| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,683.00 |
2,672.00 |
-11.00 |
-0.4% |
2,673.25 |
| High |
2,684.75 |
2,688.50 |
3.75 |
0.1% |
2,718.50 |
| Low |
2,657.25 |
2,616.00 |
-41.25 |
-1.6% |
2,659.75 |
| Close |
2,671.25 |
2,635.25 |
-36.00 |
-1.3% |
2,671.50 |
| Range |
27.50 |
72.50 |
45.00 |
163.6% |
58.75 |
| ATR |
43.31 |
45.39 |
2.09 |
4.8% |
0.00 |
| Volume |
1,239,828 |
2,329,880 |
1,090,052 |
87.9% |
6,716,686 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.00 |
2,822.25 |
2,675.00 |
|
| R3 |
2,791.50 |
2,749.75 |
2,655.25 |
|
| R2 |
2,719.00 |
2,719.00 |
2,648.50 |
|
| R1 |
2,677.25 |
2,677.25 |
2,642.00 |
2,662.00 |
| PP |
2,646.50 |
2,646.50 |
2,646.50 |
2,639.00 |
| S1 |
2,604.75 |
2,604.75 |
2,628.50 |
2,589.50 |
| S2 |
2,574.00 |
2,574.00 |
2,622.00 |
|
| S3 |
2,501.50 |
2,532.25 |
2,615.25 |
|
| S4 |
2,429.00 |
2,459.75 |
2,595.50 |
|
|
| 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 |
2,616.00 |
102.50 |
3.9% |
37.00 |
1.4% |
19% |
False |
True |
1,559,489 |
| 10 |
2,718.50 |
2,616.00 |
102.50 |
3.9% |
35.25 |
1.3% |
19% |
False |
True |
1,493,669 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.3% |
48.50 |
1.8% |
50% |
False |
False |
1,855,630 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
47.00 |
1.8% |
33% |
False |
False |
1,510,814 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
52.75 |
2.0% |
29% |
False |
False |
1,015,042 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
45.25 |
1.7% |
29% |
False |
False |
763,390 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
39.75 |
1.5% |
29% |
False |
False |
611,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.50 |
|
2.618 |
2,878.25 |
|
1.618 |
2,805.75 |
|
1.000 |
2,761.00 |
|
0.618 |
2,733.25 |
|
HIGH |
2,688.50 |
|
0.618 |
2,660.75 |
|
0.500 |
2,652.25 |
|
0.382 |
2,643.75 |
|
LOW |
2,616.00 |
|
0.618 |
2,571.25 |
|
1.000 |
2,543.50 |
|
1.618 |
2,498.75 |
|
2.618 |
2,426.25 |
|
4.250 |
2,308.00 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.25 |
2,657.00 |
| PP |
2,646.50 |
2,649.75 |
| S1 |
2,641.00 |
2,642.50 |
|