Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,336.7 |
1,337.1 |
0.4 |
0.0% |
1,350.6 |
High |
1,352.5 |
1,338.7 |
-13.8 |
-1.0% |
1,362.6 |
Low |
1,335.2 |
1,326.0 |
-9.2 |
-0.7% |
1,325.4 |
Close |
1,340.2 |
1,328.5 |
-11.7 |
-0.9% |
1,327.3 |
Range |
17.3 |
12.7 |
-4.6 |
-26.6% |
37.2 |
ATR |
15.8 |
15.7 |
-0.1 |
-0.7% |
0.0 |
Volume |
351,033 |
280,395 |
-70,638 |
-20.1% |
1,127,391 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.2 |
1,361.5 |
1,335.5 |
|
R3 |
1,356.5 |
1,348.8 |
1,332.0 |
|
R2 |
1,343.8 |
1,343.8 |
1,330.8 |
|
R1 |
1,336.1 |
1,336.1 |
1,329.7 |
1,333.6 |
PP |
1,331.1 |
1,331.1 |
1,331.1 |
1,329.8 |
S1 |
1,323.4 |
1,323.4 |
1,327.3 |
1,320.9 |
S2 |
1,318.4 |
1,318.4 |
1,326.2 |
|
S3 |
1,305.7 |
1,310.7 |
1,325.0 |
|
S4 |
1,293.0 |
1,298.0 |
1,321.5 |
|
|
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% |
14.3 |
1.1% |
11% |
False |
False |
285,146 |
10 |
1,362.6 |
1,325.4 |
37.2 |
2.8% |
15.8 |
1.2% |
8% |
False |
False |
249,973 |
20 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
14.4 |
1.1% |
32% |
False |
False |
144,489 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.9 |
1.1% |
32% |
False |
False |
78,858 |
60 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.8 |
1.1% |
29% |
False |
False |
55,061 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.6 |
1.0% |
63% |
False |
False |
42,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.7 |
2.618 |
1,371.9 |
1.618 |
1,359.2 |
1.000 |
1,351.4 |
0.618 |
1,346.5 |
HIGH |
1,338.7 |
0.618 |
1,333.8 |
0.500 |
1,332.4 |
0.382 |
1,330.9 |
LOW |
1,326.0 |
0.618 |
1,318.2 |
1.000 |
1,313.3 |
1.618 |
1,305.5 |
2.618 |
1,292.8 |
4.250 |
1,272.0 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,332.4 |
1,339.3 |
PP |
1,331.1 |
1,335.7 |
S1 |
1,329.8 |
1,332.1 |
|