| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,654.50 |
2,642.50 |
-12.00 |
-0.5% |
2,635.00 |
| High |
2,661.25 |
2,675.00 |
13.75 |
0.5% |
2,672.25 |
| Low |
2,626.00 |
2,639.75 |
13.75 |
0.5% |
2,552.00 |
| Close |
2,641.00 |
2,664.00 |
23.00 |
0.9% |
2,605.75 |
| Range |
35.25 |
35.25 |
0.00 |
0.0% |
120.25 |
| ATR |
53.42 |
52.13 |
-1.30 |
-2.4% |
0.00 |
| Volume |
1,637,350 |
1,301,132 |
-336,218 |
-20.5% |
11,120,968 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.25 |
2,750.00 |
2,683.50 |
|
| R3 |
2,730.00 |
2,714.75 |
2,673.75 |
|
| R2 |
2,694.75 |
2,694.75 |
2,670.50 |
|
| R1 |
2,679.50 |
2,679.50 |
2,667.25 |
2,687.00 |
| PP |
2,659.50 |
2,659.50 |
2,659.50 |
2,663.50 |
| S1 |
2,644.25 |
2,644.25 |
2,660.75 |
2,652.00 |
| S2 |
2,624.25 |
2,624.25 |
2,657.50 |
|
| S3 |
2,589.00 |
2,609.00 |
2,654.25 |
|
| S4 |
2,553.75 |
2,573.75 |
2,644.50 |
|
|
| 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 |
2,675.00 |
2,584.50 |
90.50 |
3.4% |
50.00 |
1.9% |
88% |
True |
False |
1,862,851 |
| 10 |
2,675.00 |
2,552.00 |
123.00 |
4.6% |
56.25 |
2.1% |
91% |
True |
False |
1,986,305 |
| 20 |
2,767.25 |
2,552.00 |
215.25 |
8.1% |
53.00 |
2.0% |
52% |
False |
False |
1,994,316 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
49.50 |
1.9% |
44% |
False |
False |
1,214,387 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
51.50 |
1.9% |
37% |
False |
False |
816,757 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
43.25 |
1.6% |
37% |
False |
False |
613,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.75 |
|
2.618 |
2,767.25 |
|
1.618 |
2,732.00 |
|
1.000 |
2,710.25 |
|
0.618 |
2,696.75 |
|
HIGH |
2,675.00 |
|
0.618 |
2,661.50 |
|
0.500 |
2,657.50 |
|
0.382 |
2,653.25 |
|
LOW |
2,639.75 |
|
0.618 |
2,618.00 |
|
1.000 |
2,604.50 |
|
1.618 |
2,582.75 |
|
2.618 |
2,547.50 |
|
4.250 |
2,490.00 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.75 |
2,657.25 |
| PP |
2,659.50 |
2,650.50 |
| S1 |
2,657.50 |
2,643.50 |
|