| 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 |
2,645.75 |
2,663.00 |
17.25 |
0.7% |
2,635.00 |
| High |
2,672.25 |
2,664.00 |
-8.25 |
-0.3% |
2,672.25 |
| Low |
2,644.00 |
2,584.50 |
-59.50 |
-2.3% |
2,552.00 |
| Close |
2,661.75 |
2,605.75 |
-56.00 |
-2.1% |
2,605.75 |
| Range |
28.25 |
79.50 |
51.25 |
181.4% |
120.25 |
| ATR |
53.56 |
55.41 |
1.85 |
3.5% |
0.00 |
| Volume |
1,642,890 |
2,615,117 |
972,227 |
59.2% |
11,120,968 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.50 |
2,810.75 |
2,649.50 |
|
| R3 |
2,777.00 |
2,731.25 |
2,627.50 |
|
| R2 |
2,697.50 |
2,697.50 |
2,620.25 |
|
| R1 |
2,651.75 |
2,651.75 |
2,613.00 |
2,635.00 |
| PP |
2,618.00 |
2,618.00 |
2,618.00 |
2,609.75 |
| S1 |
2,572.25 |
2,572.25 |
2,598.50 |
2,555.50 |
| S2 |
2,538.50 |
2,538.50 |
2,591.25 |
|
| S3 |
2,459.00 |
2,492.75 |
2,584.00 |
|
| S4 |
2,379.50 |
2,413.25 |
2,562.00 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.75 |
2,908.50 |
2,672.00 |
|
| R3 |
2,850.50 |
2,788.25 |
2,638.75 |
|
| R2 |
2,730.25 |
2,730.25 |
2,627.75 |
|
| R1 |
2,668.00 |
2,668.00 |
2,616.75 |
2,639.00 |
| PP |
2,610.00 |
2,610.00 |
2,610.00 |
2,595.50 |
| S1 |
2,547.75 |
2,547.75 |
2,594.75 |
2,518.75 |
| S2 |
2,489.75 |
2,489.75 |
2,583.75 |
|
| S3 |
2,369.50 |
2,427.50 |
2,572.75 |
|
| S4 |
2,249.25 |
2,307.25 |
2,539.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,672.25 |
2,552.00 |
120.25 |
4.6% |
66.50 |
2.6% |
45% |
False |
False |
2,224,193 |
| 10 |
2,679.75 |
2,552.00 |
127.75 |
4.9% |
66.00 |
2.5% |
42% |
False |
False |
2,359,327 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.8% |
52.50 |
2.0% |
21% |
False |
False |
2,024,611 |
| 40 |
2,807.25 |
2,533.00 |
274.25 |
10.5% |
52.75 |
2.0% |
27% |
False |
False |
1,048,638 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
50.25 |
1.9% |
21% |
False |
False |
705,629 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
41.75 |
1.6% |
21% |
False |
False |
530,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.00 |
|
2.618 |
2,872.25 |
|
1.618 |
2,792.75 |
|
1.000 |
2,743.50 |
|
0.618 |
2,713.25 |
|
HIGH |
2,664.00 |
|
0.618 |
2,633.75 |
|
0.500 |
2,624.25 |
|
0.382 |
2,614.75 |
|
LOW |
2,584.50 |
|
0.618 |
2,535.25 |
|
1.000 |
2,505.00 |
|
1.618 |
2,455.75 |
|
2.618 |
2,376.25 |
|
4.250 |
2,246.50 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.25 |
2,616.00 |
| PP |
2,618.00 |
2,612.50 |
| S1 |
2,612.00 |
2,609.00 |
|