| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,345.0 |
1,336.7 |
-8.3 |
-0.6% |
1,350.6 |
| High |
1,346.6 |
1,352.5 |
5.9 |
0.4% |
1,362.6 |
| Low |
1,332.7 |
1,335.2 |
2.5 |
0.2% |
1,325.4 |
| Close |
1,337.3 |
1,340.2 |
2.9 |
0.2% |
1,327.3 |
| Range |
13.9 |
17.3 |
3.4 |
24.5% |
37.2 |
| ATR |
15.6 |
15.8 |
0.1 |
0.8% |
0.0 |
| Volume |
288,392 |
351,033 |
62,641 |
21.7% |
1,127,391 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.5 |
1,384.7 |
1,349.7 |
|
| R3 |
1,377.2 |
1,367.4 |
1,345.0 |
|
| R2 |
1,359.9 |
1,359.9 |
1,343.4 |
|
| R1 |
1,350.1 |
1,350.1 |
1,341.8 |
1,355.0 |
| PP |
1,342.6 |
1,342.6 |
1,342.6 |
1,345.1 |
| S1 |
1,332.8 |
1,332.8 |
1,338.6 |
1,337.7 |
| S2 |
1,325.3 |
1,325.3 |
1,337.0 |
|
| S3 |
1,308.0 |
1,315.5 |
1,335.4 |
|
| S4 |
1,290.7 |
1,298.2 |
1,330.7 |
|
|
| 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 |
1,352.5 |
1,325.4 |
27.1 |
2.0% |
16.6 |
1.2% |
55% |
True |
False |
306,438 |
| 10 |
1,362.6 |
1,315.4 |
47.2 |
3.5% |
17.2 |
1.3% |
53% |
False |
False |
228,607 |
| 20 |
1,362.6 |
1,312.4 |
50.2 |
3.7% |
14.7 |
1.1% |
55% |
False |
False |
132,021 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.2 |
1.1% |
51% |
False |
False |
72,005 |
| 60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
14.7 |
1.1% |
47% |
False |
False |
50,503 |
| 80 |
1,375.5 |
1,247.2 |
128.3 |
9.6% |
13.7 |
1.0% |
72% |
False |
False |
38,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.0 |
|
2.618 |
1,397.8 |
|
1.618 |
1,380.5 |
|
1.000 |
1,369.8 |
|
0.618 |
1,363.2 |
|
HIGH |
1,352.5 |
|
0.618 |
1,345.9 |
|
0.500 |
1,343.9 |
|
0.382 |
1,341.8 |
|
LOW |
1,335.2 |
|
0.618 |
1,324.5 |
|
1.000 |
1,317.9 |
|
1.618 |
1,307.2 |
|
2.618 |
1,289.9 |
|
4.250 |
1,261.7 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.9 |
1,340.8 |
| PP |
1,342.6 |
1,340.6 |
| S1 |
1,341.4 |
1,340.4 |
|