| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,672.00 |
2,635.25 |
-36.75 |
-1.4% |
2,673.25 |
| High |
2,688.50 |
2,648.25 |
-40.25 |
-1.5% |
2,718.50 |
| Low |
2,616.00 |
2,611.25 |
-4.75 |
-0.2% |
2,659.75 |
| Close |
2,635.25 |
2,644.50 |
9.25 |
0.4% |
2,671.50 |
| Range |
72.50 |
37.00 |
-35.50 |
-49.0% |
58.75 |
| ATR |
45.39 |
44.79 |
-0.60 |
-1.3% |
0.00 |
| Volume |
2,329,880 |
1,902,899 |
-426,981 |
-18.3% |
6,716,686 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.75 |
2,732.00 |
2,664.75 |
|
| R3 |
2,708.75 |
2,695.00 |
2,654.75 |
|
| R2 |
2,671.75 |
2,671.75 |
2,651.25 |
|
| R1 |
2,658.00 |
2,658.00 |
2,648.00 |
2,665.00 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,638.00 |
| S1 |
2,621.00 |
2,621.00 |
2,641.00 |
2,628.00 |
| S2 |
2,597.75 |
2,597.75 |
2,637.75 |
|
| S3 |
2,560.75 |
2,584.00 |
2,634.25 |
|
| S4 |
2,523.75 |
2,547.00 |
2,624.25 |
|
|
| 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 |
2,713.25 |
2,611.25 |
102.00 |
3.9% |
41.50 |
1.6% |
33% |
False |
True |
1,731,098 |
| 10 |
2,718.50 |
2,611.25 |
107.25 |
4.1% |
35.50 |
1.3% |
31% |
False |
True |
1,520,224 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.3% |
46.00 |
1.7% |
56% |
False |
False |
1,828,352 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
46.75 |
1.8% |
36% |
False |
False |
1,557,552 |
| 60 |
2,862.25 |
2,532.50 |
329.75 |
12.5% |
53.00 |
2.0% |
34% |
False |
False |
1,046,308 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
45.50 |
1.7% |
32% |
False |
False |
787,136 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
40.00 |
1.5% |
32% |
False |
False |
630,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.50 |
|
2.618 |
2,745.00 |
|
1.618 |
2,708.00 |
|
1.000 |
2,685.25 |
|
0.618 |
2,671.00 |
|
HIGH |
2,648.25 |
|
0.618 |
2,634.00 |
|
0.500 |
2,629.75 |
|
0.382 |
2,625.50 |
|
LOW |
2,611.25 |
|
0.618 |
2,588.50 |
|
1.000 |
2,574.25 |
|
1.618 |
2,551.50 |
|
2.618 |
2,514.50 |
|
4.250 |
2,454.00 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.50 |
2,650.00 |
| PP |
2,634.75 |
2,648.00 |
| S1 |
2,629.75 |
2,646.25 |
|