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 |
1,536.5 |
1,533.5 |
-3.0 |
-0.2% |
1,528.8 |
High |
1,547.7 |
1,545.7 |
-2.0 |
-0.1% |
1,547.7 |
Low |
1,532.9 |
1,502.5 |
-30.4 |
-2.0% |
1,482.6 |
Close |
1,544.0 |
1,515.7 |
-28.3 |
-1.8% |
1,515.7 |
Range |
14.8 |
43.2 |
28.4 |
191.9% |
65.1 |
ATR |
28.4 |
29.5 |
1.1 |
3.7% |
0.0 |
Volume |
4,970 |
9,213 |
4,243 |
85.4% |
51,999 |
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.0 |
1,626.5 |
1,539.5 |
|
R3 |
1,607.8 |
1,583.3 |
1,527.5 |
|
R2 |
1,564.5 |
1,564.5 |
1,523.5 |
|
R1 |
1,540.0 |
1,540.0 |
1,519.8 |
1,530.8 |
PP |
1,521.3 |
1,521.3 |
1,521.3 |
1,516.5 |
S1 |
1,497.0 |
1,497.0 |
1,511.8 |
1,487.5 |
S2 |
1,478.0 |
1,478.0 |
1,507.8 |
|
S3 |
1,435.0 |
1,453.8 |
1,503.8 |
|
S4 |
1,391.8 |
1,410.5 |
1,492.0 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.8 |
1,678.3 |
1,551.5 |
|
R3 |
1,645.5 |
1,613.3 |
1,533.5 |
|
R2 |
1,580.5 |
1,580.5 |
1,527.8 |
|
R1 |
1,548.0 |
1,548.0 |
1,521.8 |
1,531.8 |
PP |
1,515.3 |
1,515.3 |
1,515.3 |
1,507.3 |
S1 |
1,483.0 |
1,483.0 |
1,509.8 |
1,466.5 |
S2 |
1,450.3 |
1,450.3 |
1,503.8 |
|
S3 |
1,385.3 |
1,417.8 |
1,497.8 |
|
S4 |
1,320.0 |
1,352.8 |
1,480.0 |
|
|
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 |
4.3% |
37.0 |
2.4% |
51% |
False |
False |
10,399 |
10 |
1,557.0 |
1,482.6 |
74.4 |
4.9% |
35.5 |
2.3% |
44% |
False |
False |
13,121 |
20 |
1,615.7 |
1,482.6 |
133.1 |
8.8% |
29.8 |
2.0% |
25% |
False |
False |
11,749 |
40 |
1,615.7 |
1,464.3 |
151.4 |
10.0% |
21.5 |
1.4% |
34% |
False |
False |
5,943 |
60 |
1,615.9 |
1,464.3 |
151.6 |
10.0% |
16.5 |
1.1% |
34% |
False |
False |
3,963 |
80 |
1,615.9 |
1,464.3 |
151.6 |
10.0% |
13.0 |
0.9% |
34% |
False |
False |
2,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.3 |
2.618 |
1,658.8 |
1.618 |
1,615.5 |
1.000 |
1,589.0 |
0.618 |
1,572.5 |
HIGH |
1,545.8 |
0.618 |
1,529.3 |
0.500 |
1,524.0 |
0.382 |
1,519.0 |
LOW |
1,502.5 |
0.618 |
1,475.8 |
1.000 |
1,459.3 |
1.618 |
1,432.5 |
2.618 |
1,389.5 |
4.250 |
1,319.0 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,524.0 |
1,516.0 |
PP |
1,521.3 |
1,516.0 |
S1 |
1,518.5 |
1,515.8 |
|