| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,292.0 |
12,425.0 |
133.0 |
1.1% |
12,258.0 |
| High |
12,443.5 |
12,534.0 |
90.5 |
0.7% |
12,534.0 |
| Low |
12,267.5 |
12,402.5 |
135.0 |
1.1% |
12,209.0 |
| Close |
12,429.5 |
12,453.5 |
24.0 |
0.2% |
12,453.5 |
| Range |
176.0 |
131.5 |
-44.5 |
-25.3% |
325.0 |
| ATR |
219.8 |
213.5 |
-6.3 |
-2.9% |
0.0 |
| Volume |
88,534 |
88,534 |
0 |
0.0% |
466,632 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,857.8 |
12,787.2 |
12,525.8 |
|
| R3 |
12,726.3 |
12,655.7 |
12,489.7 |
|
| R2 |
12,594.8 |
12,594.8 |
12,477.6 |
|
| R1 |
12,524.2 |
12,524.2 |
12,465.6 |
12,559.5 |
| PP |
12,463.3 |
12,463.3 |
12,463.3 |
12,481.0 |
| S1 |
12,392.7 |
12,392.7 |
12,441.4 |
12,428.0 |
| S2 |
12,331.8 |
12,331.8 |
12,429.4 |
|
| S3 |
12,200.3 |
12,261.2 |
12,417.3 |
|
| S4 |
12,068.8 |
12,129.7 |
12,381.2 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,373.8 |
13,238.7 |
12,632.3 |
|
| R3 |
13,048.8 |
12,913.7 |
12,542.9 |
|
| R2 |
12,723.8 |
12,723.8 |
12,513.1 |
|
| R1 |
12,588.7 |
12,588.7 |
12,483.3 |
12,656.3 |
| PP |
12,398.8 |
12,398.8 |
12,398.8 |
12,432.6 |
| S1 |
12,263.7 |
12,263.7 |
12,423.7 |
12,331.3 |
| S2 |
12,073.8 |
12,073.8 |
12,393.9 |
|
| S3 |
11,748.8 |
11,938.7 |
12,364.1 |
|
| S4 |
11,423.8 |
11,613.7 |
12,274.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,534.0 |
12,209.0 |
325.0 |
2.6% |
142.5 |
1.1% |
75% |
True |
False |
93,326 |
| 10 |
12,534.0 |
11,793.0 |
741.0 |
6.0% |
177.8 |
1.4% |
89% |
True |
False |
103,147 |
| 20 |
12,534.0 |
11,706.5 |
827.5 |
6.6% |
194.4 |
1.6% |
90% |
True |
False |
111,386 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.3% |
191.0 |
1.5% |
82% |
False |
False |
62,959 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
196.9 |
1.6% |
39% |
False |
False |
42,094 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
177.0 |
1.4% |
39% |
False |
False |
31,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,092.9 |
|
2.618 |
12,878.3 |
|
1.618 |
12,746.8 |
|
1.000 |
12,665.5 |
|
0.618 |
12,615.3 |
|
HIGH |
12,534.0 |
|
0.618 |
12,483.8 |
|
0.500 |
12,468.3 |
|
0.382 |
12,452.7 |
|
LOW |
12,402.5 |
|
0.618 |
12,321.2 |
|
1.000 |
12,271.0 |
|
1.618 |
12,189.7 |
|
2.618 |
12,058.2 |
|
4.250 |
11,843.6 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,468.3 |
12,434.7 |
| PP |
12,463.3 |
12,415.8 |
| S1 |
12,458.4 |
12,397.0 |
|