| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,335.9 |
1,341.0 |
5.1 |
0.4% |
1,333.0 |
| High |
1,351.5 |
1,348.8 |
-2.7 |
-0.2% |
1,365.4 |
| Low |
1,334.6 |
1,341.0 |
6.4 |
0.5% |
1,327.0 |
| Close |
1,344.8 |
1,347.5 |
2.7 |
0.2% |
1,344.8 |
| Range |
16.9 |
7.8 |
-9.1 |
-53.8% |
38.4 |
| ATR |
15.9 |
15.3 |
-0.6 |
-3.6% |
0.0 |
| Volume |
67 |
60 |
-7 |
-10.4% |
614 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.2 |
1,366.1 |
1,351.8 |
|
| R3 |
1,361.4 |
1,358.3 |
1,349.6 |
|
| R2 |
1,353.6 |
1,353.6 |
1,348.9 |
|
| R1 |
1,350.5 |
1,350.5 |
1,348.2 |
1,352.1 |
| PP |
1,345.8 |
1,345.8 |
1,345.8 |
1,346.5 |
| S1 |
1,342.7 |
1,342.7 |
1,346.8 |
1,344.3 |
| S2 |
1,338.0 |
1,338.0 |
1,346.1 |
|
| S3 |
1,330.2 |
1,334.9 |
1,345.4 |
|
| S4 |
1,322.4 |
1,327.1 |
1,343.2 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.9 |
1,441.3 |
1,365.9 |
|
| R3 |
1,422.5 |
1,402.9 |
1,355.4 |
|
| R2 |
1,384.1 |
1,384.1 |
1,351.8 |
|
| R1 |
1,364.5 |
1,364.5 |
1,348.3 |
1,374.3 |
| PP |
1,345.7 |
1,345.7 |
1,345.7 |
1,350.7 |
| S1 |
1,326.1 |
1,326.1 |
1,341.3 |
1,335.9 |
| S2 |
1,307.3 |
1,307.3 |
1,337.8 |
|
| S3 |
1,268.9 |
1,287.7 |
1,334.2 |
|
| S4 |
1,230.5 |
1,249.3 |
1,323.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,365.4 |
1,333.0 |
32.4 |
2.4% |
15.2 |
1.1% |
45% |
False |
False |
76 |
| 10 |
1,365.4 |
1,319.0 |
46.4 |
3.4% |
14.0 |
1.0% |
61% |
False |
False |
270 |
| 20 |
1,365.4 |
1,306.6 |
58.8 |
4.4% |
15.1 |
1.1% |
70% |
False |
False |
129,046 |
| 40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
14.5 |
1.1% |
71% |
False |
False |
202,712 |
| 60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.2 |
1.1% |
66% |
False |
False |
224,306 |
| 80 |
1,370.5 |
1,266.9 |
103.6 |
7.7% |
14.3 |
1.1% |
78% |
False |
False |
173,547 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.8 |
1.0% |
82% |
False |
False |
139,581 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.3 |
1.0% |
82% |
False |
False |
116,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.0 |
|
2.618 |
1,369.2 |
|
1.618 |
1,361.4 |
|
1.000 |
1,356.6 |
|
0.618 |
1,353.6 |
|
HIGH |
1,348.8 |
|
0.618 |
1,345.8 |
|
0.500 |
1,344.9 |
|
0.382 |
1,344.0 |
|
LOW |
1,341.0 |
|
0.618 |
1,336.2 |
|
1.000 |
1,333.2 |
|
1.618 |
1,328.4 |
|
2.618 |
1,320.6 |
|
4.250 |
1,307.9 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,346.6 |
1,346.0 |
| PP |
1,345.8 |
1,344.5 |
| S1 |
1,344.9 |
1,343.1 |
|