| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,692.50 |
2,683.00 |
-9.50 |
-0.4% |
2,673.25 |
| High |
2,698.25 |
2,684.75 |
-13.50 |
-0.5% |
2,718.50 |
| Low |
2,659.75 |
2,657.25 |
-2.50 |
-0.1% |
2,659.75 |
| Close |
2,671.50 |
2,671.25 |
-0.25 |
0.0% |
2,671.50 |
| Range |
38.50 |
27.50 |
-11.00 |
-28.6% |
58.75 |
| ATR |
44.52 |
43.31 |
-1.22 |
-2.7% |
0.00 |
| Volume |
1,604,973 |
1,239,828 |
-365,145 |
-22.8% |
6,716,686 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.50 |
2,740.00 |
2,686.50 |
|
| R3 |
2,726.00 |
2,712.50 |
2,678.75 |
|
| R2 |
2,698.50 |
2,698.50 |
2,676.25 |
|
| R1 |
2,685.00 |
2,685.00 |
2,673.75 |
2,678.00 |
| PP |
2,671.00 |
2,671.00 |
2,671.00 |
2,667.50 |
| S1 |
2,657.50 |
2,657.50 |
2,668.75 |
2,650.50 |
| S2 |
2,643.50 |
2,643.50 |
2,666.25 |
|
| S3 |
2,616.00 |
2,630.00 |
2,663.75 |
|
| S4 |
2,588.50 |
2,602.50 |
2,656.00 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.50 |
2,824.25 |
2,703.75 |
|
| R3 |
2,800.75 |
2,765.50 |
2,687.75 |
|
| R2 |
2,742.00 |
2,742.00 |
2,682.25 |
|
| R1 |
2,706.75 |
2,706.75 |
2,677.00 |
2,695.00 |
| PP |
2,683.25 |
2,683.25 |
2,683.25 |
2,677.50 |
| S1 |
2,648.00 |
2,648.00 |
2,666.00 |
2,636.25 |
| S2 |
2,624.50 |
2,624.50 |
2,660.75 |
|
| S3 |
2,565.75 |
2,589.25 |
2,655.25 |
|
| S4 |
2,507.00 |
2,530.50 |
2,639.25 |
|
|
| 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 |
2,657.25 |
61.25 |
2.3% |
29.50 |
1.1% |
23% |
False |
True |
1,343,866 |
| 10 |
2,718.50 |
2,612.25 |
106.25 |
4.0% |
33.50 |
1.3% |
56% |
False |
False |
1,460,540 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.2% |
48.50 |
1.8% |
72% |
False |
False |
1,854,255 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
46.25 |
1.7% |
47% |
False |
False |
1,453,103 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
52.00 |
2.0% |
40% |
False |
False |
976,288 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
44.50 |
1.7% |
40% |
False |
False |
734,310 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
39.50 |
1.5% |
40% |
False |
False |
587,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.50 |
|
2.618 |
2,756.75 |
|
1.618 |
2,729.25 |
|
1.000 |
2,712.25 |
|
0.618 |
2,701.75 |
|
HIGH |
2,684.75 |
|
0.618 |
2,674.25 |
|
0.500 |
2,671.00 |
|
0.382 |
2,667.75 |
|
LOW |
2,657.25 |
|
0.618 |
2,640.25 |
|
1.000 |
2,629.75 |
|
1.618 |
2,612.75 |
|
2.618 |
2,585.25 |
|
4.250 |
2,540.50 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.25 |
2,685.25 |
| PP |
2,671.00 |
2,680.50 |
| S1 |
2,671.00 |
2,676.00 |
|