
20 |
3,366.0 |
3,172.0 |
194.0 |
5.8% |
51.0 |
1.5% |
87% |
False |
False |
1,227,730 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.6% |
48.4 |
1.4% |
76% |
False |
False |
683,309 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.7% |
50.8 |
1.5% |
40% |
False |
False |
457,411 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.7% |
45.1 |
1.3% |
40% |
False |
False |
343,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,462.3 |
2.618 |
3,421.5 |
1.618 |
3,396.5 |
1.000 |
3,381.0 |
0.618 |
3,371.5 |
HIGH |
3,356.0 |
0.618 |
3,346.5 |
0.500 |
3,343.5 |
0.382 |
3,340.6 |
LOW |
3,331.0 |
0.618 |
3,315.6 |
1.000 |
3,306.0 |
1.618 |
3,290.6 |
2.618 |
3,265.6 |
4.250 |
3,224.8 |
|
|
Fisher Pivots for day following 11-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,343.5 |
3,344.5 |
PP |
3,342.3 |
3,343.0 |
S1 |
3,341.2 |
3,341.5 |
|