| 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 |
1,495.2 |
1,514.5 |
19.3 |
1.3% |
1,518.4 |
| High |
1,517.5 |
1,537.4 |
19.9 |
1.3% |
1,557.5 |
| Low |
1,492.8 |
1,484.4 |
-8.4 |
-0.6% |
1,506.2 |
| Close |
1,513.7 |
1,534.9 |
21.2 |
1.4% |
1,531.2 |
| Range |
24.7 |
53.0 |
28.3 |
114.6% |
51.3 |
| ATR |
30.7 |
32.3 |
1.6 |
5.2% |
0.0 |
| Volume |
138,667 |
132,697 |
-5,970 |
-4.3% |
592,392 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.9 |
1,659.4 |
1,564.1 |
|
| R3 |
1,624.9 |
1,606.4 |
1,549.5 |
|
| R2 |
1,571.9 |
1,571.9 |
1,544.6 |
|
| R1 |
1,553.4 |
1,553.4 |
1,539.8 |
1,562.7 |
| PP |
1,518.9 |
1,518.9 |
1,518.9 |
1,523.5 |
| S1 |
1,500.4 |
1,500.4 |
1,530.0 |
1,509.7 |
| S2 |
1,465.9 |
1,465.9 |
1,525.2 |
|
| S3 |
1,412.9 |
1,447.4 |
1,520.3 |
|
| S4 |
1,359.9 |
1,394.4 |
1,505.8 |
|
|
| 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 |
1,543.6 |
1,482.5 |
61.1 |
4.0% |
35.5 |
2.3% |
86% |
False |
False |
149,701 |
| 10 |
1,594.2 |
1,482.5 |
111.7 |
7.3% |
36.9 |
2.4% |
47% |
False |
False |
151,950 |
| 20 |
1,615.8 |
1,482.5 |
133.3 |
8.7% |
30.0 |
2.0% |
39% |
False |
False |
140,820 |
| 40 |
1,615.8 |
1,421.3 |
194.5 |
12.7% |
32.5 |
2.1% |
58% |
False |
False |
70,565 |
| 60 |
1,622.5 |
1,421.3 |
201.2 |
13.1% |
29.4 |
1.9% |
56% |
False |
False |
47,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,762.7 |
|
2.618 |
1,676.2 |
|
1.618 |
1,623.2 |
|
1.000 |
1,590.4 |
|
0.618 |
1,570.2 |
|
HIGH |
1,537.4 |
|
0.618 |
1,517.2 |
|
0.500 |
1,510.9 |
|
0.382 |
1,504.6 |
|
LOW |
1,484.4 |
|
0.618 |
1,451.6 |
|
1.000 |
1,431.4 |
|
1.618 |
1,398.6 |
|
2.618 |
1,345.6 |
|
4.250 |
1,259.2 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.9 |
1,526.6 |
| PP |
1,518.9 |
1,518.3 |
| S1 |
1,510.9 |
1,510.0 |
|