Trading Metrics calculated at close of trading on 06-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,337.1 |
1,329.7 |
-7.4 |
-0.6% |
1,330.7 |
High |
1,338.7 |
1,339.1 |
0.4 |
0.0% |
1,352.5 |
Low |
1,326.0 |
1,322.6 |
-3.4 |
-0.3% |
1,322.6 |
Close |
1,328.5 |
1,336.1 |
7.6 |
0.6% |
1,336.1 |
Range |
12.7 |
16.5 |
3.8 |
29.9% |
29.9 |
ATR |
15.7 |
15.7 |
0.1 |
0.4% |
0.0 |
Volume |
280,395 |
373,574 |
93,179 |
33.2% |
1,548,057 |
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.1 |
1,375.6 |
1,345.2 |
|
R3 |
1,365.6 |
1,359.1 |
1,340.6 |
|
R2 |
1,349.1 |
1,349.1 |
1,339.1 |
|
R1 |
1,342.6 |
1,342.6 |
1,337.6 |
1,345.9 |
PP |
1,332.6 |
1,332.6 |
1,332.6 |
1,334.2 |
S1 |
1,326.1 |
1,326.1 |
1,334.6 |
1,329.4 |
S2 |
1,316.1 |
1,316.1 |
1,333.1 |
|
S3 |
1,299.6 |
1,309.6 |
1,331.6 |
|
S4 |
1,283.1 |
1,293.1 |
1,327.0 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,426.8 |
1,411.3 |
1,352.5 |
|
R3 |
1,396.9 |
1,381.4 |
1,344.3 |
|
R2 |
1,367.0 |
1,367.0 |
1,341.6 |
|
R1 |
1,351.5 |
1,351.5 |
1,338.8 |
1,359.3 |
PP |
1,337.1 |
1,337.1 |
1,337.1 |
1,340.9 |
S1 |
1,321.6 |
1,321.6 |
1,333.4 |
1,329.4 |
S2 |
1,307.2 |
1,307.2 |
1,330.6 |
|
S3 |
1,277.3 |
1,291.7 |
1,327.9 |
|
S4 |
1,247.4 |
1,261.8 |
1,319.7 |
|
|
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 |
1,322.6 |
29.9 |
2.2% |
16.1 |
1.2% |
45% |
False |
True |
309,611 |
10 |
1,362.6 |
1,322.6 |
40.0 |
3.0% |
16.4 |
1.2% |
34% |
False |
True |
280,264 |
20 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
14.7 |
1.1% |
47% |
False |
False |
161,590 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.8 |
1.1% |
44% |
False |
False |
88,078 |
60 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.9 |
1.1% |
40% |
False |
False |
61,155 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.6% |
13.8 |
1.0% |
69% |
False |
False |
46,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.2 |
2.618 |
1,382.3 |
1.618 |
1,365.8 |
1.000 |
1,355.6 |
0.618 |
1,349.3 |
HIGH |
1,339.1 |
0.618 |
1,332.8 |
0.500 |
1,330.9 |
0.382 |
1,328.9 |
LOW |
1,322.6 |
0.618 |
1,312.4 |
1.000 |
1,306.1 |
1.618 |
1,295.9 |
2.618 |
1,279.4 |
4.250 |
1,252.5 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,334.4 |
1,337.6 |
PP |
1,332.6 |
1,337.1 |
S1 |
1,330.9 |
1,336.6 |
|