Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,527.5 |
1,495.2 |
-32.3 |
-2.1% |
1,518.4 |
High |
1,532.7 |
1,517.5 |
-15.2 |
-1.0% |
1,557.5 |
Low |
1,482.5 |
1,492.8 |
10.3 |
0.7% |
1,506.2 |
Close |
1,491.7 |
1,513.7 |
22.0 |
1.5% |
1,531.2 |
Range |
50.2 |
24.7 |
-25.5 |
-50.8% |
51.3 |
ATR |
31.0 |
30.7 |
-0.4 |
-1.2% |
0.0 |
Volume |
176,431 |
138,667 |
-37,764 |
-21.4% |
592,392 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.1 |
1,572.6 |
1,527.3 |
|
R3 |
1,557.4 |
1,547.9 |
1,520.5 |
|
R2 |
1,532.7 |
1,532.7 |
1,518.2 |
|
R1 |
1,523.2 |
1,523.2 |
1,516.0 |
1,528.0 |
PP |
1,508.0 |
1,508.0 |
1,508.0 |
1,510.4 |
S1 |
1,498.5 |
1,498.5 |
1,511.4 |
1,503.3 |
S2 |
1,483.3 |
1,483.3 |
1,509.2 |
|
S3 |
1,458.6 |
1,473.8 |
1,506.9 |
|
S4 |
1,433.9 |
1,449.1 |
1,500.1 |
|
|
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% |
34.5 |
2.3% |
42% |
False |
False |
154,064 |
10 |
1,594.2 |
1,482.5 |
111.7 |
7.4% |
33.0 |
2.2% |
28% |
False |
False |
146,757 |
20 |
1,615.8 |
1,482.5 |
133.3 |
8.8% |
28.6 |
1.9% |
23% |
False |
False |
134,417 |
40 |
1,615.8 |
1,421.3 |
194.5 |
12.8% |
33.6 |
2.2% |
48% |
False |
False |
67,248 |
60 |
1,622.5 |
1,421.3 |
201.2 |
13.3% |
28.6 |
1.9% |
46% |
False |
False |
44,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.5 |
2.618 |
1,582.2 |
1.618 |
1,557.5 |
1.000 |
1,542.2 |
0.618 |
1,532.8 |
HIGH |
1,517.5 |
0.618 |
1,508.1 |
0.500 |
1,505.2 |
0.382 |
1,502.2 |
LOW |
1,492.8 |
0.618 |
1,477.5 |
1.000 |
1,468.1 |
1.618 |
1,452.8 |
2.618 |
1,428.1 |
4.250 |
1,387.8 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,510.9 |
1,513.5 |
PP |
1,508.0 |
1,513.3 |
S1 |
1,505.2 |
1,513.1 |
|