| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,582.00 |
6,608.00 |
26.00 |
0.4% |
6,557.00 |
| High |
6,654.50 |
6,611.25 |
-43.25 |
-0.6% |
6,654.50 |
| Low |
6,559.00 |
6,408.50 |
-150.50 |
-2.3% |
6,306.75 |
| Close |
6,600.25 |
6,454.75 |
-145.50 |
-2.2% |
6,454.75 |
| Range |
95.50 |
202.75 |
107.25 |
112.3% |
347.75 |
| ATR |
171.11 |
173.37 |
2.26 |
1.3% |
0.00 |
| Volume |
495,024 |
631,810 |
136,786 |
27.6% |
3,114,368 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,099.75 |
6,980.00 |
6,566.25 |
|
| R3 |
6,897.00 |
6,777.25 |
6,510.50 |
|
| R2 |
6,694.25 |
6,694.25 |
6,492.00 |
|
| R1 |
6,574.50 |
6,574.50 |
6,473.25 |
6,533.00 |
| PP |
6,491.50 |
6,491.50 |
6,491.50 |
6,470.75 |
| S1 |
6,371.75 |
6,371.75 |
6,436.25 |
6,330.25 |
| S2 |
6,288.75 |
6,288.75 |
6,417.50 |
|
| S3 |
6,086.00 |
6,169.00 |
6,399.00 |
|
| S4 |
5,883.25 |
5,966.25 |
6,343.25 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,515.25 |
7,332.75 |
6,646.00 |
|
| R3 |
7,167.50 |
6,985.00 |
6,550.50 |
|
| R2 |
6,819.75 |
6,819.75 |
6,518.50 |
|
| R1 |
6,637.25 |
6,637.25 |
6,486.75 |
6,554.50 |
| PP |
6,472.00 |
6,472.00 |
6,472.00 |
6,430.75 |
| S1 |
6,289.50 |
6,289.50 |
6,422.75 |
6,207.00 |
| S2 |
6,124.25 |
6,124.25 |
6,391.00 |
|
| S3 |
5,776.50 |
5,941.75 |
6,359.00 |
|
| S4 |
5,428.75 |
5,594.00 |
6,263.50 |
|
|
| 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 |
5.4% |
198.25 |
3.1% |
43% |
False |
False |
622,873 |
| 10 |
6,849.25 |
6,306.75 |
542.50 |
8.4% |
217.75 |
3.4% |
27% |
False |
False |
682,729 |
| 20 |
7,214.50 |
6,306.75 |
907.75 |
14.1% |
169.00 |
2.6% |
16% |
False |
False |
561,518 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
159.25 |
2.5% |
26% |
False |
False |
284,293 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
148.00 |
2.3% |
26% |
False |
False |
189,872 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
125.00 |
1.9% |
26% |
False |
False |
142,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,473.00 |
|
2.618 |
7,142.00 |
|
1.618 |
6,939.25 |
|
1.000 |
6,814.00 |
|
0.618 |
6,736.50 |
|
HIGH |
6,611.25 |
|
0.618 |
6,533.75 |
|
0.500 |
6,510.00 |
|
0.382 |
6,486.00 |
|
LOW |
6,408.50 |
|
0.618 |
6,283.25 |
|
1.000 |
6,205.75 |
|
1.618 |
6,080.50 |
|
2.618 |
5,877.75 |
|
4.250 |
5,546.75 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,510.00 |
6,480.50 |
| PP |
6,491.50 |
6,472.00 |
| S1 |
6,473.00 |
6,463.50 |
|