| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,617.75 |
2,654.50 |
36.75 |
1.4% |
2,635.00 |
| High |
2,666.25 |
2,661.25 |
-5.00 |
-0.2% |
2,672.25 |
| Low |
2,612.25 |
2,626.00 |
13.75 |
0.5% |
2,552.00 |
| Close |
2,655.00 |
2,641.00 |
-14.00 |
-0.5% |
2,605.75 |
| Range |
54.00 |
35.25 |
-18.75 |
-34.7% |
120.25 |
| ATR |
54.82 |
53.42 |
-1.40 |
-2.6% |
0.00 |
| Volume |
1,998,582 |
1,637,350 |
-361,232 |
-18.1% |
11,120,968 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.50 |
2,730.00 |
2,660.50 |
|
| R3 |
2,713.25 |
2,694.75 |
2,650.75 |
|
| R2 |
2,678.00 |
2,678.00 |
2,647.50 |
|
| R1 |
2,659.50 |
2,659.50 |
2,644.25 |
2,651.00 |
| PP |
2,642.75 |
2,642.75 |
2,642.75 |
2,638.50 |
| S1 |
2,624.25 |
2,624.25 |
2,637.75 |
2,616.00 |
| S2 |
2,607.50 |
2,607.50 |
2,634.50 |
|
| S3 |
2,572.25 |
2,589.00 |
2,631.25 |
|
| S4 |
2,537.00 |
2,553.75 |
2,621.50 |
|
|
| 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 |
2,584.50 |
87.75 |
3.3% |
48.75 |
1.8% |
64% |
False |
False |
1,931,203 |
| 10 |
2,672.25 |
2,552.00 |
120.25 |
4.6% |
56.75 |
2.1% |
74% |
False |
False |
2,136,481 |
| 20 |
2,783.50 |
2,552.00 |
231.50 |
8.8% |
53.00 |
2.0% |
38% |
False |
False |
2,025,787 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
49.50 |
1.9% |
35% |
False |
False |
1,182,182 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
51.50 |
2.0% |
31% |
False |
False |
795,274 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
43.00 |
1.6% |
31% |
False |
False |
597,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.00 |
|
2.618 |
2,753.50 |
|
1.618 |
2,718.25 |
|
1.000 |
2,696.50 |
|
0.618 |
2,683.00 |
|
HIGH |
2,661.25 |
|
0.618 |
2,647.75 |
|
0.500 |
2,643.50 |
|
0.382 |
2,639.50 |
|
LOW |
2,626.00 |
|
0.618 |
2,604.25 |
|
1.000 |
2,590.75 |
|
1.618 |
2,569.00 |
|
2.618 |
2,533.75 |
|
4.250 |
2,476.25 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.50 |
2,639.50 |
| PP |
2,642.75 |
2,638.25 |
| S1 |
2,642.00 |
2,637.00 |
|