| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,466.0 |
12,626.0 |
160.0 |
1.3% |
12,258.0 |
| High |
12,628.5 |
12,650.0 |
21.5 |
0.2% |
12,534.0 |
| Low |
12,424.0 |
12,555.0 |
131.0 |
1.1% |
12,209.0 |
| Close |
12,606.5 |
12,606.5 |
0.0 |
0.0% |
12,453.5 |
| Range |
204.5 |
95.0 |
-109.5 |
-53.5% |
325.0 |
| ATR |
208.9 |
200.8 |
-8.1 |
-3.9% |
0.0 |
| Volume |
83,759 |
88,273 |
4,514 |
5.4% |
466,632 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,888.8 |
12,842.7 |
12,658.8 |
|
| R3 |
12,793.8 |
12,747.7 |
12,632.6 |
|
| R2 |
12,698.8 |
12,698.8 |
12,623.9 |
|
| R1 |
12,652.7 |
12,652.7 |
12,615.2 |
12,628.3 |
| PP |
12,603.8 |
12,603.8 |
12,603.8 |
12,591.6 |
| S1 |
12,557.7 |
12,557.7 |
12,597.8 |
12,533.3 |
| S2 |
12,508.8 |
12,508.8 |
12,589.1 |
|
| S3 |
12,413.8 |
12,462.7 |
12,580.4 |
|
| S4 |
12,318.8 |
12,367.7 |
12,554.3 |
|
|
| 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 |
12,650.0 |
12,267.5 |
382.5 |
3.0% |
146.4 |
1.2% |
89% |
True |
False |
90,112 |
| 10 |
12,650.0 |
12,101.0 |
549.0 |
4.4% |
151.4 |
1.2% |
92% |
True |
False |
95,118 |
| 20 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
191.7 |
1.5% |
95% |
True |
False |
110,076 |
| 40 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
189.2 |
1.5% |
95% |
True |
False |
69,775 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
199.4 |
1.6% |
47% |
False |
False |
46,643 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
176.3 |
1.4% |
47% |
False |
False |
35,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,053.8 |
|
2.618 |
12,898.7 |
|
1.618 |
12,803.7 |
|
1.000 |
12,745.0 |
|
0.618 |
12,708.7 |
|
HIGH |
12,650.0 |
|
0.618 |
12,613.7 |
|
0.500 |
12,602.5 |
|
0.382 |
12,591.3 |
|
LOW |
12,555.0 |
|
0.618 |
12,496.3 |
|
1.000 |
12,460.0 |
|
1.618 |
12,401.3 |
|
2.618 |
12,306.3 |
|
4.250 |
12,151.3 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,605.2 |
12,576.6 |
| PP |
12,603.8 |
12,546.7 |
| S1 |
12,602.5 |
12,516.8 |
|