Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
6,943.5 |
6,888.0 |
-55.5 |
-0.8% |
6,790.0 |
High |
7,026.0 |
6,982.0 |
-44.0 |
-0.6% |
7,026.0 |
Low |
6,928.0 |
6,888.0 |
-40.0 |
-0.6% |
6,780.0 |
Close |
6,993.5 |
6,954.0 |
-39.5 |
-0.6% |
6,993.5 |
Range |
98.0 |
94.0 |
-4.0 |
-4.1% |
246.0 |
ATR |
94.9 |
95.7 |
0.8 |
0.8% |
0.0 |
Volume |
135,747 |
120,401 |
-15,346 |
-11.3% |
552,350 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,223.5 |
7,182.5 |
7,005.5 |
|
R3 |
7,129.5 |
7,088.5 |
6,980.0 |
|
R2 |
7,035.5 |
7,035.5 |
6,971.0 |
|
R1 |
6,994.5 |
6,994.5 |
6,962.5 |
7,015.0 |
PP |
6,941.5 |
6,941.5 |
6,941.5 |
6,951.5 |
S1 |
6,900.5 |
6,900.5 |
6,945.5 |
6,921.0 |
S2 |
6,847.5 |
6,847.5 |
6,937.0 |
|
S3 |
6,753.5 |
6,806.5 |
6,928.0 |
|
S4 |
6,659.5 |
6,712.5 |
6,902.5 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,671.0 |
7,578.5 |
7,129.0 |
|
R3 |
7,425.0 |
7,332.5 |
7,061.0 |
|
R2 |
7,179.0 |
7,179.0 |
7,038.5 |
|
R1 |
7,086.5 |
7,086.5 |
7,016.0 |
7,133.0 |
PP |
6,933.0 |
6,933.0 |
6,933.0 |
6,956.5 |
S1 |
6,840.5 |
6,840.5 |
6,971.0 |
6,887.0 |
S2 |
6,687.0 |
6,687.0 |
6,948.5 |
|
S3 |
6,441.0 |
6,594.5 |
6,926.0 |
|
S4 |
6,195.0 |
6,348.5 |
6,858.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,026.0 |
6,780.0 |
246.0 |
3.5% |
111.0 |
1.6% |
71% |
False |
False |
134,550 |
10 |
7,068.5 |
6,766.5 |
302.0 |
4.3% |
105.5 |
1.5% |
62% |
False |
False |
126,703 |
20 |
7,168.5 |
6,766.5 |
402.0 |
5.8% |
90.5 |
1.3% |
47% |
False |
False |
134,576 |
40 |
7,231.0 |
6,766.5 |
464.5 |
6.7% |
85.0 |
1.2% |
40% |
False |
False |
67,496 |
60 |
7,647.0 |
6,766.5 |
880.5 |
12.7% |
63.0 |
0.9% |
21% |
False |
False |
45,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,381.5 |
2.618 |
7,228.0 |
1.618 |
7,134.0 |
1.000 |
7,076.0 |
0.618 |
7,040.0 |
HIGH |
6,982.0 |
0.618 |
6,946.0 |
0.500 |
6,935.0 |
0.382 |
6,924.0 |
LOW |
6,888.0 |
0.618 |
6,830.0 |
1.000 |
6,794.0 |
1.618 |
6,736.0 |
2.618 |
6,642.0 |
4.250 |
6,488.5 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,947.5 |
6,946.5 |
PP |
6,941.5 |
6,938.5 |
S1 |
6,935.0 |
6,931.0 |
|