| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,704.50 |
2,711.75 |
7.25 |
0.3% |
2,607.50 |
| High |
2,718.50 |
2,713.25 |
-5.25 |
-0.2% |
2,680.50 |
| Low |
2,703.75 |
2,681.50 |
-22.25 |
-0.8% |
2,607.50 |
| Close |
2,709.75 |
2,693.00 |
-16.75 |
-0.6% |
2,657.25 |
| Range |
14.75 |
31.75 |
17.00 |
115.3% |
73.00 |
| ATR |
46.01 |
44.99 |
-1.02 |
-2.2% |
0.00 |
| Volume |
1,044,851 |
1,577,913 |
533,062 |
51.0% |
8,410,965 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.25 |
2,773.75 |
2,710.50 |
|
| R3 |
2,759.50 |
2,742.00 |
2,701.75 |
|
| R2 |
2,727.75 |
2,727.75 |
2,698.75 |
|
| R1 |
2,710.25 |
2,710.25 |
2,696.00 |
2,703.00 |
| PP |
2,696.00 |
2,696.00 |
2,696.00 |
2,692.25 |
| S1 |
2,678.50 |
2,678.50 |
2,690.00 |
2,671.50 |
| S2 |
2,664.25 |
2,664.25 |
2,687.25 |
|
| S3 |
2,632.50 |
2,646.75 |
2,684.25 |
|
| S4 |
2,600.75 |
2,615.00 |
2,675.50 |
|
|
| 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 |
2,644.75 |
73.75 |
2.7% |
28.75 |
1.1% |
65% |
False |
False |
1,364,707 |
| 10 |
2,718.50 |
2,584.50 |
134.00 |
5.0% |
39.50 |
1.5% |
81% |
False |
False |
1,613,779 |
| 20 |
2,726.25 |
2,552.00 |
174.25 |
6.5% |
53.00 |
2.0% |
81% |
False |
False |
1,983,228 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.5% |
46.75 |
1.7% |
55% |
False |
False |
1,382,726 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
52.00 |
1.9% |
46% |
False |
False |
929,711 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
43.75 |
1.6% |
46% |
False |
False |
698,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.25 |
|
2.618 |
2,796.25 |
|
1.618 |
2,764.50 |
|
1.000 |
2,745.00 |
|
0.618 |
2,732.75 |
|
HIGH |
2,713.25 |
|
0.618 |
2,701.00 |
|
0.500 |
2,697.50 |
|
0.382 |
2,693.75 |
|
LOW |
2,681.50 |
|
0.618 |
2,662.00 |
|
1.000 |
2,649.75 |
|
1.618 |
2,630.25 |
|
2.618 |
2,598.50 |
|
4.250 |
2,546.50 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,697.50 |
2,698.50 |
| PP |
2,696.00 |
2,696.75 |
| S1 |
2,694.50 |
2,695.00 |
|