| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,580.0 |
12,620.5 |
40.5 |
0.3% |
12,589.5 |
| High |
12,640.0 |
12,634.0 |
-6.0 |
0.0% |
12,660.0 |
| Low |
12,527.0 |
12,563.5 |
36.5 |
0.3% |
12,322.0 |
| Close |
12,597.0 |
12,611.0 |
14.0 |
0.1% |
12,597.0 |
| Range |
113.0 |
70.5 |
-42.5 |
-37.6% |
338.0 |
| ATR |
187.5 |
179.1 |
-8.4 |
-4.5% |
0.0 |
| Volume |
70,460 |
111,407 |
40,947 |
58.1% |
517,287 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,814.3 |
12,783.2 |
12,649.8 |
|
| R3 |
12,743.8 |
12,712.7 |
12,630.4 |
|
| R2 |
12,673.3 |
12,673.3 |
12,623.9 |
|
| R1 |
12,642.2 |
12,642.2 |
12,617.5 |
12,622.5 |
| PP |
12,602.8 |
12,602.8 |
12,602.8 |
12,593.0 |
| S1 |
12,571.7 |
12,571.7 |
12,604.5 |
12,552.0 |
| S2 |
12,532.3 |
12,532.3 |
12,598.1 |
|
| S3 |
12,461.8 |
12,501.2 |
12,591.6 |
|
| S4 |
12,391.3 |
12,430.7 |
12,572.2 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,540.3 |
13,406.7 |
12,782.9 |
|
| R3 |
13,202.3 |
13,068.7 |
12,690.0 |
|
| R2 |
12,864.3 |
12,864.3 |
12,659.0 |
|
| R1 |
12,730.7 |
12,730.7 |
12,628.0 |
12,797.5 |
| PP |
12,526.3 |
12,526.3 |
12,526.3 |
12,559.8 |
| S1 |
12,392.7 |
12,392.7 |
12,566.0 |
12,459.5 |
| S2 |
12,188.3 |
12,188.3 |
12,535.0 |
|
| S3 |
11,850.3 |
12,054.7 |
12,504.1 |
|
| S4 |
11,512.3 |
11,716.7 |
12,411.1 |
|
|
| 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% |
165.4 |
1.3% |
86% |
False |
False |
102,427 |
| 10 |
12,660.0 |
12,322.0 |
338.0 |
2.7% |
145.0 |
1.1% |
86% |
False |
False |
98,277 |
| 20 |
12,660.0 |
11,793.0 |
867.0 |
6.9% |
155.7 |
1.2% |
94% |
False |
False |
99,506 |
| 40 |
12,660.0 |
11,706.5 |
953.5 |
7.6% |
186.3 |
1.5% |
95% |
False |
False |
89,916 |
| 60 |
12,963.0 |
11,706.5 |
1,256.5 |
10.0% |
199.8 |
1.6% |
72% |
False |
False |
60,123 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
179.6 |
1.4% |
47% |
False |
False |
45,156 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
166.3 |
1.3% |
47% |
False |
False |
36,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,933.6 |
|
2.618 |
12,818.6 |
|
1.618 |
12,748.1 |
|
1.000 |
12,704.5 |
|
0.618 |
12,677.6 |
|
HIGH |
12,634.0 |
|
0.618 |
12,607.1 |
|
0.500 |
12,598.8 |
|
0.382 |
12,590.4 |
|
LOW |
12,563.5 |
|
0.618 |
12,519.9 |
|
1.000 |
12,493.0 |
|
1.618 |
12,449.4 |
|
2.618 |
12,378.9 |
|
4.250 |
12,263.9 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,606.9 |
12,578.9 |
| PP |
12,602.8 |
12,546.8 |
| S1 |
12,598.8 |
12,514.8 |
|