| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,661.75 |
2,673.25 |
11.50 |
0.4% |
2,607.50 |
| High |
2,680.50 |
2,687.00 |
6.50 |
0.2% |
2,680.50 |
| Low |
2,644.75 |
2,660.75 |
16.00 |
0.6% |
2,607.50 |
| Close |
2,657.25 |
2,681.75 |
24.50 |
0.9% |
2,657.25 |
| Range |
35.75 |
26.25 |
-9.50 |
-26.6% |
73.00 |
| ATR |
50.96 |
49.44 |
-1.51 |
-3.0% |
0.00 |
| Volume |
1,711,823 |
1,237,183 |
-474,640 |
-27.7% |
8,410,965 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.25 |
2,744.75 |
2,696.25 |
|
| R3 |
2,729.00 |
2,718.50 |
2,689.00 |
|
| R2 |
2,702.75 |
2,702.75 |
2,686.50 |
|
| R1 |
2,692.25 |
2,692.25 |
2,684.25 |
2,697.50 |
| PP |
2,676.50 |
2,676.50 |
2,676.50 |
2,679.00 |
| S1 |
2,666.00 |
2,666.00 |
2,679.25 |
2,671.25 |
| S2 |
2,650.25 |
2,650.25 |
2,677.00 |
|
| S3 |
2,624.00 |
2,639.75 |
2,674.50 |
|
| S4 |
2,597.75 |
2,613.50 |
2,667.25 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.50 |
2,835.25 |
2,697.50 |
|
| R3 |
2,794.50 |
2,762.25 |
2,677.25 |
|
| R2 |
2,721.50 |
2,721.50 |
2,670.75 |
|
| R1 |
2,689.25 |
2,689.25 |
2,664.00 |
2,705.50 |
| PP |
2,648.50 |
2,648.50 |
2,648.50 |
2,656.50 |
| S1 |
2,616.25 |
2,616.25 |
2,650.50 |
2,632.50 |
| S2 |
2,575.50 |
2,575.50 |
2,643.75 |
|
| S3 |
2,502.50 |
2,543.25 |
2,637.25 |
|
| S4 |
2,429.50 |
2,470.25 |
2,617.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,687.00 |
2,612.25 |
74.75 |
2.8% |
37.25 |
1.4% |
93% |
True |
False |
1,577,214 |
| 10 |
2,687.00 |
2,559.50 |
127.50 |
4.8% |
47.50 |
1.8% |
96% |
True |
False |
1,837,378 |
| 20 |
2,756.50 |
2,552.00 |
204.50 |
7.6% |
54.25 |
2.0% |
63% |
False |
False |
2,015,025 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.5% |
48.00 |
1.8% |
51% |
False |
False |
1,287,040 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
51.75 |
1.9% |
43% |
False |
False |
865,644 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
43.25 |
1.6% |
43% |
False |
False |
650,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.50 |
|
2.618 |
2,755.75 |
|
1.618 |
2,729.50 |
|
1.000 |
2,713.25 |
|
0.618 |
2,703.25 |
|
HIGH |
2,687.00 |
|
0.618 |
2,677.00 |
|
0.500 |
2,674.00 |
|
0.382 |
2,670.75 |
|
LOW |
2,660.75 |
|
0.618 |
2,644.50 |
|
1.000 |
2,634.50 |
|
1.618 |
2,618.25 |
|
2.618 |
2,592.00 |
|
4.250 |
2,549.25 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.00 |
2,675.50 |
| PP |
2,676.50 |
2,669.50 |
| S1 |
2,674.00 |
2,663.50 |
|