| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,519.8 |
1,527.5 |
7.7 |
0.5% |
1,518.4 |
| High |
1,543.6 |
1,532.7 |
-10.9 |
-0.7% |
1,557.5 |
| Low |
1,514.5 |
1,482.5 |
-32.0 |
-2.1% |
1,506.2 |
| Close |
1,531.2 |
1,491.7 |
-39.5 |
-2.6% |
1,531.2 |
| Range |
29.1 |
50.2 |
21.1 |
72.5% |
51.3 |
| ATR |
29.6 |
31.0 |
1.5 |
5.0% |
0.0 |
| Volume |
142,313 |
176,431 |
34,118 |
24.0% |
592,392 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.9 |
1,622.5 |
1,519.3 |
|
| R3 |
1,602.7 |
1,572.3 |
1,505.5 |
|
| R2 |
1,552.5 |
1,552.5 |
1,500.9 |
|
| R1 |
1,522.1 |
1,522.1 |
1,496.3 |
1,512.2 |
| PP |
1,502.3 |
1,502.3 |
1,502.3 |
1,497.4 |
| S1 |
1,471.9 |
1,471.9 |
1,487.1 |
1,462.0 |
| S2 |
1,452.1 |
1,452.1 |
1,482.5 |
|
| S3 |
1,401.9 |
1,421.7 |
1,477.9 |
|
| S4 |
1,351.7 |
1,371.5 |
1,464.1 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.5 |
1,659.7 |
1,559.4 |
|
| R3 |
1,634.2 |
1,608.4 |
1,545.3 |
|
| R2 |
1,582.9 |
1,582.9 |
1,540.6 |
|
| R1 |
1,557.1 |
1,557.1 |
1,535.9 |
1,570.0 |
| PP |
1,531.6 |
1,531.6 |
1,531.6 |
1,538.1 |
| S1 |
1,505.8 |
1,505.8 |
1,526.5 |
1,518.7 |
| S2 |
1,480.3 |
1,480.3 |
1,521.8 |
|
| S3 |
1,429.0 |
1,454.5 |
1,517.1 |
|
| S4 |
1,377.7 |
1,403.2 |
1,503.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.5 |
1,482.5 |
75.0 |
5.0% |
35.8 |
2.4% |
12% |
False |
True |
153,764 |
| 10 |
1,594.2 |
1,482.5 |
111.7 |
7.5% |
34.1 |
2.3% |
8% |
False |
True |
144,991 |
| 20 |
1,615.8 |
1,482.5 |
133.3 |
8.9% |
29.2 |
2.0% |
7% |
False |
True |
127,506 |
| 40 |
1,615.8 |
1,421.3 |
194.5 |
13.0% |
34.1 |
2.3% |
36% |
False |
False |
63,782 |
| 60 |
1,622.5 |
1,421.3 |
201.2 |
13.5% |
28.3 |
1.9% |
35% |
False |
False |
42,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,746.1 |
|
2.618 |
1,664.1 |
|
1.618 |
1,613.9 |
|
1.000 |
1,582.9 |
|
0.618 |
1,563.7 |
|
HIGH |
1,532.7 |
|
0.618 |
1,513.5 |
|
0.500 |
1,507.6 |
|
0.382 |
1,501.7 |
|
LOW |
1,482.5 |
|
0.618 |
1,451.5 |
|
1.000 |
1,432.3 |
|
1.618 |
1,401.3 |
|
2.618 |
1,351.1 |
|
4.250 |
1,269.2 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,507.6 |
1,513.1 |
| PP |
1,502.3 |
1,505.9 |
| S1 |
1,497.0 |
1,498.8 |
|