| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,490.75 |
6,557.00 |
66.25 |
1.0% |
6,549.75 |
| High |
6,653.75 |
6,588.50 |
-65.25 |
-1.0% |
6,849.25 |
| Low |
6,443.75 |
6,326.50 |
-117.25 |
-1.8% |
6,421.00 |
| Close |
6,594.00 |
6,393.25 |
-200.75 |
-3.0% |
6,594.00 |
| Range |
210.00 |
262.00 |
52.00 |
24.8% |
428.25 |
| ATR |
162.92 |
170.39 |
7.47 |
4.6% |
0.00 |
| Volume |
647,977 |
670,690 |
22,713 |
3.5% |
2,964,830 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,222.00 |
7,069.75 |
6,537.25 |
|
| R3 |
6,960.00 |
6,807.75 |
6,465.25 |
|
| R2 |
6,698.00 |
6,698.00 |
6,441.25 |
|
| R1 |
6,545.75 |
6,545.75 |
6,417.25 |
6,491.00 |
| PP |
6,436.00 |
6,436.00 |
6,436.00 |
6,408.75 |
| S1 |
6,283.75 |
6,283.75 |
6,369.25 |
6,229.00 |
| S2 |
6,174.00 |
6,174.00 |
6,345.25 |
|
| S3 |
5,912.00 |
6,021.75 |
6,321.25 |
|
| S4 |
5,650.00 |
5,759.75 |
6,249.25 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,906.25 |
7,678.25 |
6,829.50 |
|
| R3 |
7,478.00 |
7,250.00 |
6,711.75 |
|
| R2 |
7,049.75 |
7,049.75 |
6,672.50 |
|
| R1 |
6,821.75 |
6,821.75 |
6,633.25 |
6,935.75 |
| PP |
6,621.50 |
6,621.50 |
6,621.50 |
6,678.50 |
| S1 |
6,393.50 |
6,393.50 |
6,554.75 |
6,507.50 |
| S2 |
6,193.25 |
6,193.25 |
6,515.50 |
|
| S3 |
5,765.00 |
5,965.25 |
6,476.25 |
|
| S4 |
5,336.75 |
5,537.00 |
6,358.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,849.25 |
6,326.50 |
522.75 |
8.2% |
249.25 |
3.9% |
13% |
False |
True |
727,104 |
| 10 |
7,043.00 |
6,326.50 |
716.50 |
11.2% |
207.25 |
3.2% |
9% |
False |
True |
649,669 |
| 20 |
7,214.50 |
6,326.50 |
888.00 |
13.9% |
154.00 |
2.4% |
8% |
False |
True |
444,254 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
16.1% |
171.75 |
2.7% |
20% |
False |
False |
223,415 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
16.1% |
139.00 |
2.2% |
20% |
False |
False |
149,179 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
16.1% |
119.00 |
1.9% |
20% |
False |
False |
111,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,702.00 |
|
2.618 |
7,274.50 |
|
1.618 |
7,012.50 |
|
1.000 |
6,850.50 |
|
0.618 |
6,750.50 |
|
HIGH |
6,588.50 |
|
0.618 |
6,488.50 |
|
0.500 |
6,457.50 |
|
0.382 |
6,426.50 |
|
LOW |
6,326.50 |
|
0.618 |
6,164.50 |
|
1.000 |
6,064.50 |
|
1.618 |
5,902.50 |
|
2.618 |
5,640.50 |
|
4.250 |
5,213.00 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,457.50 |
6,490.00 |
| PP |
6,436.00 |
6,457.75 |
| S1 |
6,414.75 |
6,425.50 |
|