| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,557.00 |
6,405.75 |
-151.25 |
-2.3% |
6,549.75 |
| High |
6,588.50 |
6,496.75 |
-91.75 |
-1.4% |
6,849.25 |
| Low |
6,326.50 |
6,351.25 |
24.75 |
0.4% |
6,421.00 |
| Close |
6,393.25 |
6,469.25 |
76.00 |
1.2% |
6,594.00 |
| Range |
262.00 |
145.50 |
-116.50 |
-44.5% |
428.25 |
| ATR |
170.39 |
168.61 |
-1.78 |
-1.0% |
0.00 |
| Volume |
670,690 |
681,282 |
10,592 |
1.6% |
2,964,830 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,875.50 |
6,818.00 |
6,549.25 |
|
| R3 |
6,730.00 |
6,672.50 |
6,509.25 |
|
| R2 |
6,584.50 |
6,584.50 |
6,496.00 |
|
| R1 |
6,527.00 |
6,527.00 |
6,482.50 |
6,555.75 |
| PP |
6,439.00 |
6,439.00 |
6,439.00 |
6,453.50 |
| S1 |
6,381.50 |
6,381.50 |
6,456.00 |
6,410.25 |
| S2 |
6,293.50 |
6,293.50 |
6,442.50 |
|
| S3 |
6,148.00 |
6,236.00 |
6,429.25 |
|
| S4 |
6,002.50 |
6,090.50 |
6,389.25 |
|
|
| 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 |
8.1% |
227.50 |
3.5% |
27% |
False |
False |
735,924 |
| 10 |
6,951.00 |
6,326.50 |
624.50 |
9.7% |
199.75 |
3.1% |
23% |
False |
False |
660,600 |
| 20 |
7,214.50 |
6,326.50 |
888.00 |
13.7% |
153.00 |
2.4% |
16% |
False |
False |
477,907 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
170.00 |
2.6% |
27% |
False |
False |
240,411 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
140.75 |
2.2% |
27% |
False |
False |
160,526 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
119.50 |
1.8% |
27% |
False |
False |
120,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,115.00 |
|
2.618 |
6,877.75 |
|
1.618 |
6,732.25 |
|
1.000 |
6,642.25 |
|
0.618 |
6,586.75 |
|
HIGH |
6,496.75 |
|
0.618 |
6,441.25 |
|
0.500 |
6,424.00 |
|
0.382 |
6,406.75 |
|
LOW |
6,351.25 |
|
0.618 |
6,261.25 |
|
1.000 |
6,205.75 |
|
1.618 |
6,115.75 |
|
2.618 |
5,970.25 |
|
4.250 |
5,733.00 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,454.25 |
6,490.00 |
| PP |
6,439.00 |
6,483.25 |
| S1 |
6,424.00 |
6,476.25 |
|