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 |
7,409.51 |
6,836.74 |
-572.77 |
-7.7% |
8,616.10 |
High |
7,442.51 |
6,928.19 |
-514.32 |
-6.9% |
9,005.83 |
Low |
6,751.15 |
6,590.54 |
-160.61 |
-2.4% |
6,584.86 |
Close |
6,836.74 |
6,750.58 |
-86.16 |
-1.3% |
6,854.00 |
Range |
691.36 |
337.65 |
-353.71 |
-51.2% |
2,420.97 |
ATR |
816.83 |
782.60 |
-34.23 |
-4.2% |
0.00 |
Volume |
111,693 |
105,007 |
-6,686 |
-6.0% |
689,148 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,769.39 |
7,597.63 |
6,936.29 |
|
R3 |
7,431.74 |
7,259.98 |
6,843.43 |
|
R2 |
7,094.09 |
7,094.09 |
6,812.48 |
|
R1 |
6,922.33 |
6,922.33 |
6,781.53 |
6,839.39 |
PP |
6,756.44 |
6,756.44 |
6,756.44 |
6,714.96 |
S1 |
6,584.68 |
6,584.68 |
6,719.63 |
6,501.74 |
S2 |
6,418.79 |
6,418.79 |
6,688.68 |
|
S3 |
6,081.14 |
6,247.03 |
6,657.73 |
|
S4 |
5,743.49 |
5,909.38 |
6,564.87 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,744.47 |
13,220.21 |
8,185.53 |
|
R3 |
12,323.50 |
10,799.24 |
7,519.77 |
|
R2 |
9,902.53 |
9,902.53 |
7,297.84 |
|
R1 |
8,378.27 |
8,378.27 |
7,075.92 |
7,929.92 |
PP |
7,481.56 |
7,481.56 |
7,481.56 |
7,257.39 |
S1 |
5,957.30 |
5,957.30 |
6,632.08 |
5,508.95 |
S2 |
5,060.59 |
5,060.59 |
6,410.16 |
|
S3 |
2,639.62 |
3,536.33 |
6,188.23 |
|
S4 |
218.65 |
1,115.36 |
5,522.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,521.23 |
6,451.17 |
1,070.06 |
15.9% |
626.36 |
9.3% |
28% |
False |
False |
136,375 |
10 |
9,005.83 |
6,451.17 |
2,554.66 |
37.8% |
648.22 |
9.6% |
12% |
False |
False |
121,545 |
20 |
9,892.50 |
6,451.17 |
3,441.33 |
51.0% |
749.57 |
11.1% |
9% |
False |
False |
132,493 |
40 |
11,770.87 |
6,451.17 |
5,319.70 |
78.8% |
836.02 |
12.4% |
6% |
False |
False |
124,686 |
60 |
14,557.96 |
5,963.26 |
8,594.70 |
127.3% |
1,096.85 |
16.2% |
9% |
False |
False |
142,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,363.20 |
2.618 |
7,812.16 |
1.618 |
7,474.51 |
1.000 |
7,265.84 |
0.618 |
7,136.86 |
HIGH |
6,928.19 |
0.618 |
6,799.21 |
0.500 |
6,759.37 |
0.382 |
6,719.52 |
LOW |
6,590.54 |
0.618 |
6,381.87 |
1.000 |
6,252.89 |
1.618 |
6,044.22 |
2.618 |
5,706.57 |
4.250 |
5,155.53 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,759.37 |
7,055.89 |
PP |
6,756.44 |
6,954.12 |
S1 |
6,753.51 |
6,852.35 |
|