| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,589.5 |
12,616.0 |
26.5 |
0.2% |
12,499.0 |
| High |
12,602.0 |
12,660.0 |
58.0 |
0.5% |
12,650.0 |
| Low |
12,473.0 |
12,387.5 |
-85.5 |
-0.7% |
12,383.5 |
| Close |
12,594.0 |
12,550.0 |
-44.0 |
-0.3% |
12,549.0 |
| Range |
129.0 |
272.5 |
143.5 |
111.2% |
266.5 |
| ATR |
182.4 |
188.9 |
6.4 |
3.5% |
0.0 |
| Volume |
116,558 |
120,913 |
4,355 |
3.7% |
455,544 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,350.0 |
13,222.5 |
12,699.9 |
|
| R3 |
13,077.5 |
12,950.0 |
12,624.9 |
|
| R2 |
12,805.0 |
12,805.0 |
12,600.0 |
|
| R1 |
12,677.5 |
12,677.5 |
12,575.0 |
12,605.0 |
| PP |
12,532.5 |
12,532.5 |
12,532.5 |
12,496.3 |
| S1 |
12,405.0 |
12,405.0 |
12,525.0 |
12,332.5 |
| S2 |
12,260.0 |
12,260.0 |
12,500.0 |
|
| S3 |
11,987.5 |
12,132.5 |
12,475.1 |
|
| S4 |
11,715.0 |
11,860.0 |
12,400.1 |
|
|
| 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 |
12,660.0 |
12,387.5 |
272.5 |
2.2% |
138.2 |
1.1% |
60% |
True |
True |
101,558 |
| 10 |
12,660.0 |
12,260.0 |
400.0 |
3.2% |
146.6 |
1.2% |
73% |
True |
False |
95,558 |
| 20 |
12,660.0 |
11,706.5 |
953.5 |
7.6% |
178.4 |
1.4% |
88% |
True |
False |
103,891 |
| 40 |
12,660.0 |
11,706.5 |
953.5 |
7.6% |
190.9 |
1.5% |
88% |
True |
False |
80,231 |
| 60 |
13,383.5 |
11,706.5 |
1,677.0 |
13.4% |
200.6 |
1.6% |
50% |
False |
False |
53,621 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.2% |
179.9 |
1.4% |
44% |
False |
False |
40,272 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.2% |
165.8 |
1.3% |
44% |
False |
False |
32,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,818.1 |
|
2.618 |
13,373.4 |
|
1.618 |
13,100.9 |
|
1.000 |
12,932.5 |
|
0.618 |
12,828.4 |
|
HIGH |
12,660.0 |
|
0.618 |
12,555.9 |
|
0.500 |
12,523.8 |
|
0.382 |
12,491.6 |
|
LOW |
12,387.5 |
|
0.618 |
12,219.1 |
|
1.000 |
12,115.0 |
|
1.618 |
11,946.6 |
|
2.618 |
11,674.1 |
|
4.250 |
11,229.4 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,541.3 |
12,541.3 |
| PP |
12,532.5 |
12,532.5 |
| S1 |
12,523.8 |
12,523.8 |
|