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 |
1,520.4 |
1,528.8 |
8.4 |
0.6% |
1,518.0 |
High |
1,543.5 |
1,532.8 |
-10.7 |
-0.7% |
1,557.0 |
Low |
1,514.6 |
1,482.6 |
-32.0 |
-2.1% |
1,506.4 |
Close |
1,532.1 |
1,492.2 |
-39.9 |
-2.6% |
1,532.1 |
Range |
28.9 |
50.2 |
21.3 |
73.7% |
50.6 |
ATR |
26.1 |
27.8 |
1.7 |
6.6% |
0.0 |
Volume |
10,061 |
13,912 |
3,851 |
38.3% |
61,239 |
|
Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.3 |
1,622.8 |
1,519.8 |
|
R3 |
1,603.0 |
1,572.8 |
1,506.0 |
|
R2 |
1,552.8 |
1,552.8 |
1,501.5 |
|
R1 |
1,522.5 |
1,522.5 |
1,496.8 |
1,512.5 |
PP |
1,502.5 |
1,502.5 |
1,502.5 |
1,497.5 |
S1 |
1,472.3 |
1,472.3 |
1,487.5 |
1,462.3 |
S2 |
1,452.3 |
1,452.3 |
1,483.0 |
|
S3 |
1,402.3 |
1,422.0 |
1,478.5 |
|
S4 |
1,352.0 |
1,371.8 |
1,464.5 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,683.8 |
1,658.5 |
1,560.0 |
|
R3 |
1,633.0 |
1,607.8 |
1,546.0 |
|
R2 |
1,582.5 |
1,582.5 |
1,541.5 |
|
R1 |
1,557.3 |
1,557.3 |
1,536.8 |
1,569.8 |
PP |
1,531.8 |
1,531.8 |
1,531.8 |
1,538.0 |
S1 |
1,506.8 |
1,506.8 |
1,527.5 |
1,519.3 |
S2 |
1,481.3 |
1,481.3 |
1,522.8 |
|
S3 |
1,430.8 |
1,456.0 |
1,518.3 |
|
S4 |
1,380.0 |
1,405.5 |
1,504.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.0 |
1,482.6 |
74.4 |
5.0% |
35.5 |
2.4% |
13% |
False |
True |
15,030 |
10 |
1,594.1 |
1,482.6 |
111.5 |
7.5% |
34.0 |
2.3% |
9% |
False |
True |
13,897 |
20 |
1,615.7 |
1,482.6 |
133.1 |
8.9% |
28.3 |
1.9% |
7% |
False |
True |
9,935 |
40 |
1,615.7 |
1,464.3 |
151.4 |
10.1% |
21.0 |
1.4% |
18% |
False |
False |
4,992 |
60 |
1,615.9 |
1,464.3 |
151.6 |
10.2% |
14.5 |
1.0% |
18% |
False |
False |
3,328 |
80 |
1,615.9 |
1,464.3 |
151.6 |
10.2% |
11.3 |
0.8% |
18% |
False |
False |
2,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.3 |
2.618 |
1,664.3 |
1.618 |
1,614.0 |
1.000 |
1,583.0 |
0.618 |
1,563.8 |
HIGH |
1,532.8 |
0.618 |
1,513.5 |
0.500 |
1,507.8 |
0.382 |
1,501.8 |
LOW |
1,482.5 |
0.618 |
1,451.5 |
1.000 |
1,432.5 |
1.618 |
1,401.5 |
2.618 |
1,351.3 |
4.250 |
1,269.3 |
|
|
Fisher Pivots for day following 02-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,507.8 |
1,513.0 |
PP |
1,502.5 |
1,506.0 |
S1 |
1,497.3 |
1,499.3 |
|