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 |
6,326.54 |
6,619.22 |
292.68 |
4.6% |
6,644.40 |
High |
6,578.56 |
6,632.21 |
53.65 |
0.8% |
6,793.50 |
Low |
6,326.54 |
6,550.28 |
223.74 |
3.5% |
6,410.04 |
Close |
6,560.06 |
6,594.84 |
34.78 |
0.5% |
6,581.13 |
Range |
252.02 |
81.93 |
-170.09 |
-67.5% |
383.46 |
ATR |
161.64 |
155.94 |
-5.69 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,838.23 |
6,798.47 |
6,639.90 |
|
R3 |
6,756.30 |
6,716.54 |
6,617.37 |
|
R2 |
6,674.37 |
6,674.37 |
6,609.86 |
|
R1 |
6,634.61 |
6,634.61 |
6,602.35 |
6,613.53 |
PP |
6,592.44 |
6,592.44 |
6,592.44 |
6,581.90 |
S1 |
6,552.68 |
6,552.68 |
6,587.33 |
6,531.60 |
S2 |
6,510.51 |
6,510.51 |
6,579.82 |
|
S3 |
6,428.58 |
6,470.75 |
6,572.31 |
|
S4 |
6,346.65 |
6,388.82 |
6,549.78 |
|
|
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 |
6,640.76 |
6,322.60 |
318.16 |
4.8% |
183.75 |
2.8% |
86% |
False |
False |
|
10 |
6,809.94 |
6,322.60 |
487.34 |
7.4% |
193.57 |
2.9% |
56% |
False |
False |
|
20 |
7,186.09 |
6,322.60 |
863.49 |
13.1% |
138.30 |
2.1% |
32% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
136.45 |
2.1% |
42% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
122.42 |
1.9% |
42% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
102.05 |
1.5% |
42% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
92.92 |
1.4% |
42% |
False |
False |
|
120 |
7,186.09 |
6,011.24 |
1,174.85 |
17.8% |
84.05 |
1.3% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,980.41 |
2.618 |
6,846.70 |
1.618 |
6,764.77 |
1.000 |
6,714.14 |
0.618 |
6,682.84 |
HIGH |
6,632.21 |
0.618 |
6,600.91 |
0.500 |
6,591.25 |
0.382 |
6,581.58 |
LOW |
6,550.28 |
0.618 |
6,499.65 |
1.000 |
6,468.35 |
1.618 |
6,417.72 |
2.618 |
6,335.79 |
4.250 |
6,202.08 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,593.64 |
6,556.35 |
PP |
6,592.44 |
6,517.86 |
S1 |
6,591.25 |
6,479.38 |
|