| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,635.25 |
2,648.25 |
13.00 |
0.5% |
2,673.25 |
| High |
2,648.25 |
2,677.50 |
29.25 |
1.1% |
2,718.50 |
| Low |
2,611.25 |
2,639.50 |
28.25 |
1.1% |
2,659.75 |
| Close |
2,644.50 |
2,674.50 |
30.00 |
1.1% |
2,671.50 |
| Range |
37.00 |
38.00 |
1.00 |
2.7% |
58.75 |
| ATR |
44.79 |
44.31 |
-0.49 |
-1.1% |
0.00 |
| Volume |
1,902,899 |
1,279,539 |
-623,360 |
-32.8% |
6,716,686 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.75 |
2,764.25 |
2,695.50 |
|
| R3 |
2,739.75 |
2,726.25 |
2,685.00 |
|
| R2 |
2,701.75 |
2,701.75 |
2,681.50 |
|
| R1 |
2,688.25 |
2,688.25 |
2,678.00 |
2,695.00 |
| PP |
2,663.75 |
2,663.75 |
2,663.75 |
2,667.25 |
| S1 |
2,650.25 |
2,650.25 |
2,671.00 |
2,657.00 |
| S2 |
2,625.75 |
2,625.75 |
2,667.50 |
|
| S3 |
2,587.75 |
2,612.25 |
2,664.00 |
|
| S4 |
2,549.75 |
2,574.25 |
2,653.50 |
|
|
| 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 |
2,698.25 |
2,611.25 |
87.00 |
3.3% |
42.75 |
1.6% |
73% |
False |
False |
1,671,423 |
| 10 |
2,718.50 |
2,611.25 |
107.25 |
4.0% |
35.75 |
1.3% |
59% |
False |
False |
1,518,065 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.2% |
46.00 |
1.7% |
74% |
False |
False |
1,752,185 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.5% |
46.25 |
1.7% |
48% |
False |
False |
1,588,669 |
| 60 |
2,844.25 |
2,532.50 |
311.75 |
11.7% |
53.00 |
2.0% |
46% |
False |
False |
1,066,844 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
45.75 |
1.7% |
40% |
False |
False |
803,048 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
40.00 |
1.5% |
40% |
False |
False |
642,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.00 |
|
2.618 |
2,777.00 |
|
1.618 |
2,739.00 |
|
1.000 |
2,715.50 |
|
0.618 |
2,701.00 |
|
HIGH |
2,677.50 |
|
0.618 |
2,663.00 |
|
0.500 |
2,658.50 |
|
0.382 |
2,654.00 |
|
LOW |
2,639.50 |
|
0.618 |
2,616.00 |
|
1.000 |
2,601.50 |
|
1.618 |
2,578.00 |
|
2.618 |
2,540.00 |
|
4.250 |
2,478.00 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.25 |
2,666.25 |
| PP |
2,663.75 |
2,658.00 |
| S1 |
2,658.50 |
2,650.00 |
|