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 |
1,512.6 |
1,536.5 |
23.9 |
1.6% |
1,518.0 |
High |
1,537.5 |
1,547.7 |
10.2 |
0.7% |
1,557.0 |
Low |
1,484.3 |
1,532.9 |
48.6 |
3.3% |
1,506.4 |
Close |
1,534.9 |
1,544.0 |
9.1 |
0.6% |
1,532.1 |
Range |
53.2 |
14.8 |
-38.4 |
-72.2% |
50.6 |
ATR |
29.5 |
28.4 |
-1.0 |
-3.6% |
0.0 |
Volume |
11,208 |
4,970 |
-6,238 |
-55.7% |
61,239 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.0 |
1,579.8 |
1,552.3 |
|
R3 |
1,571.3 |
1,565.0 |
1,548.0 |
|
R2 |
1,556.3 |
1,556.3 |
1,546.8 |
|
R1 |
1,550.3 |
1,550.3 |
1,545.3 |
1,553.3 |
PP |
1,541.5 |
1,541.5 |
1,541.5 |
1,543.0 |
S1 |
1,535.3 |
1,535.3 |
1,542.8 |
1,538.5 |
S2 |
1,526.8 |
1,526.8 |
1,541.3 |
|
S3 |
1,512.0 |
1,520.5 |
1,540.0 |
|
S4 |
1,497.3 |
1,505.8 |
1,535.8 |
|
|
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 |
1,547.7 |
1,482.6 |
65.1 |
4.2% |
34.0 |
2.2% |
94% |
True |
False |
10,569 |
10 |
1,589.5 |
1,482.6 |
106.9 |
6.9% |
35.8 |
2.3% |
57% |
False |
False |
13,830 |
20 |
1,615.7 |
1,482.6 |
133.1 |
8.6% |
28.5 |
1.8% |
46% |
False |
False |
11,327 |
40 |
1,615.7 |
1,464.3 |
151.4 |
9.8% |
21.3 |
1.4% |
53% |
False |
False |
5,713 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.8% |
16.0 |
1.0% |
53% |
False |
False |
3,810 |
80 |
1,615.9 |
1,464.3 |
151.6 |
9.8% |
12.3 |
0.8% |
53% |
False |
False |
2,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.5 |
2.618 |
1,586.5 |
1.618 |
1,571.8 |
1.000 |
1,562.5 |
0.618 |
1,556.8 |
HIGH |
1,547.8 |
0.618 |
1,542.0 |
0.500 |
1,540.3 |
0.382 |
1,538.5 |
LOW |
1,533.0 |
0.618 |
1,523.8 |
1.000 |
1,518.0 |
1.618 |
1,509.0 |
2.618 |
1,494.3 |
4.250 |
1,470.0 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,542.8 |
1,534.8 |
PP |
1,541.5 |
1,525.3 |
S1 |
1,540.3 |
1,516.0 |
|