| 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 |
1,333.5 |
1,326.5 |
-7.0 |
-0.5% |
1,327.0 |
| High |
1,333.7 |
1,333.0 |
-0.7 |
-0.1% |
1,347.3 |
| Low |
1,322.5 |
1,319.0 |
-3.5 |
-0.3% |
1,319.0 |
| Close |
1,324.3 |
1,331.9 |
7.6 |
0.6% |
1,331.9 |
| Range |
11.2 |
14.0 |
2.8 |
25.0% |
28.3 |
| ATR |
15.4 |
15.3 |
-0.1 |
-0.7% |
0.0 |
| Volume |
258 |
348 |
90 |
34.9% |
2,675 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.0 |
1,364.9 |
1,339.6 |
|
| R3 |
1,356.0 |
1,350.9 |
1,335.8 |
|
| R2 |
1,342.0 |
1,342.0 |
1,334.5 |
|
| R1 |
1,336.9 |
1,336.9 |
1,333.2 |
1,339.5 |
| PP |
1,328.0 |
1,328.0 |
1,328.0 |
1,329.2 |
| S1 |
1,322.9 |
1,322.9 |
1,330.6 |
1,325.5 |
| S2 |
1,314.0 |
1,314.0 |
1,329.3 |
|
| S3 |
1,300.0 |
1,308.9 |
1,328.1 |
|
| S4 |
1,286.0 |
1,294.9 |
1,324.2 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.6 |
1,403.1 |
1,347.5 |
|
| R3 |
1,389.3 |
1,374.8 |
1,339.7 |
|
| R2 |
1,361.0 |
1,361.0 |
1,337.1 |
|
| R1 |
1,346.5 |
1,346.5 |
1,334.5 |
1,353.8 |
| PP |
1,332.7 |
1,332.7 |
1,332.7 |
1,336.4 |
| S1 |
1,318.2 |
1,318.2 |
1,329.3 |
1,325.5 |
| S2 |
1,304.4 |
1,304.4 |
1,326.7 |
|
| S3 |
1,276.1 |
1,289.9 |
1,324.1 |
|
| S4 |
1,247.8 |
1,261.6 |
1,316.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.3 |
1,319.0 |
28.3 |
2.1% |
14.7 |
1.1% |
46% |
False |
True |
535 |
| 10 |
1,356.8 |
1,319.0 |
37.8 |
2.8% |
15.4 |
1.2% |
34% |
False |
True |
115,860 |
| 20 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
14.4 |
1.1% |
50% |
False |
False |
213,813 |
| 40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
14.8 |
1.1% |
47% |
False |
False |
247,689 |
| 60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.2 |
1.1% |
42% |
False |
False |
227,888 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
14.0 |
1.1% |
70% |
False |
False |
173,846 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.6 |
1.0% |
70% |
False |
False |
139,750 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.2 |
1.0% |
70% |
False |
False |
116,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,392.5 |
|
2.618 |
1,369.7 |
|
1.618 |
1,355.7 |
|
1.000 |
1,347.0 |
|
0.618 |
1,341.7 |
|
HIGH |
1,333.0 |
|
0.618 |
1,327.7 |
|
0.500 |
1,326.0 |
|
0.382 |
1,324.3 |
|
LOW |
1,319.0 |
|
0.618 |
1,310.3 |
|
1.000 |
1,305.0 |
|
1.618 |
1,296.3 |
|
2.618 |
1,282.3 |
|
4.250 |
1,259.5 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.9 |
1,333.2 |
| PP |
1,328.0 |
1,332.7 |
| S1 |
1,326.0 |
1,332.3 |
|