Trading Metrics calculated at close of trading on 12-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,349.0 |
3,337.0 |
-12.0 |
-0.4% |
3,251.0 |
High |
3,356.0 |
3,369.0 |
13.0 |
0.4% |
3,349.0 |
Low |
3,331.0 |
3,333.0 |
2.0 |
0.1% |
3,213.0 |
Close |
3,340.0 |
3,365.0 |
25.0 |
0.7% |
3,322.0 |
Range |
25.0 |
36.0 |
11.0 |
44.0% |
136.0 |
ATR |
54.1 |
52.9 |
-1.3 |
-2.4% |
0.0 |
Volume |
830,461 |
813,839 |
-16,622 |
-2.0% |
4,665,845 |
|
Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.7 |
3,450.3 |
3,384.8 |
|
R3 |
3,427.7 |
3,414.3 |
3,374.9 |
|
R2 |
3,391.7 |
3,391.7 |
3,371.6 |
|
R1 |
3,378.3 |
3,378.3 |
3,368.3 |
3,385.0 |
PP |
3,355.7 |
3,355.7 |
3,355.7 |
3,359.0 |
S1 |
3,342.3 |
3,342.3 |
3,361.7 |
3,349.0 |
S2 |
3,319.7 |
3,319.7 |
3,358.4 |
|
S3 |
3,283.7 |
3,306.3 |
3,355.1 |
|
S4 |
3,247.7 |
3,270.3 |
3,345.2 |
|
|
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 |
3,369.0 |
3,296.0 |
73.0 |
2.2% |
32.0 |
1.0% |
95% |
True |
False |
907,415 |
10 |
3,369.0 |
3,179.0 |
190.0 |
5.6% |
47.0 |
1.4% |
98% |
True |
False |
1,088,797 |
20 |
3,369.0 |
3,172.0 |
197.0 |
5.9% |
49.0 |
1.5% |
98% |
True |
False |
1,158,258 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.6% |
48.5 |
1.4% |
87% |
False |
False |
703,356 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
50.6 |
1.5% |
46% |
False |
False |
470,972 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
45.1 |
1.3% |
46% |
False |
False |
353,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,522.0 |
2.618 |
3,463.2 |
1.618 |
3,427.2 |
1.000 |
3,405.0 |
0.618 |
3,391.2 |
HIGH |
3,369.0 |
0.618 |
3,355.2 |
0.500 |
3,351.0 |
0.382 |
3,346.8 |
LOW |
3,333.0 |
0.618 |
3,310.8 |
1.000 |
3,297.0 |
1.618 |
3,274.8 |
2.618 |
3,238.8 |
4.250 |
3,180.0 |
|
|
Fisher Pivots for day following 12-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,360.3 |
3,360.0 |
PP |
3,355.7 |
3,355.0 |
S1 |
3,351.0 |
3,350.0 |
|