Trading Metrics calculated at close of trading on 12-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,343.1 |
1,356.3 |
13.2 |
1.0% |
1,330.7 |
High |
1,369.4 |
1,356.7 |
-12.7 |
-0.9% |
1,352.5 |
Low |
1,342.5 |
1,336.7 |
-5.8 |
-0.4% |
1,322.6 |
Close |
1,360.0 |
1,341.9 |
-18.1 |
-1.3% |
1,336.1 |
Range |
26.9 |
20.0 |
-6.9 |
-25.7% |
29.9 |
ATR |
16.0 |
16.5 |
0.5 |
3.3% |
0.0 |
Volume |
492,037 |
397,621 |
-94,416 |
-19.2% |
1,548,057 |
|
Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.1 |
1,393.5 |
1,352.9 |
|
R3 |
1,385.1 |
1,373.5 |
1,347.4 |
|
R2 |
1,365.1 |
1,365.1 |
1,345.6 |
|
R1 |
1,353.5 |
1,353.5 |
1,343.7 |
1,349.3 |
PP |
1,345.1 |
1,345.1 |
1,345.1 |
1,343.0 |
S1 |
1,333.5 |
1,333.5 |
1,340.1 |
1,329.3 |
S2 |
1,325.1 |
1,325.1 |
1,338.2 |
|
S3 |
1,305.1 |
1,313.5 |
1,336.4 |
|
S4 |
1,285.1 |
1,293.5 |
1,330.9 |
|
|
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 |
1,369.4 |
1,322.6 |
46.8 |
3.5% |
17.4 |
1.3% |
41% |
False |
False |
355,444 |
10 |
1,369.4 |
1,322.6 |
46.8 |
3.5% |
15.8 |
1.2% |
41% |
False |
False |
320,295 |
20 |
1,369.4 |
1,312.4 |
57.0 |
4.2% |
16.0 |
1.2% |
52% |
False |
False |
224,565 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.3 |
1.1% |
54% |
False |
False |
122,497 |
60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
15.2 |
1.1% |
49% |
False |
False |
83,952 |
80 |
1,375.5 |
1,264.4 |
111.1 |
8.3% |
14.1 |
1.0% |
70% |
False |
False |
64,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.7 |
2.618 |
1,409.1 |
1.618 |
1,389.1 |
1.000 |
1,376.7 |
0.618 |
1,369.1 |
HIGH |
1,356.7 |
0.618 |
1,349.1 |
0.500 |
1,346.7 |
0.382 |
1,344.3 |
LOW |
1,336.7 |
0.618 |
1,324.3 |
1.000 |
1,316.7 |
1.618 |
1,304.3 |
2.618 |
1,284.3 |
4.250 |
1,251.7 |
|
|
Fisher Pivots for day following 12-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,346.7 |
1,351.8 |
PP |
1,345.1 |
1,348.5 |
S1 |
1,343.5 |
1,345.2 |
|