| 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 |
12,395.0 |
12,360.0 |
-35.0 |
-0.3% |
11,980.0 |
| High |
12,434.0 |
12,398.0 |
-36.0 |
-0.3% |
12,332.5 |
| Low |
12,338.0 |
12,260.0 |
-78.0 |
-0.6% |
11,793.0 |
| Close |
12,406.0 |
12,299.0 |
-107.0 |
-0.9% |
12,228.5 |
| Range |
96.0 |
138.0 |
42.0 |
43.8% |
539.5 |
| ATR |
229.1 |
223.2 |
-5.9 |
-2.6% |
0.0 |
| Volume |
104,585 |
85,504 |
-19,081 |
-18.2% |
439,268 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,733.0 |
12,654.0 |
12,374.9 |
|
| R3 |
12,595.0 |
12,516.0 |
12,337.0 |
|
| R2 |
12,457.0 |
12,457.0 |
12,324.3 |
|
| R1 |
12,378.0 |
12,378.0 |
12,311.7 |
12,348.5 |
| PP |
12,319.0 |
12,319.0 |
12,319.0 |
12,304.3 |
| S1 |
12,240.0 |
12,240.0 |
12,286.4 |
12,210.5 |
| S2 |
12,181.0 |
12,181.0 |
12,273.7 |
|
| S3 |
12,043.0 |
12,102.0 |
12,261.1 |
|
| S4 |
11,905.0 |
11,964.0 |
12,223.1 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,736.5 |
13,522.0 |
12,525.2 |
|
| R3 |
13,197.0 |
12,982.5 |
12,376.9 |
|
| R2 |
12,657.5 |
12,657.5 |
12,327.4 |
|
| R1 |
12,443.0 |
12,443.0 |
12,278.0 |
12,550.3 |
| PP |
12,118.0 |
12,118.0 |
12,118.0 |
12,171.6 |
| S1 |
11,903.5 |
11,903.5 |
12,179.0 |
12,010.8 |
| S2 |
11,578.5 |
11,578.5 |
12,129.6 |
|
| S3 |
11,039.0 |
11,364.0 |
12,080.1 |
|
| S4 |
10,499.5 |
10,824.5 |
11,931.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,434.0 |
12,101.0 |
333.0 |
2.7% |
156.3 |
1.3% |
59% |
False |
False |
100,124 |
| 10 |
12,434.0 |
11,771.5 |
662.5 |
5.4% |
195.8 |
1.6% |
80% |
False |
False |
110,213 |
| 20 |
12,470.5 |
11,706.5 |
764.0 |
6.2% |
203.8 |
1.7% |
78% |
False |
False |
109,099 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.4% |
193.7 |
1.6% |
65% |
False |
False |
58,559 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.5% |
196.3 |
1.6% |
31% |
False |
False |
39,164 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.5% |
176.0 |
1.4% |
31% |
False |
False |
29,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,984.5 |
|
2.618 |
12,759.3 |
|
1.618 |
12,621.3 |
|
1.000 |
12,536.0 |
|
0.618 |
12,483.3 |
|
HIGH |
12,398.0 |
|
0.618 |
12,345.3 |
|
0.500 |
12,329.0 |
|
0.382 |
12,312.7 |
|
LOW |
12,260.0 |
|
0.618 |
12,174.7 |
|
1.000 |
12,122.0 |
|
1.618 |
12,036.7 |
|
2.618 |
11,898.7 |
|
4.250 |
11,673.5 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,329.0 |
12,321.5 |
| PP |
12,319.0 |
12,314.0 |
| S1 |
12,309.0 |
12,306.5 |
|