Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,330.7 |
1,345.0 |
14.3 |
1.1% |
1,350.6 |
High |
1,349.2 |
1,346.6 |
-2.6 |
-0.2% |
1,362.6 |
Low |
1,329.0 |
1,332.7 |
3.7 |
0.3% |
1,325.4 |
Close |
1,346.9 |
1,337.3 |
-9.6 |
-0.7% |
1,327.3 |
Range |
20.2 |
13.9 |
-6.3 |
-31.2% |
37.2 |
ATR |
15.8 |
15.6 |
-0.1 |
-0.7% |
0.0 |
Volume |
254,663 |
288,392 |
33,729 |
13.2% |
1,127,391 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.6 |
1,372.8 |
1,344.9 |
|
R3 |
1,366.7 |
1,358.9 |
1,341.1 |
|
R2 |
1,352.8 |
1,352.8 |
1,339.8 |
|
R1 |
1,345.0 |
1,345.0 |
1,338.6 |
1,342.0 |
PP |
1,338.9 |
1,338.9 |
1,338.9 |
1,337.3 |
S1 |
1,331.1 |
1,331.1 |
1,336.0 |
1,328.1 |
S2 |
1,325.0 |
1,325.0 |
1,334.8 |
|
S3 |
1,311.1 |
1,317.2 |
1,333.5 |
|
S4 |
1,297.2 |
1,303.3 |
1,329.7 |
|
|
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% |
16.6 |
1.2% |
32% |
False |
False |
295,527 |
10 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
16.6 |
1.2% |
50% |
False |
False |
199,160 |
20 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
14.8 |
1.1% |
50% |
False |
False |
115,142 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.1 |
1.1% |
46% |
False |
False |
63,342 |
60 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.6 |
1.1% |
42% |
False |
False |
44,700 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.6% |
13.6 |
1.0% |
70% |
False |
False |
34,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.7 |
2.618 |
1,383.0 |
1.618 |
1,369.1 |
1.000 |
1,360.5 |
0.618 |
1,355.2 |
HIGH |
1,346.6 |
0.618 |
1,341.3 |
0.500 |
1,339.7 |
0.382 |
1,338.0 |
LOW |
1,332.7 |
0.618 |
1,324.1 |
1.000 |
1,318.8 |
1.618 |
1,310.2 |
2.618 |
1,296.3 |
4.250 |
1,273.6 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,339.7 |
1,337.3 |
PP |
1,338.9 |
1,337.3 |
S1 |
1,338.1 |
1,337.3 |
|