| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,466.00 |
6,582.00 |
116.00 |
1.8% |
6,549.75 |
| High |
6,591.75 |
6,654.50 |
62.75 |
1.0% |
6,849.25 |
| Low |
6,306.75 |
6,559.00 |
252.25 |
4.0% |
6,421.00 |
| Close |
6,582.50 |
6,600.25 |
17.75 |
0.3% |
6,594.00 |
| Range |
285.00 |
95.50 |
-189.50 |
-66.5% |
428.25 |
| ATR |
176.92 |
171.11 |
-5.82 |
-3.3% |
0.00 |
| Volume |
635,562 |
495,024 |
-140,538 |
-22.1% |
2,964,830 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,891.00 |
6,841.25 |
6,652.75 |
|
| R3 |
6,795.50 |
6,745.75 |
6,626.50 |
|
| R2 |
6,700.00 |
6,700.00 |
6,617.75 |
|
| R1 |
6,650.25 |
6,650.25 |
6,609.00 |
6,675.00 |
| PP |
6,604.50 |
6,604.50 |
6,604.50 |
6,617.00 |
| S1 |
6,554.75 |
6,554.75 |
6,591.50 |
6,579.50 |
| S2 |
6,509.00 |
6,509.00 |
6,582.75 |
|
| S3 |
6,413.50 |
6,459.25 |
6,574.00 |
|
| S4 |
6,318.00 |
6,363.75 |
6,547.75 |
|
|
| 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 |
6,654.50 |
6,306.75 |
347.75 |
5.3% |
199.50 |
3.0% |
84% |
True |
False |
626,107 |
| 10 |
6,915.00 |
6,306.75 |
608.25 |
9.2% |
220.50 |
3.3% |
48% |
False |
False |
688,097 |
| 20 |
7,214.50 |
6,306.75 |
907.75 |
13.8% |
162.00 |
2.5% |
32% |
False |
False |
532,803 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
158.75 |
2.4% |
40% |
False |
False |
268,560 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
145.25 |
2.2% |
40% |
False |
False |
179,354 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
123.00 |
1.9% |
40% |
False |
False |
134,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,060.50 |
|
2.618 |
6,904.50 |
|
1.618 |
6,809.00 |
|
1.000 |
6,750.00 |
|
0.618 |
6,713.50 |
|
HIGH |
6,654.50 |
|
0.618 |
6,618.00 |
|
0.500 |
6,606.75 |
|
0.382 |
6,595.50 |
|
LOW |
6,559.00 |
|
0.618 |
6,500.00 |
|
1.000 |
6,463.50 |
|
1.618 |
6,404.50 |
|
2.618 |
6,309.00 |
|
4.250 |
6,153.00 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,606.75 |
6,560.50 |
| PP |
6,604.50 |
6,520.50 |
| S1 |
6,602.50 |
6,480.50 |
|