| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,679.25 |
2,704.50 |
25.25 |
0.9% |
2,607.50 |
| High |
2,713.75 |
2,718.50 |
4.75 |
0.2% |
2,680.50 |
| Low |
2,678.75 |
2,703.75 |
25.00 |
0.9% |
2,607.50 |
| Close |
2,706.50 |
2,709.75 |
3.25 |
0.1% |
2,657.25 |
| Range |
35.00 |
14.75 |
-20.25 |
-57.9% |
73.00 |
| ATR |
48.41 |
46.01 |
-2.40 |
-5.0% |
0.00 |
| Volume |
1,251,766 |
1,044,851 |
-206,915 |
-16.5% |
8,410,965 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.00 |
2,747.00 |
2,717.75 |
|
| R3 |
2,740.25 |
2,732.25 |
2,713.75 |
|
| R2 |
2,725.50 |
2,725.50 |
2,712.50 |
|
| R1 |
2,717.50 |
2,717.50 |
2,711.00 |
2,721.50 |
| PP |
2,710.75 |
2,710.75 |
2,710.75 |
2,712.50 |
| S1 |
2,702.75 |
2,702.75 |
2,708.50 |
2,706.75 |
| S2 |
2,696.00 |
2,696.00 |
2,707.00 |
|
| S3 |
2,681.25 |
2,688.00 |
2,705.75 |
|
| S4 |
2,666.50 |
2,673.25 |
2,701.75 |
|
|
| 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 |
2,718.50 |
2,639.75 |
78.75 |
2.9% |
29.50 |
1.1% |
89% |
True |
False |
1,309,351 |
| 10 |
2,718.50 |
2,584.50 |
134.00 |
4.9% |
39.00 |
1.4% |
93% |
True |
False |
1,620,277 |
| 20 |
2,744.00 |
2,552.00 |
192.00 |
7.1% |
53.00 |
2.0% |
82% |
False |
False |
1,975,520 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
47.50 |
1.7% |
62% |
False |
False |
1,343,784 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
51.50 |
1.9% |
51% |
False |
False |
903,543 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
43.50 |
1.6% |
51% |
False |
False |
679,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.25 |
|
2.618 |
2,757.00 |
|
1.618 |
2,742.25 |
|
1.000 |
2,733.25 |
|
0.618 |
2,727.50 |
|
HIGH |
2,718.50 |
|
0.618 |
2,712.75 |
|
0.500 |
2,711.00 |
|
0.382 |
2,709.50 |
|
LOW |
2,703.75 |
|
0.618 |
2,694.75 |
|
1.000 |
2,689.00 |
|
1.618 |
2,680.00 |
|
2.618 |
2,665.25 |
|
4.250 |
2,641.00 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.00 |
2,703.00 |
| PP |
2,710.75 |
2,696.25 |
| S1 |
2,710.25 |
2,689.50 |
|