| 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 |
1,514.5 |
1,534.2 |
19.7 |
1.3% |
1,518.4 |
| High |
1,537.4 |
1,547.6 |
10.2 |
0.7% |
1,557.5 |
| Low |
1,484.4 |
1,532.3 |
47.9 |
3.2% |
1,506.2 |
| Close |
1,534.9 |
1,543.7 |
8.8 |
0.6% |
1,531.2 |
| Range |
53.0 |
15.3 |
-37.7 |
-71.1% |
51.3 |
| ATR |
32.3 |
31.0 |
-1.2 |
-3.8% |
0.0 |
| Volume |
132,697 |
97,445 |
-35,252 |
-26.6% |
592,392 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.1 |
1,580.7 |
1,552.1 |
|
| R3 |
1,571.8 |
1,565.4 |
1,547.9 |
|
| R2 |
1,556.5 |
1,556.5 |
1,546.5 |
|
| R1 |
1,550.1 |
1,550.1 |
1,545.1 |
1,553.3 |
| PP |
1,541.2 |
1,541.2 |
1,541.2 |
1,542.8 |
| S1 |
1,534.8 |
1,534.8 |
1,542.3 |
1,538.0 |
| S2 |
1,525.9 |
1,525.9 |
1,540.9 |
|
| S3 |
1,510.6 |
1,519.5 |
1,539.5 |
|
| S4 |
1,495.3 |
1,504.2 |
1,535.3 |
|
|
| 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 |
1,547.6 |
1,482.5 |
65.1 |
4.2% |
34.5 |
2.2% |
94% |
True |
False |
137,510 |
| 10 |
1,589.8 |
1,482.5 |
107.3 |
7.0% |
36.1 |
2.3% |
57% |
False |
False |
150,707 |
| 20 |
1,615.8 |
1,482.5 |
133.3 |
8.6% |
28.8 |
1.9% |
46% |
False |
False |
145,202 |
| 40 |
1,615.8 |
1,437.6 |
178.2 |
11.5% |
30.5 |
2.0% |
60% |
False |
False |
72,996 |
| 60 |
1,622.5 |
1,421.3 |
201.2 |
13.0% |
29.4 |
1.9% |
61% |
False |
False |
48,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,612.6 |
|
2.618 |
1,587.7 |
|
1.618 |
1,572.4 |
|
1.000 |
1,562.9 |
|
0.618 |
1,557.1 |
|
HIGH |
1,547.6 |
|
0.618 |
1,541.8 |
|
0.500 |
1,540.0 |
|
0.382 |
1,538.1 |
|
LOW |
1,532.3 |
|
0.618 |
1,522.8 |
|
1.000 |
1,517.0 |
|
1.618 |
1,507.5 |
|
2.618 |
1,492.2 |
|
4.250 |
1,467.3 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,542.5 |
1,534.5 |
| PP |
1,541.2 |
1,525.2 |
| S1 |
1,540.0 |
1,516.0 |
|