Trading Metrics calculated at close of trading on 06-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
6,619.22 |
6,514.48 |
-104.74 |
-1.6% |
6,528.23 |
High |
6,632.21 |
6,587.36 |
-44.85 |
-0.7% |
6,632.21 |
Low |
6,550.28 |
6,402.03 |
-148.25 |
-2.3% |
6,322.60 |
Close |
6,594.84 |
6,433.21 |
-161.63 |
-2.5% |
6,433.21 |
Range |
81.93 |
185.33 |
103.40 |
126.2% |
309.61 |
ATR |
155.94 |
158.58 |
2.63 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,030.19 |
6,917.03 |
6,535.14 |
|
R3 |
6,844.86 |
6,731.70 |
6,484.18 |
|
R2 |
6,659.53 |
6,659.53 |
6,467.19 |
|
R1 |
6,546.37 |
6,546.37 |
6,450.20 |
6,510.29 |
PP |
6,474.20 |
6,474.20 |
6,474.20 |
6,456.16 |
S1 |
6,361.04 |
6,361.04 |
6,416.22 |
6,324.96 |
S2 |
6,288.87 |
6,288.87 |
6,399.23 |
|
S3 |
6,103.54 |
6,175.71 |
6,382.24 |
|
S4 |
5,918.21 |
5,990.38 |
6,331.28 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,391.50 |
7,221.97 |
6,603.50 |
|
R3 |
7,081.89 |
6,912.36 |
6,518.35 |
|
R2 |
6,772.28 |
6,772.28 |
6,489.97 |
|
R1 |
6,602.75 |
6,602.75 |
6,461.59 |
6,532.71 |
PP |
6,462.67 |
6,462.67 |
6,462.67 |
6,427.66 |
S1 |
6,293.14 |
6,293.14 |
6,404.83 |
6,223.10 |
S2 |
6,153.06 |
6,153.06 |
6,376.45 |
|
S3 |
5,843.45 |
5,983.53 |
6,348.07 |
|
S4 |
5,533.84 |
5,673.92 |
6,262.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,632.21 |
6,322.60 |
309.61 |
4.8% |
179.80 |
2.8% |
36% |
False |
False |
|
10 |
6,793.50 |
6,322.60 |
470.90 |
7.3% |
199.05 |
3.1% |
23% |
False |
False |
|
20 |
7,186.09 |
6,322.60 |
863.49 |
13.4% |
145.58 |
2.3% |
13% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.9% |
137.71 |
2.1% |
26% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.9% |
124.88 |
1.9% |
26% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.9% |
103.83 |
1.6% |
26% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.9% |
94.11 |
1.5% |
26% |
False |
False |
|
120 |
7,186.09 |
6,011.24 |
1,174.85 |
18.3% |
85.34 |
1.3% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,375.01 |
2.618 |
7,072.55 |
1.618 |
6,887.22 |
1.000 |
6,772.69 |
0.618 |
6,701.89 |
HIGH |
6,587.36 |
0.618 |
6,516.56 |
0.500 |
6,494.70 |
0.382 |
6,472.83 |
LOW |
6,402.03 |
0.618 |
6,287.50 |
1.000 |
6,216.70 |
1.618 |
6,102.17 |
2.618 |
5,916.84 |
4.250 |
5,614.38 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,494.70 |
6,479.38 |
PP |
6,474.20 |
6,463.99 |
S1 |
6,453.71 |
6,448.60 |
|