| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,626.0 |
12,606.5 |
-19.5 |
-0.2% |
12,258.0 |
| High |
12,650.0 |
12,630.5 |
-19.5 |
-0.2% |
12,534.0 |
| Low |
12,555.0 |
12,534.5 |
-20.5 |
-0.2% |
12,209.0 |
| Close |
12,606.5 |
12,578.0 |
-28.5 |
-0.2% |
12,453.5 |
| Range |
95.0 |
96.0 |
1.0 |
1.1% |
325.0 |
| ATR |
200.8 |
193.3 |
-7.5 |
-3.7% |
0.0 |
| Volume |
88,273 |
85,902 |
-2,371 |
-2.7% |
466,632 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,869.0 |
12,819.5 |
12,630.8 |
|
| R3 |
12,773.0 |
12,723.5 |
12,604.4 |
|
| R2 |
12,677.0 |
12,677.0 |
12,595.6 |
|
| R1 |
12,627.5 |
12,627.5 |
12,586.8 |
12,604.3 |
| PP |
12,581.0 |
12,581.0 |
12,581.0 |
12,569.4 |
| S1 |
12,531.5 |
12,531.5 |
12,569.2 |
12,508.3 |
| S2 |
12,485.0 |
12,485.0 |
12,560.4 |
|
| S3 |
12,389.0 |
12,435.5 |
12,551.6 |
|
| S4 |
12,293.0 |
12,339.5 |
12,525.2 |
|
|
| 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 |
12,650.0 |
12,383.5 |
266.5 |
2.1% |
130.4 |
1.0% |
73% |
False |
False |
89,586 |
| 10 |
12,650.0 |
12,153.0 |
497.0 |
4.0% |
137.8 |
1.1% |
86% |
False |
False |
93,190 |
| 20 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
188.5 |
1.5% |
92% |
False |
False |
109,289 |
| 40 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
188.1 |
1.5% |
92% |
False |
False |
71,916 |
| 60 |
13,591.0 |
11,706.5 |
1,884.5 |
15.0% |
200.0 |
1.6% |
46% |
False |
False |
48,070 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
176.1 |
1.4% |
46% |
False |
False |
36,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,038.5 |
|
2.618 |
12,881.8 |
|
1.618 |
12,785.8 |
|
1.000 |
12,726.5 |
|
0.618 |
12,689.8 |
|
HIGH |
12,630.5 |
|
0.618 |
12,593.8 |
|
0.500 |
12,582.5 |
|
0.382 |
12,571.2 |
|
LOW |
12,534.5 |
|
0.618 |
12,475.2 |
|
1.000 |
12,438.5 |
|
1.618 |
12,379.2 |
|
2.618 |
12,283.2 |
|
4.250 |
12,126.5 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,582.5 |
12,564.3 |
| PP |
12,581.0 |
12,550.7 |
| S1 |
12,579.5 |
12,537.0 |
|