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 |
1,496.5 |
1,512.6 |
16.1 |
1.1% |
1,518.0 |
High |
1,517.7 |
1,537.5 |
19.8 |
1.3% |
1,557.0 |
Low |
1,494.3 |
1,484.3 |
-10.0 |
-0.7% |
1,506.4 |
Close |
1,513.8 |
1,534.9 |
21.1 |
1.4% |
1,532.1 |
Range |
23.4 |
53.2 |
29.8 |
127.4% |
50.6 |
ATR |
27.7 |
29.5 |
1.8 |
6.6% |
0.0 |
Volume |
12,696 |
11,208 |
-1,488 |
-11.7% |
61,239 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.5 |
1,660.0 |
1,564.3 |
|
R3 |
1,625.3 |
1,606.8 |
1,549.5 |
|
R2 |
1,572.0 |
1,572.0 |
1,544.8 |
|
R1 |
1,553.5 |
1,553.5 |
1,539.8 |
1,562.8 |
PP |
1,519.0 |
1,519.0 |
1,519.0 |
1,523.5 |
S1 |
1,500.3 |
1,500.3 |
1,530.0 |
1,509.5 |
S2 |
1,465.8 |
1,465.8 |
1,525.3 |
|
S3 |
1,412.5 |
1,447.0 |
1,520.3 |
|
S4 |
1,359.3 |
1,394.0 |
1,505.8 |
|
|
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 |
1,543.5 |
1,482.6 |
60.9 |
4.0% |
35.3 |
2.3% |
86% |
False |
False |
13,062 |
10 |
1,594.1 |
1,482.6 |
111.5 |
7.3% |
36.8 |
2.4% |
47% |
False |
False |
14,502 |
20 |
1,615.7 |
1,482.6 |
133.1 |
8.7% |
29.3 |
1.9% |
39% |
False |
False |
11,116 |
40 |
1,615.7 |
1,464.3 |
151.4 |
9.9% |
20.8 |
1.4% |
47% |
False |
False |
5,589 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.9% |
15.8 |
1.0% |
47% |
False |
False |
3,727 |
80 |
1,615.9 |
1,464.3 |
151.6 |
9.9% |
12.3 |
0.8% |
47% |
False |
False |
2,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.5 |
2.618 |
1,676.8 |
1.618 |
1,623.5 |
1.000 |
1,590.8 |
0.618 |
1,570.5 |
HIGH |
1,537.5 |
0.618 |
1,517.3 |
0.500 |
1,511.0 |
0.382 |
1,504.5 |
LOW |
1,484.3 |
0.618 |
1,451.5 |
1.000 |
1,431.0 |
1.618 |
1,398.3 |
2.618 |
1,345.0 |
4.250 |
1,258.3 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,527.0 |
1,526.5 |
PP |
1,519.0 |
1,518.3 |
S1 |
1,511.0 |
1,510.0 |
|