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 |
6,528.23 |
6,448.05 |
-80.18 |
-1.2% |
6,644.40 |
High |
6,560.96 |
6,485.27 |
-75.69 |
-1.2% |
6,793.50 |
Low |
6,322.60 |
6,343.90 |
21.30 |
0.3% |
6,410.04 |
Close |
6,390.84 |
6,458.83 |
67.99 |
1.1% |
6,581.13 |
Range |
238.36 |
141.37 |
-96.99 |
-40.7% |
383.46 |
ATR |
155.71 |
154.68 |
-1.02 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,853.44 |
6,797.51 |
6,536.58 |
|
R3 |
6,712.07 |
6,656.14 |
6,497.71 |
|
R2 |
6,570.70 |
6,570.70 |
6,484.75 |
|
R1 |
6,514.77 |
6,514.77 |
6,471.79 |
6,542.74 |
PP |
6,429.33 |
6,429.33 |
6,429.33 |
6,443.32 |
S1 |
6,373.40 |
6,373.40 |
6,445.87 |
6,401.37 |
S2 |
6,287.96 |
6,287.96 |
6,432.91 |
|
S3 |
6,146.59 |
6,232.03 |
6,419.95 |
|
S4 |
6,005.22 |
6,090.66 |
6,381.08 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,745.27 |
7,546.66 |
6,792.03 |
|
R3 |
7,361.81 |
7,163.20 |
6,686.58 |
|
R2 |
6,978.35 |
6,978.35 |
6,651.43 |
|
R1 |
6,779.74 |
6,779.74 |
6,616.28 |
6,687.32 |
PP |
6,594.89 |
6,594.89 |
6,594.89 |
6,548.68 |
S1 |
6,396.28 |
6,396.28 |
6,545.98 |
6,303.86 |
S2 |
6,211.43 |
6,211.43 |
6,510.83 |
|
S3 |
5,827.97 |
6,012.82 |
6,475.68 |
|
S4 |
5,444.51 |
5,629.36 |
6,370.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,793.50 |
6,322.60 |
470.90 |
7.3% |
209.72 |
3.2% |
29% |
False |
False |
|
10 |
6,930.70 |
6,322.60 |
608.10 |
9.4% |
176.00 |
2.7% |
22% |
False |
False |
|
20 |
7,186.09 |
6,322.60 |
863.49 |
13.4% |
129.08 |
2.0% |
16% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
143.49 |
2.2% |
29% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
118.20 |
1.8% |
29% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
99.25 |
1.5% |
29% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
90.26 |
1.4% |
29% |
False |
False |
|
120 |
7,186.09 |
6,011.24 |
1,174.85 |
18.2% |
81.91 |
1.3% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,086.09 |
2.618 |
6,855.38 |
1.618 |
6,714.01 |
1.000 |
6,626.64 |
0.618 |
6,572.64 |
HIGH |
6,485.27 |
0.618 |
6,431.27 |
0.500 |
6,414.59 |
0.382 |
6,397.90 |
LOW |
6,343.90 |
0.618 |
6,256.53 |
1.000 |
6,202.53 |
1.618 |
6,115.16 |
2.618 |
5,973.79 |
4.250 |
5,743.08 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,444.08 |
6,481.68 |
PP |
6,429.33 |
6,474.06 |
S1 |
6,414.59 |
6,466.45 |
|