| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
12,620.5 |
12,619.0 |
-1.5 |
0.0% |
12,589.5 |
| High |
12,634.0 |
12,843.5 |
209.5 |
1.7% |
12,660.0 |
| Low |
12,563.5 |
12,602.0 |
38.5 |
0.3% |
12,322.0 |
| Close |
12,611.0 |
12,821.0 |
210.0 |
1.7% |
12,597.0 |
| Range |
70.5 |
241.5 |
171.0 |
242.6% |
338.0 |
| ATR |
179.1 |
183.6 |
4.5 |
2.5% |
0.0 |
| Volume |
111,407 |
109,446 |
-1,961 |
-1.8% |
517,287 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,480.0 |
13,392.0 |
12,953.8 |
|
| R3 |
13,238.5 |
13,150.5 |
12,887.4 |
|
| R2 |
12,997.0 |
12,997.0 |
12,865.3 |
|
| R1 |
12,909.0 |
12,909.0 |
12,843.1 |
12,953.0 |
| PP |
12,755.5 |
12,755.5 |
12,755.5 |
12,777.5 |
| S1 |
12,667.5 |
12,667.5 |
12,798.9 |
12,711.5 |
| S2 |
12,514.0 |
12,514.0 |
12,776.7 |
|
| S3 |
12,272.5 |
12,426.0 |
12,754.6 |
|
| S4 |
12,031.0 |
12,184.5 |
12,688.2 |
|
|
| 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 |
12,843.5 |
12,322.0 |
521.5 |
4.1% |
159.2 |
1.2% |
96% |
True |
False |
100,133 |
| 10 |
12,843.5 |
12,322.0 |
521.5 |
4.1% |
148.7 |
1.2% |
96% |
True |
False |
100,846 |
| 20 |
12,843.5 |
11,793.0 |
1,050.5 |
8.2% |
159.7 |
1.2% |
98% |
True |
False |
99,039 |
| 40 |
12,843.5 |
11,706.5 |
1,137.0 |
8.9% |
187.4 |
1.5% |
98% |
True |
False |
92,618 |
| 60 |
12,843.5 |
11,706.5 |
1,137.0 |
8.9% |
200.2 |
1.6% |
98% |
True |
False |
61,935 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
180.6 |
1.4% |
59% |
False |
False |
46,523 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
167.7 |
1.3% |
59% |
False |
False |
37,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,869.9 |
|
2.618 |
13,475.7 |
|
1.618 |
13,234.2 |
|
1.000 |
13,085.0 |
|
0.618 |
12,992.7 |
|
HIGH |
12,843.5 |
|
0.618 |
12,751.2 |
|
0.500 |
12,722.8 |
|
0.382 |
12,694.3 |
|
LOW |
12,602.0 |
|
0.618 |
12,452.8 |
|
1.000 |
12,360.5 |
|
1.618 |
12,211.3 |
|
2.618 |
11,969.8 |
|
4.250 |
11,575.6 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,788.3 |
12,775.8 |
| PP |
12,755.5 |
12,730.5 |
| S1 |
12,722.8 |
12,685.3 |
|