| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,583.0 |
12,589.5 |
6.5 |
0.1% |
12,499.0 |
| High |
12,597.5 |
12,602.0 |
4.5 |
0.0% |
12,650.0 |
| Low |
12,499.0 |
12,473.0 |
-26.0 |
-0.2% |
12,383.5 |
| Close |
12,549.0 |
12,594.0 |
45.0 |
0.4% |
12,549.0 |
| Range |
98.5 |
129.0 |
30.5 |
31.0% |
266.5 |
| ATR |
186.5 |
182.4 |
-4.1 |
-2.2% |
0.0 |
| Volume |
96,147 |
116,558 |
20,411 |
21.2% |
455,544 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,943.3 |
12,897.7 |
12,665.0 |
|
| R3 |
12,814.3 |
12,768.7 |
12,629.5 |
|
| R2 |
12,685.3 |
12,685.3 |
12,617.7 |
|
| R1 |
12,639.7 |
12,639.7 |
12,605.8 |
12,662.5 |
| PP |
12,556.3 |
12,556.3 |
12,556.3 |
12,567.8 |
| S1 |
12,510.7 |
12,510.7 |
12,582.2 |
12,533.5 |
| S2 |
12,427.3 |
12,427.3 |
12,570.4 |
|
| S3 |
12,298.3 |
12,381.7 |
12,558.5 |
|
| S4 |
12,169.3 |
12,252.7 |
12,523.1 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,327.0 |
13,204.5 |
12,695.6 |
|
| R3 |
13,060.5 |
12,938.0 |
12,622.3 |
|
| R2 |
12,794.0 |
12,794.0 |
12,597.9 |
|
| R1 |
12,671.5 |
12,671.5 |
12,573.4 |
12,732.8 |
| PP |
12,527.5 |
12,527.5 |
12,527.5 |
12,558.1 |
| S1 |
12,405.0 |
12,405.0 |
12,524.6 |
12,466.3 |
| S2 |
12,261.0 |
12,261.0 |
12,500.1 |
|
| S3 |
11,994.5 |
12,138.5 |
12,475.7 |
|
| S4 |
11,728.0 |
11,872.0 |
12,402.4 |
|
|
| 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 |
12,424.0 |
226.0 |
1.8% |
124.6 |
1.0% |
75% |
False |
False |
94,127 |
| 10 |
12,650.0 |
12,260.0 |
390.0 |
3.1% |
129.0 |
1.0% |
86% |
False |
False |
93,925 |
| 20 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
177.2 |
1.4% |
94% |
False |
False |
105,196 |
| 40 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
186.6 |
1.5% |
94% |
False |
False |
77,218 |
| 60 |
13,383.5 |
11,706.5 |
1,677.0 |
13.3% |
197.1 |
1.6% |
53% |
False |
False |
51,609 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
177.5 |
1.4% |
47% |
False |
False |
38,762 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
164.0 |
1.3% |
47% |
False |
False |
31,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,150.3 |
|
2.618 |
12,939.7 |
|
1.618 |
12,810.7 |
|
1.000 |
12,731.0 |
|
0.618 |
12,681.7 |
|
HIGH |
12,602.0 |
|
0.618 |
12,552.7 |
|
0.500 |
12,537.5 |
|
0.382 |
12,522.3 |
|
LOW |
12,473.0 |
|
0.618 |
12,393.3 |
|
1.000 |
12,344.0 |
|
1.618 |
12,264.3 |
|
2.618 |
12,135.3 |
|
4.250 |
11,924.8 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,575.2 |
12,579.9 |
| PP |
12,556.3 |
12,565.8 |
| S1 |
12,537.5 |
12,551.8 |
|