| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,616.0 |
12,449.0 |
-167.0 |
-1.3% |
12,499.0 |
| High |
12,660.0 |
12,496.0 |
-164.0 |
-1.3% |
12,650.0 |
| Low |
12,387.5 |
12,322.0 |
-65.5 |
-0.5% |
12,383.5 |
| Close |
12,550.0 |
12,424.0 |
-126.0 |
-1.0% |
12,549.0 |
| Range |
272.5 |
174.0 |
-98.5 |
-36.1% |
266.5 |
| ATR |
188.9 |
191.7 |
2.8 |
1.5% |
0.0 |
| Volume |
120,913 |
116,461 |
-4,452 |
-3.7% |
455,544 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,936.0 |
12,854.0 |
12,519.7 |
|
| R3 |
12,762.0 |
12,680.0 |
12,471.9 |
|
| R2 |
12,588.0 |
12,588.0 |
12,455.9 |
|
| R1 |
12,506.0 |
12,506.0 |
12,440.0 |
12,460.0 |
| PP |
12,414.0 |
12,414.0 |
12,414.0 |
12,391.0 |
| S1 |
12,332.0 |
12,332.0 |
12,408.1 |
12,286.0 |
| S2 |
12,240.0 |
12,240.0 |
12,392.1 |
|
| S3 |
12,066.0 |
12,158.0 |
12,376.2 |
|
| S4 |
11,892.0 |
11,984.0 |
12,328.3 |
|
|
| 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 |
12,322.0 |
338.0 |
2.7% |
154.0 |
1.2% |
30% |
False |
True |
107,196 |
| 10 |
12,660.0 |
12,267.5 |
392.5 |
3.2% |
150.2 |
1.2% |
40% |
False |
False |
98,654 |
| 20 |
12,660.0 |
11,771.5 |
888.5 |
7.2% |
173.0 |
1.4% |
73% |
False |
False |
104,434 |
| 40 |
12,660.0 |
11,706.5 |
953.5 |
7.7% |
192.3 |
1.5% |
75% |
False |
False |
83,133 |
| 60 |
13,318.5 |
11,706.5 |
1,612.0 |
13.0% |
202.2 |
1.6% |
45% |
False |
False |
55,558 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
180.4 |
1.5% |
38% |
False |
False |
41,726 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.3% |
166.0 |
1.3% |
38% |
False |
False |
33,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,235.5 |
|
2.618 |
12,951.5 |
|
1.618 |
12,777.5 |
|
1.000 |
12,670.0 |
|
0.618 |
12,603.5 |
|
HIGH |
12,496.0 |
|
0.618 |
12,429.5 |
|
0.500 |
12,409.0 |
|
0.382 |
12,388.5 |
|
LOW |
12,322.0 |
|
0.618 |
12,214.5 |
|
1.000 |
12,148.0 |
|
1.618 |
12,040.5 |
|
2.618 |
11,866.5 |
|
4.250 |
11,582.5 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,419.0 |
12,491.0 |
| PP |
12,414.0 |
12,468.7 |
| S1 |
12,409.0 |
12,446.3 |
|