| 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 |
6,954.5 |
7,030.0 |
75.5 |
1.1% |
6,790.0 |
| High |
7,025.5 |
7,147.5 |
122.0 |
1.7% |
7,026.0 |
| Low |
6,888.5 |
7,019.0 |
130.5 |
1.9% |
6,780.0 |
| Close |
6,952.5 |
7,122.0 |
169.5 |
2.4% |
6,993.5 |
| Range |
137.0 |
128.5 |
-8.5 |
-6.2% |
246.0 |
| ATR |
98.6 |
105.5 |
6.9 |
7.0% |
0.0 |
| Volume |
116,700 |
121,202 |
4,502 |
3.9% |
552,350 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,481.5 |
7,430.5 |
7,192.5 |
|
| R3 |
7,353.0 |
7,302.0 |
7,157.5 |
|
| R2 |
7,224.5 |
7,224.5 |
7,145.5 |
|
| R1 |
7,173.5 |
7,173.5 |
7,134.0 |
7,199.0 |
| PP |
7,096.0 |
7,096.0 |
7,096.0 |
7,109.0 |
| S1 |
7,045.0 |
7,045.0 |
7,110.0 |
7,070.5 |
| S2 |
6,967.5 |
6,967.5 |
7,098.5 |
|
| S3 |
6,839.0 |
6,916.5 |
7,086.5 |
|
| S4 |
6,710.5 |
6,788.0 |
7,051.5 |
|
|
| 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 |
7,147.5 |
6,836.0 |
311.5 |
4.4% |
119.5 |
1.7% |
92% |
True |
False |
130,886 |
| 10 |
7,147.5 |
6,766.5 |
381.0 |
5.3% |
115.0 |
1.6% |
93% |
True |
False |
129,090 |
| 20 |
7,168.5 |
6,766.5 |
402.0 |
5.6% |
97.0 |
1.4% |
88% |
False |
False |
145,949 |
| 40 |
7,231.0 |
6,766.5 |
464.5 |
6.5% |
82.5 |
1.2% |
77% |
False |
False |
73,443 |
| 60 |
7,647.0 |
6,766.5 |
880.5 |
12.4% |
67.0 |
0.9% |
40% |
False |
False |
49,048 |
| 80 |
7,647.0 |
6,766.5 |
880.5 |
12.4% |
51.5 |
0.7% |
40% |
False |
False |
36,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,693.5 |
|
2.618 |
7,484.0 |
|
1.618 |
7,355.5 |
|
1.000 |
7,276.0 |
|
0.618 |
7,227.0 |
|
HIGH |
7,147.5 |
|
0.618 |
7,098.5 |
|
0.500 |
7,083.0 |
|
0.382 |
7,068.0 |
|
LOW |
7,019.0 |
|
0.618 |
6,939.5 |
|
1.000 |
6,890.5 |
|
1.618 |
6,811.0 |
|
2.618 |
6,682.5 |
|
4.250 |
6,473.0 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,109.0 |
7,087.0 |
| PP |
7,096.0 |
7,052.5 |
| S1 |
7,083.0 |
7,018.0 |
|