| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,607.50 |
2,617.75 |
10.25 |
0.4% |
2,635.00 |
| High |
2,653.75 |
2,666.25 |
12.50 |
0.5% |
2,672.25 |
| Low |
2,607.50 |
2,612.25 |
4.75 |
0.2% |
2,552.00 |
| Close |
2,619.00 |
2,655.00 |
36.00 |
1.4% |
2,605.75 |
| Range |
46.25 |
54.00 |
7.75 |
16.8% |
120.25 |
| ATR |
54.88 |
54.82 |
-0.06 |
-0.1% |
0.00 |
| Volume |
1,762,078 |
1,998,582 |
236,504 |
13.4% |
11,120,968 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.50 |
2,784.75 |
2,684.75 |
|
| R3 |
2,752.50 |
2,730.75 |
2,669.75 |
|
| R2 |
2,698.50 |
2,698.50 |
2,665.00 |
|
| R1 |
2,676.75 |
2,676.75 |
2,660.00 |
2,687.50 |
| PP |
2,644.50 |
2,644.50 |
2,644.50 |
2,650.00 |
| S1 |
2,622.75 |
2,622.75 |
2,650.00 |
2,633.50 |
| S2 |
2,590.50 |
2,590.50 |
2,645.00 |
|
| S3 |
2,536.50 |
2,568.75 |
2,640.25 |
|
| S4 |
2,482.50 |
2,514.75 |
2,625.25 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.75 |
2,908.50 |
2,672.00 |
|
| R3 |
2,850.50 |
2,788.25 |
2,638.75 |
|
| R2 |
2,730.25 |
2,730.25 |
2,627.75 |
|
| R1 |
2,668.00 |
2,668.00 |
2,616.75 |
2,639.00 |
| PP |
2,610.00 |
2,610.00 |
2,610.00 |
2,595.50 |
| S1 |
2,547.75 |
2,547.75 |
2,594.75 |
2,518.75 |
| S2 |
2,489.75 |
2,489.75 |
2,583.75 |
|
| S3 |
2,369.50 |
2,427.50 |
2,572.75 |
|
| S4 |
2,249.25 |
2,307.25 |
2,539.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,672.25 |
2,559.50 |
112.75 |
4.2% |
59.75 |
2.2% |
85% |
False |
False |
2,053,210 |
| 10 |
2,679.75 |
2,552.00 |
127.75 |
4.8% |
61.50 |
2.3% |
81% |
False |
False |
2,217,591 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
53.50 |
2.0% |
40% |
False |
False |
2,055,251 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
49.75 |
1.9% |
40% |
False |
False |
1,141,461 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
51.25 |
1.9% |
35% |
False |
False |
768,152 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
42.75 |
1.6% |
35% |
False |
False |
577,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.75 |
|
2.618 |
2,807.50 |
|
1.618 |
2,753.50 |
|
1.000 |
2,720.25 |
|
0.618 |
2,699.50 |
|
HIGH |
2,666.25 |
|
0.618 |
2,645.50 |
|
0.500 |
2,639.25 |
|
0.382 |
2,633.00 |
|
LOW |
2,612.25 |
|
0.618 |
2,579.00 |
|
1.000 |
2,558.25 |
|
1.618 |
2,525.00 |
|
2.618 |
2,471.00 |
|
4.250 |
2,382.75 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.75 |
2,645.00 |
| PP |
2,644.50 |
2,635.25 |
| S1 |
2,639.25 |
2,625.50 |
|