| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
12,794.0 |
12,771.5 |
-22.5 |
-0.2% |
12,620.5 |
| High |
12,815.0 |
12,862.0 |
47.0 |
0.4% |
12,862.0 |
| Low |
12,678.0 |
12,718.0 |
40.0 |
0.3% |
12,563.5 |
| Close |
12,703.0 |
12,827.0 |
124.0 |
1.0% |
12,827.0 |
| Range |
137.0 |
144.0 |
7.0 |
5.1% |
298.5 |
| ATR |
180.7 |
179.1 |
-1.5 |
-0.9% |
0.0 |
| Volume |
87,988 |
74,303 |
-13,685 |
-15.6% |
383,144 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,234.3 |
13,174.7 |
12,906.2 |
|
| R3 |
13,090.3 |
13,030.7 |
12,866.6 |
|
| R2 |
12,946.3 |
12,946.3 |
12,853.4 |
|
| R1 |
12,886.7 |
12,886.7 |
12,840.2 |
12,916.5 |
| PP |
12,802.3 |
12,802.3 |
12,802.3 |
12,817.3 |
| S1 |
12,742.7 |
12,742.7 |
12,813.8 |
12,772.5 |
| S2 |
12,658.3 |
12,658.3 |
12,800.6 |
|
| S3 |
12,514.3 |
12,598.7 |
12,787.4 |
|
| S4 |
12,370.3 |
12,454.7 |
12,747.8 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,646.3 |
13,535.2 |
12,991.2 |
|
| R3 |
13,347.8 |
13,236.7 |
12,909.1 |
|
| R2 |
13,049.3 |
13,049.3 |
12,881.7 |
|
| R1 |
12,938.2 |
12,938.2 |
12,854.4 |
12,993.8 |
| PP |
12,750.8 |
12,750.8 |
12,750.8 |
12,778.6 |
| S1 |
12,639.7 |
12,639.7 |
12,799.6 |
12,695.3 |
| S2 |
12,452.3 |
12,452.3 |
12,772.3 |
|
| S3 |
12,153.8 |
12,341.2 |
12,744.9 |
|
| S4 |
11,855.3 |
12,042.7 |
12,662.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,862.0 |
12,527.0 |
335.0 |
2.6% |
141.2 |
1.1% |
90% |
True |
False |
90,720 |
| 10 |
12,862.0 |
12,322.0 |
540.0 |
4.2% |
157.7 |
1.2% |
94% |
True |
False |
99,657 |
| 20 |
12,862.0 |
12,153.0 |
709.0 |
5.5% |
147.8 |
1.2% |
95% |
True |
False |
96,424 |
| 40 |
12,862.0 |
11,706.5 |
1,155.5 |
9.0% |
179.9 |
1.4% |
97% |
True |
False |
96,541 |
| 60 |
12,862.0 |
11,706.5 |
1,155.5 |
9.0% |
187.6 |
1.5% |
97% |
True |
False |
64,625 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
182.6 |
1.4% |
59% |
False |
False |
48,545 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
168.5 |
1.3% |
59% |
False |
False |
38,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,474.0 |
|
2.618 |
13,239.0 |
|
1.618 |
13,095.0 |
|
1.000 |
13,006.0 |
|
0.618 |
12,951.0 |
|
HIGH |
12,862.0 |
|
0.618 |
12,807.0 |
|
0.500 |
12,790.0 |
|
0.382 |
12,773.0 |
|
LOW |
12,718.0 |
|
0.618 |
12,629.0 |
|
1.000 |
12,574.0 |
|
1.618 |
12,485.0 |
|
2.618 |
12,341.0 |
|
4.250 |
12,106.0 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,814.7 |
12,795.3 |
| PP |
12,802.3 |
12,763.7 |
| S1 |
12,790.0 |
12,732.0 |
|