| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,360.0 |
12,292.0 |
-68.0 |
-0.6% |
11,980.0 |
| High |
12,398.0 |
12,443.5 |
45.5 |
0.4% |
12,332.5 |
| Low |
12,260.0 |
12,267.5 |
7.5 |
0.1% |
11,793.0 |
| Close |
12,299.0 |
12,429.5 |
130.5 |
1.1% |
12,228.5 |
| Range |
138.0 |
176.0 |
38.0 |
27.5% |
539.5 |
| ATR |
223.2 |
219.8 |
-3.4 |
-1.5% |
0.0 |
| Volume |
85,504 |
88,534 |
3,030 |
3.5% |
439,268 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,908.2 |
12,844.8 |
12,526.3 |
|
| R3 |
12,732.2 |
12,668.8 |
12,477.9 |
|
| R2 |
12,556.2 |
12,556.2 |
12,461.8 |
|
| R1 |
12,492.8 |
12,492.8 |
12,445.6 |
12,524.5 |
| PP |
12,380.2 |
12,380.2 |
12,380.2 |
12,396.0 |
| S1 |
12,316.8 |
12,316.8 |
12,413.4 |
12,348.5 |
| S2 |
12,204.2 |
12,204.2 |
12,397.2 |
|
| S3 |
12,028.2 |
12,140.8 |
12,381.1 |
|
| S4 |
11,852.2 |
11,964.8 |
12,332.7 |
|
|
| 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 |
12,443.5 |
12,153.0 |
290.5 |
2.3% |
145.2 |
1.2% |
95% |
True |
False |
96,795 |
| 10 |
12,443.5 |
11,771.5 |
672.0 |
5.4% |
189.2 |
1.5% |
98% |
True |
False |
105,522 |
| 20 |
12,462.0 |
11,706.5 |
755.5 |
6.1% |
195.6 |
1.6% |
96% |
False |
False |
110,242 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.3% |
195.7 |
1.6% |
80% |
False |
False |
60,751 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
196.3 |
1.6% |
38% |
False |
False |
40,621 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
176.8 |
1.4% |
38% |
False |
False |
30,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,191.5 |
|
2.618 |
12,904.3 |
|
1.618 |
12,728.3 |
|
1.000 |
12,619.5 |
|
0.618 |
12,552.3 |
|
HIGH |
12,443.5 |
|
0.618 |
12,376.3 |
|
0.500 |
12,355.5 |
|
0.382 |
12,334.7 |
|
LOW |
12,267.5 |
|
0.618 |
12,158.7 |
|
1.000 |
12,091.5 |
|
1.618 |
11,982.7 |
|
2.618 |
11,806.7 |
|
4.250 |
11,519.5 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,404.8 |
12,403.6 |
| PP |
12,380.2 |
12,377.7 |
| S1 |
12,355.5 |
12,351.8 |
|