Trading Metrics calculated at close of trading on 04-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
23,698.33 |
23,654.15 |
-44.18 |
-0.2% |
23,825.74 |
High |
24,044.35 |
24,308.96 |
264.61 |
1.1% |
24,446.22 |
Low |
23,664.33 |
23,523.16 |
-141.17 |
-0.6% |
23,708.73 |
Close |
24,033.36 |
24,264.30 |
230.94 |
1.0% |
24,103.11 |
Range |
380.02 |
785.80 |
405.78 |
106.8% |
737.49 |
ATR |
476.73 |
498.81 |
22.08 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,389.54 |
26,112.72 |
24,696.49 |
|
R3 |
25,603.74 |
25,326.92 |
24,480.40 |
|
R2 |
24,817.94 |
24,817.94 |
24,408.36 |
|
R1 |
24,541.12 |
24,541.12 |
24,336.33 |
24,679.53 |
PP |
24,032.14 |
24,032.14 |
24,032.14 |
24,101.35 |
S1 |
23,755.32 |
23,755.32 |
24,192.27 |
23,893.73 |
S2 |
23,246.34 |
23,246.34 |
24,120.24 |
|
S3 |
22,460.54 |
22,969.52 |
24,048.21 |
|
S4 |
21,674.74 |
22,183.72 |
23,832.11 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,298.49 |
25,938.29 |
24,508.73 |
|
R3 |
25,561.00 |
25,200.80 |
24,305.92 |
|
R2 |
24,823.51 |
24,823.51 |
24,238.32 |
|
R1 |
24,463.31 |
24,463.31 |
24,170.71 |
24,643.41 |
PP |
24,086.02 |
24,086.02 |
24,086.02 |
24,176.07 |
S1 |
23,725.82 |
23,725.82 |
24,035.51 |
23,905.92 |
S2 |
23,348.53 |
23,348.53 |
23,967.90 |
|
S3 |
22,611.04 |
22,988.33 |
23,900.30 |
|
S4 |
21,873.55 |
22,250.84 |
23,697.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,314.30 |
23,344.52 |
969.78 |
4.0% |
539.01 |
2.2% |
95% |
False |
False |
|
10 |
24,977.65 |
23,344.52 |
1,633.13 |
6.7% |
543.26 |
2.2% |
56% |
False |
False |
|
20 |
25,449.15 |
23,344.52 |
2,104.63 |
8.7% |
429.07 |
1.8% |
44% |
False |
False |
|
40 |
25,800.35 |
23,344.52 |
2,455.83 |
10.1% |
470.55 |
1.9% |
37% |
False |
False |
|
60 |
26,616.71 |
23,344.52 |
3,272.19 |
13.5% |
411.43 |
1.7% |
28% |
False |
False |
|
80 |
26,616.71 |
23,344.52 |
3,272.19 |
13.5% |
337.76 |
1.4% |
28% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.9% |
299.42 |
1.2% |
30% |
False |
False |
|
120 |
26,616.71 |
22,821.13 |
3,795.58 |
15.6% |
265.85 |
1.1% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,648.61 |
2.618 |
26,366.18 |
1.618 |
25,580.38 |
1.000 |
25,094.76 |
0.618 |
24,794.58 |
HIGH |
24,308.96 |
0.618 |
24,008.78 |
0.500 |
23,916.06 |
0.382 |
23,823.34 |
LOW |
23,523.16 |
0.618 |
23,037.54 |
1.000 |
22,737.36 |
1.618 |
22,251.74 |
2.618 |
21,465.94 |
4.250 |
20,183.51 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
24,148.22 |
24,118.45 |
PP |
24,032.14 |
23,972.59 |
S1 |
23,916.06 |
23,826.74 |
|