| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,673.25 |
2,679.25 |
6.00 |
0.2% |
2,607.50 |
| High |
2,687.00 |
2,713.75 |
26.75 |
1.0% |
2,680.50 |
| Low |
2,660.75 |
2,678.75 |
18.00 |
0.7% |
2,607.50 |
| Close |
2,681.75 |
2,706.50 |
24.75 |
0.9% |
2,657.25 |
| Range |
26.25 |
35.00 |
8.75 |
33.3% |
73.00 |
| ATR |
49.44 |
48.41 |
-1.03 |
-2.1% |
0.00 |
| Volume |
1,237,183 |
1,251,766 |
14,583 |
1.2% |
8,410,965 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.75 |
2,790.50 |
2,725.75 |
|
| R3 |
2,769.75 |
2,755.50 |
2,716.00 |
|
| R2 |
2,734.75 |
2,734.75 |
2,713.00 |
|
| R1 |
2,720.50 |
2,720.50 |
2,709.75 |
2,727.50 |
| PP |
2,699.75 |
2,699.75 |
2,699.75 |
2,703.25 |
| S1 |
2,685.50 |
2,685.50 |
2,703.25 |
2,692.50 |
| S2 |
2,664.75 |
2,664.75 |
2,700.00 |
|
| S3 |
2,629.75 |
2,650.50 |
2,697.00 |
|
| S4 |
2,594.75 |
2,615.50 |
2,687.25 |
|
|
| 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 |
2,713.75 |
2,626.00 |
87.75 |
3.2% |
33.50 |
1.2% |
92% |
True |
False |
1,427,850 |
| 10 |
2,713.75 |
2,559.50 |
154.25 |
5.7% |
46.50 |
1.7% |
95% |
True |
False |
1,740,530 |
| 20 |
2,744.00 |
2,552.00 |
192.00 |
7.1% |
53.00 |
2.0% |
80% |
False |
False |
1,978,273 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
48.00 |
1.8% |
61% |
False |
False |
1,317,889 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
52.00 |
1.9% |
50% |
False |
False |
886,320 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
43.50 |
1.6% |
50% |
False |
False |
666,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.50 |
|
2.618 |
2,805.50 |
|
1.618 |
2,770.50 |
|
1.000 |
2,748.75 |
|
0.618 |
2,735.50 |
|
HIGH |
2,713.75 |
|
0.618 |
2,700.50 |
|
0.500 |
2,696.25 |
|
0.382 |
2,692.00 |
|
LOW |
2,678.75 |
|
0.618 |
2,657.00 |
|
1.000 |
2,643.75 |
|
1.618 |
2,622.00 |
|
2.618 |
2,587.00 |
|
4.250 |
2,530.00 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.00 |
2,697.50 |
| PP |
2,699.75 |
2,688.25 |
| S1 |
2,696.25 |
2,679.25 |
|