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 |
6,888.0 |
6,954.5 |
66.5 |
1.0% |
6,790.0 |
High |
6,982.0 |
7,025.5 |
43.5 |
0.6% |
7,026.0 |
Low |
6,888.0 |
6,888.5 |
0.5 |
0.0% |
6,780.0 |
Close |
6,954.0 |
6,952.5 |
-1.5 |
0.0% |
6,993.5 |
Range |
94.0 |
137.0 |
43.0 |
45.7% |
246.0 |
ATR |
95.7 |
98.6 |
3.0 |
3.1% |
0.0 |
Volume |
120,401 |
116,700 |
-3,701 |
-3.1% |
552,350 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,366.5 |
7,296.5 |
7,028.0 |
|
R3 |
7,229.5 |
7,159.5 |
6,990.0 |
|
R2 |
7,092.5 |
7,092.5 |
6,977.5 |
|
R1 |
7,022.5 |
7,022.5 |
6,965.0 |
6,989.0 |
PP |
6,955.5 |
6,955.5 |
6,955.5 |
6,939.0 |
S1 |
6,885.5 |
6,885.5 |
6,940.0 |
6,852.0 |
S2 |
6,818.5 |
6,818.5 |
6,927.5 |
|
S3 |
6,681.5 |
6,748.5 |
6,915.0 |
|
S4 |
6,544.5 |
6,611.5 |
6,877.0 |
|
|
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 |
6,827.0 |
199.0 |
2.9% |
120.0 |
1.7% |
63% |
False |
False |
134,468 |
10 |
7,026.0 |
6,766.5 |
259.5 |
3.7% |
106.0 |
1.5% |
72% |
False |
False |
126,439 |
20 |
7,168.5 |
6,766.5 |
402.0 |
5.8% |
93.0 |
1.3% |
46% |
False |
False |
140,295 |
40 |
7,231.0 |
6,766.5 |
464.5 |
6.7% |
83.0 |
1.2% |
40% |
False |
False |
70,413 |
60 |
7,647.0 |
6,766.5 |
880.5 |
12.7% |
65.0 |
0.9% |
21% |
False |
False |
47,111 |
80 |
7,647.0 |
6,766.5 |
880.5 |
12.7% |
50.0 |
0.7% |
21% |
False |
False |
35,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,608.0 |
2.618 |
7,384.0 |
1.618 |
7,247.0 |
1.000 |
7,162.5 |
0.618 |
7,110.0 |
HIGH |
7,025.5 |
0.618 |
6,973.0 |
0.500 |
6,957.0 |
0.382 |
6,941.0 |
LOW |
6,888.5 |
0.618 |
6,804.0 |
1.000 |
6,751.5 |
1.618 |
6,667.0 |
2.618 |
6,530.0 |
4.250 |
6,306.0 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,957.0 |
6,957.0 |
PP |
6,955.5 |
6,955.5 |
S1 |
6,954.0 |
6,954.0 |
|