| 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 |
1,528.8 |
1,496.5 |
-32.3 |
-2.1% |
1,518.0 |
| High |
1,532.8 |
1,517.7 |
-15.1 |
-1.0% |
1,557.0 |
| Low |
1,482.6 |
1,494.3 |
11.7 |
0.8% |
1,506.4 |
| Close |
1,492.2 |
1,513.8 |
21.6 |
1.4% |
1,532.1 |
| Range |
50.2 |
23.4 |
-26.8 |
-53.4% |
50.6 |
| ATR |
27.8 |
27.7 |
-0.2 |
-0.6% |
0.0 |
| Volume |
13,912 |
12,696 |
-1,216 |
-8.7% |
61,239 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.8 |
1,569.8 |
1,526.8 |
|
| R3 |
1,555.5 |
1,546.3 |
1,520.3 |
|
| R2 |
1,532.0 |
1,532.0 |
1,518.0 |
|
| R1 |
1,523.0 |
1,523.0 |
1,516.0 |
1,527.5 |
| PP |
1,508.5 |
1,508.5 |
1,508.5 |
1,511.0 |
| S1 |
1,499.5 |
1,499.5 |
1,511.8 |
1,504.0 |
| S2 |
1,485.3 |
1,485.3 |
1,509.5 |
|
| S3 |
1,461.8 |
1,476.0 |
1,507.3 |
|
| S4 |
1,438.5 |
1,452.8 |
1,501.0 |
|
|
| 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 |
4.9% |
34.3 |
2.3% |
42% |
False |
False |
14,574 |
| 10 |
1,594.1 |
1,482.6 |
111.5 |
7.4% |
32.8 |
2.2% |
28% |
False |
False |
13,899 |
| 20 |
1,615.7 |
1,482.6 |
133.1 |
8.8% |
27.8 |
1.8% |
23% |
False |
False |
10,561 |
| 40 |
1,615.7 |
1,464.3 |
151.4 |
10.0% |
19.8 |
1.3% |
33% |
False |
False |
5,309 |
| 60 |
1,615.9 |
1,464.3 |
151.6 |
10.0% |
15.0 |
1.0% |
33% |
False |
False |
3,540 |
| 80 |
1,615.9 |
1,464.3 |
151.6 |
10.0% |
11.5 |
0.8% |
33% |
False |
False |
2,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,617.3 |
|
2.618 |
1,579.0 |
|
1.618 |
1,555.5 |
|
1.000 |
1,541.0 |
|
0.618 |
1,532.3 |
|
HIGH |
1,517.8 |
|
0.618 |
1,508.8 |
|
0.500 |
1,506.0 |
|
0.382 |
1,503.3 |
|
LOW |
1,494.3 |
|
0.618 |
1,479.8 |
|
1.000 |
1,471.0 |
|
1.618 |
1,456.5 |
|
2.618 |
1,433.0 |
|
4.250 |
1,394.8 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,511.3 |
1,513.5 |
| PP |
1,508.5 |
1,513.3 |
| S1 |
1,506.0 |
1,513.0 |
|