| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,585.52 |
6,578.84 |
-6.68 |
-0.1% |
6,528.23 |
| High |
6,639.97 |
6,650.29 |
10.32 |
0.2% |
6,632.21 |
| Low |
6,534.89 |
6,574.88 |
39.99 |
0.6% |
6,322.60 |
| Close |
6,615.87 |
6,583.44 |
-32.43 |
-0.5% |
6,433.21 |
| Range |
105.08 |
75.41 |
-29.67 |
-28.2% |
309.61 |
| ATR |
160.05 |
154.01 |
-6.05 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.10 |
6,781.68 |
6,624.92 |
|
| R3 |
6,753.69 |
6,706.27 |
6,604.18 |
|
| R2 |
6,678.28 |
6,678.28 |
6,597.27 |
|
| R1 |
6,630.86 |
6,630.86 |
6,590.35 |
6,654.57 |
| PP |
6,602.87 |
6,602.87 |
6,602.87 |
6,614.73 |
| S1 |
6,555.45 |
6,555.45 |
6,576.53 |
6,579.16 |
| S2 |
6,527.46 |
6,527.46 |
6,569.61 |
|
| S3 |
6,452.05 |
6,480.04 |
6,562.70 |
|
| S4 |
6,376.64 |
6,404.63 |
6,541.96 |
|
|
| 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 |
6,650.29 |
6,402.03 |
248.26 |
3.8% |
117.19 |
1.8% |
73% |
True |
False |
|
| 10 |
6,650.29 |
6,322.60 |
327.69 |
5.0% |
157.27 |
2.4% |
80% |
True |
False |
|
| 20 |
7,084.07 |
6,322.60 |
761.47 |
11.6% |
146.39 |
2.2% |
34% |
False |
False |
|
| 40 |
7,186.09 |
6,322.60 |
863.49 |
13.1% |
127.38 |
1.9% |
30% |
False |
False |
|
| 60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
127.58 |
1.9% |
41% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
106.48 |
1.6% |
41% |
False |
False |
|
| 100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
96.25 |
1.5% |
41% |
False |
False |
|
| 120 |
7,186.09 |
6,011.24 |
1,174.85 |
17.8% |
87.57 |
1.3% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,970.78 |
|
2.618 |
6,847.71 |
|
1.618 |
6,772.30 |
|
1.000 |
6,725.70 |
|
0.618 |
6,696.89 |
|
HIGH |
6,650.29 |
|
0.618 |
6,621.48 |
|
0.500 |
6,612.59 |
|
0.382 |
6,603.69 |
|
LOW |
6,574.88 |
|
0.618 |
6,528.28 |
|
1.000 |
6,499.47 |
|
1.618 |
6,452.87 |
|
2.618 |
6,377.46 |
|
4.250 |
6,254.39 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,612.59 |
6,575.02 |
| PP |
6,602.87 |
6,566.59 |
| S1 |
6,593.16 |
6,558.17 |
|