| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
11,946.0 |
11,980.0 |
34.0 |
0.3% |
11,880.0 |
| High |
12,168.0 |
12,074.5 |
-93.5 |
-0.8% |
12,168.0 |
| Low |
11,930.0 |
11,913.0 |
-17.0 |
-0.1% |
11,706.5 |
| Close |
12,119.5 |
12,017.5 |
-102.0 |
-0.8% |
12,119.5 |
| Range |
238.0 |
161.5 |
-76.5 |
-32.1% |
461.5 |
| ATR |
230.3 |
228.6 |
-1.7 |
-0.7% |
0.0 |
| Volume |
125,570 |
118,787 |
-6,783 |
-5.4% |
478,918 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,486.2 |
12,413.3 |
12,106.3 |
|
| R3 |
12,324.7 |
12,251.8 |
12,061.9 |
|
| R2 |
12,163.2 |
12,163.2 |
12,047.1 |
|
| R1 |
12,090.3 |
12,090.3 |
12,032.3 |
12,126.8 |
| PP |
12,001.7 |
12,001.7 |
12,001.7 |
12,019.9 |
| S1 |
11,928.8 |
11,928.8 |
12,002.7 |
11,965.3 |
| S2 |
11,840.2 |
11,840.2 |
11,987.9 |
|
| S3 |
11,678.7 |
11,767.3 |
11,973.1 |
|
| S4 |
11,517.2 |
11,605.8 |
11,928.7 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.5 |
13,212.5 |
12,373.3 |
|
| R3 |
12,921.0 |
12,751.0 |
12,246.4 |
|
| R2 |
12,459.5 |
12,459.5 |
12,204.1 |
|
| R1 |
12,289.5 |
12,289.5 |
12,161.8 |
12,374.5 |
| PP |
11,998.0 |
11,998.0 |
11,998.0 |
12,040.5 |
| S1 |
11,828.0 |
11,828.0 |
12,077.2 |
11,913.0 |
| S2 |
11,536.5 |
11,536.5 |
12,034.9 |
|
| S3 |
11,075.0 |
11,366.5 |
11,992.6 |
|
| S4 |
10,613.5 |
10,905.0 |
11,865.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,168.0 |
11,706.5 |
461.5 |
3.8% |
233.7 |
1.9% |
67% |
False |
False |
119,541 |
| 10 |
12,377.5 |
11,706.5 |
671.0 |
5.6% |
224.9 |
1.9% |
46% |
False |
False |
124,010 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.5% |
215.1 |
1.8% |
40% |
False |
False |
86,196 |
| 40 |
12,759.5 |
11,706.5 |
1,053.0 |
8.8% |
220.5 |
1.8% |
30% |
False |
False |
43,382 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.8% |
187.6 |
1.6% |
16% |
False |
False |
29,017 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.8% |
169.7 |
1.4% |
16% |
False |
False |
21,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,760.9 |
|
2.618 |
12,497.3 |
|
1.618 |
12,335.8 |
|
1.000 |
12,236.0 |
|
0.618 |
12,174.3 |
|
HIGH |
12,074.5 |
|
0.618 |
12,012.8 |
|
0.500 |
11,993.8 |
|
0.382 |
11,974.7 |
|
LOW |
11,913.0 |
|
0.618 |
11,813.2 |
|
1.000 |
11,751.5 |
|
1.618 |
11,651.7 |
|
2.618 |
11,490.2 |
|
4.250 |
11,226.6 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,009.6 |
12,001.6 |
| PP |
12,001.7 |
11,985.7 |
| S1 |
11,993.8 |
11,969.8 |
|