Trading Metrics calculated at close of trading on 02-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,329.3 |
1,330.7 |
1.4 |
0.1% |
1,350.6 |
High |
1,332.6 |
1,349.2 |
16.6 |
1.2% |
1,362.6 |
Low |
1,325.4 |
1,329.0 |
3.6 |
0.3% |
1,325.4 |
Close |
1,327.3 |
1,346.9 |
19.6 |
1.5% |
1,327.3 |
Range |
7.2 |
20.2 |
13.0 |
180.6% |
37.2 |
ATR |
15.3 |
15.8 |
0.5 |
3.1% |
0.0 |
Volume |
251,250 |
254,663 |
3,413 |
1.4% |
1,127,391 |
|
Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.3 |
1,394.8 |
1,358.0 |
|
R3 |
1,382.1 |
1,374.6 |
1,352.5 |
|
R2 |
1,361.9 |
1,361.9 |
1,350.6 |
|
R1 |
1,354.4 |
1,354.4 |
1,348.8 |
1,358.2 |
PP |
1,341.7 |
1,341.7 |
1,341.7 |
1,343.6 |
S1 |
1,334.2 |
1,334.2 |
1,345.0 |
1,338.0 |
S2 |
1,321.5 |
1,321.5 |
1,343.2 |
|
S3 |
1,301.3 |
1,314.0 |
1,341.3 |
|
S4 |
1,281.1 |
1,293.8 |
1,335.8 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.0 |
1,425.9 |
1,347.8 |
|
R3 |
1,412.8 |
1,388.7 |
1,337.5 |
|
R2 |
1,375.6 |
1,375.6 |
1,334.1 |
|
R1 |
1,351.5 |
1,351.5 |
1,330.7 |
1,345.0 |
PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,335.2 |
S1 |
1,314.3 |
1,314.3 |
1,323.9 |
1,307.8 |
S2 |
1,301.2 |
1,301.2 |
1,320.5 |
|
S3 |
1,264.0 |
1,277.1 |
1,317.1 |
|
S4 |
1,226.8 |
1,239.9 |
1,306.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.6 |
1,325.4 |
37.2 |
2.8% |
16.3 |
1.2% |
58% |
False |
False |
276,410 |
10 |
1,362.6 |
1,312.4 |
50.2 |
3.7% |
16.4 |
1.2% |
69% |
False |
False |
175,319 |
20 |
1,362.6 |
1,312.4 |
50.2 |
3.7% |
14.6 |
1.1% |
69% |
False |
False |
101,532 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.4 |
1.1% |
62% |
False |
False |
56,303 |
60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
14.7 |
1.1% |
57% |
False |
False |
40,019 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.5% |
13.6 |
1.0% |
78% |
False |
False |
30,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.1 |
2.618 |
1,402.1 |
1.618 |
1,381.9 |
1.000 |
1,369.4 |
0.618 |
1,361.7 |
HIGH |
1,349.2 |
0.618 |
1,341.5 |
0.500 |
1,339.1 |
0.382 |
1,336.7 |
LOW |
1,329.0 |
0.618 |
1,316.5 |
1.000 |
1,308.8 |
1.618 |
1,296.3 |
2.618 |
1,276.1 |
4.250 |
1,243.2 |
|
|
Fisher Pivots for day following 02-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,344.3 |
1,344.2 |
PP |
1,341.7 |
1,341.5 |
S1 |
1,339.1 |
1,338.8 |
|