Trading Metrics calculated at close of trading on 04-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
6,405.75 |
6,466.00 |
60.25 |
0.9% |
6,549.75 |
High |
6,496.75 |
6,591.75 |
95.00 |
1.5% |
6,849.25 |
Low |
6,351.25 |
6,306.75 |
-44.50 |
-0.7% |
6,421.00 |
Close |
6,469.25 |
6,582.50 |
113.25 |
1.8% |
6,594.00 |
Range |
145.50 |
285.00 |
139.50 |
95.9% |
428.25 |
ATR |
168.61 |
176.92 |
8.31 |
4.9% |
0.00 |
Volume |
681,282 |
635,562 |
-45,720 |
-6.7% |
2,964,830 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,348.75 |
7,250.50 |
6,739.25 |
|
R3 |
7,063.75 |
6,965.50 |
6,661.00 |
|
R2 |
6,778.75 |
6,778.75 |
6,634.75 |
|
R1 |
6,680.50 |
6,680.50 |
6,608.50 |
6,729.50 |
PP |
6,493.75 |
6,493.75 |
6,493.75 |
6,518.25 |
S1 |
6,395.50 |
6,395.50 |
6,556.50 |
6,444.50 |
S2 |
6,208.75 |
6,208.75 |
6,530.25 |
|
S3 |
5,923.75 |
6,110.50 |
6,504.00 |
|
S4 |
5,638.75 |
5,825.50 |
6,425.75 |
|
|
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 |
6,653.75 |
6,306.75 |
347.00 |
5.3% |
212.75 |
3.2% |
79% |
False |
True |
716,726 |
10 |
6,951.00 |
6,306.75 |
644.25 |
9.8% |
221.75 |
3.4% |
43% |
False |
True |
684,052 |
20 |
7,214.50 |
6,306.75 |
907.75 |
13.8% |
164.00 |
2.5% |
30% |
False |
True |
509,032 |
40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
166.75 |
2.5% |
38% |
False |
False |
256,253 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
144.25 |
2.2% |
38% |
False |
False |
171,110 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
122.25 |
1.9% |
38% |
False |
False |
128,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,803.00 |
2.618 |
7,338.00 |
1.618 |
7,053.00 |
1.000 |
6,876.75 |
0.618 |
6,768.00 |
HIGH |
6,591.75 |
0.618 |
6,483.00 |
0.500 |
6,449.25 |
0.382 |
6,415.50 |
LOW |
6,306.75 |
0.618 |
6,130.50 |
1.000 |
6,021.75 |
1.618 |
5,845.50 |
2.618 |
5,560.50 |
4.250 |
5,095.50 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,538.00 |
6,538.00 |
PP |
6,493.75 |
6,493.75 |
S1 |
6,449.25 |
6,449.25 |
|