| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
12,619.0 |
12,794.0 |
175.0 |
1.4% |
12,589.5 |
| High |
12,843.5 |
12,815.0 |
-28.5 |
-0.2% |
12,660.0 |
| Low |
12,602.0 |
12,678.0 |
76.0 |
0.6% |
12,322.0 |
| Close |
12,821.0 |
12,703.0 |
-118.0 |
-0.9% |
12,597.0 |
| Range |
241.5 |
137.0 |
-104.5 |
-43.3% |
338.0 |
| ATR |
183.6 |
180.7 |
-2.9 |
-1.6% |
0.0 |
| Volume |
109,446 |
87,988 |
-21,458 |
-19.6% |
517,287 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,143.0 |
13,060.0 |
12,778.4 |
|
| R3 |
13,006.0 |
12,923.0 |
12,740.7 |
|
| R2 |
12,869.0 |
12,869.0 |
12,728.1 |
|
| R1 |
12,786.0 |
12,786.0 |
12,715.6 |
12,759.0 |
| PP |
12,732.0 |
12,732.0 |
12,732.0 |
12,718.5 |
| S1 |
12,649.0 |
12,649.0 |
12,690.4 |
12,622.0 |
| S2 |
12,595.0 |
12,595.0 |
12,677.9 |
|
| S3 |
12,458.0 |
12,512.0 |
12,665.3 |
|
| S4 |
12,321.0 |
12,375.0 |
12,627.7 |
|
|
| 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 |
12,389.5 |
454.0 |
3.6% |
151.8 |
1.2% |
69% |
False |
False |
94,439 |
| 10 |
12,843.5 |
12,322.0 |
521.5 |
4.1% |
152.9 |
1.2% |
73% |
False |
False |
100,817 |
| 20 |
12,843.5 |
12,101.0 |
742.5 |
5.8% |
152.1 |
1.2% |
81% |
False |
False |
97,968 |
| 40 |
12,843.5 |
11,706.5 |
1,137.0 |
9.0% |
180.4 |
1.4% |
88% |
False |
False |
94,773 |
| 60 |
12,843.5 |
11,706.5 |
1,137.0 |
9.0% |
193.0 |
1.5% |
88% |
False |
False |
63,392 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
181.4 |
1.4% |
52% |
False |
False |
47,620 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
167.8 |
1.3% |
52% |
False |
False |
38,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,397.3 |
|
2.618 |
13,173.7 |
|
1.618 |
13,036.7 |
|
1.000 |
12,952.0 |
|
0.618 |
12,899.7 |
|
HIGH |
12,815.0 |
|
0.618 |
12,762.7 |
|
0.500 |
12,746.5 |
|
0.382 |
12,730.3 |
|
LOW |
12,678.0 |
|
0.618 |
12,593.3 |
|
1.000 |
12,541.0 |
|
1.618 |
12,456.3 |
|
2.618 |
12,319.3 |
|
4.250 |
12,095.8 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,746.5 |
12,703.5 |
| PP |
12,732.0 |
12,703.3 |
| S1 |
12,717.5 |
12,703.2 |
|