| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,648.25 |
2,675.50 |
27.25 |
1.0% |
2,683.00 |
| High |
2,677.50 |
2,676.25 |
-1.25 |
0.0% |
2,688.50 |
| Low |
2,639.50 |
2,657.75 |
18.25 |
0.7% |
2,611.25 |
| Close |
2,674.50 |
2,671.50 |
-3.00 |
-0.1% |
2,671.50 |
| Range |
38.00 |
18.50 |
-19.50 |
-51.3% |
77.25 |
| ATR |
44.31 |
42.46 |
-1.84 |
-4.2% |
0.00 |
| Volume |
1,279,539 |
1,142,350 |
-137,189 |
-10.7% |
7,894,496 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.00 |
2,716.25 |
2,681.75 |
|
| R3 |
2,705.50 |
2,697.75 |
2,676.50 |
|
| R2 |
2,687.00 |
2,687.00 |
2,675.00 |
|
| R1 |
2,679.25 |
2,679.25 |
2,673.25 |
2,674.00 |
| PP |
2,668.50 |
2,668.50 |
2,668.50 |
2,665.75 |
| S1 |
2,660.75 |
2,660.75 |
2,669.75 |
2,655.50 |
| S2 |
2,650.00 |
2,650.00 |
2,668.00 |
|
| S3 |
2,631.50 |
2,642.25 |
2,666.50 |
|
| S4 |
2,613.00 |
2,623.75 |
2,661.25 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.75 |
2,857.50 |
2,714.00 |
|
| R3 |
2,811.50 |
2,780.25 |
2,692.75 |
|
| R2 |
2,734.25 |
2,734.25 |
2,685.75 |
|
| R1 |
2,703.00 |
2,703.00 |
2,678.50 |
2,680.00 |
| PP |
2,657.00 |
2,657.00 |
2,657.00 |
2,645.50 |
| S1 |
2,625.75 |
2,625.75 |
2,664.50 |
2,602.75 |
| S2 |
2,579.75 |
2,579.75 |
2,657.25 |
|
| S3 |
2,502.50 |
2,548.50 |
2,650.25 |
|
| S4 |
2,425.25 |
2,471.25 |
2,629.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.50 |
2,611.25 |
77.25 |
2.9% |
38.75 |
1.4% |
78% |
False |
False |
1,578,899 |
| 10 |
2,718.50 |
2,611.25 |
107.25 |
4.0% |
34.00 |
1.3% |
56% |
False |
False |
1,461,118 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.2% |
44.00 |
1.6% |
72% |
False |
False |
1,707,155 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
45.00 |
1.7% |
47% |
False |
False |
1,615,847 |
| 60 |
2,841.75 |
2,532.50 |
309.25 |
11.6% |
52.75 |
2.0% |
45% |
False |
False |
1,085,007 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
45.75 |
1.7% |
40% |
False |
False |
817,242 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
39.75 |
1.5% |
40% |
False |
False |
654,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.00 |
|
2.618 |
2,724.75 |
|
1.618 |
2,706.25 |
|
1.000 |
2,694.75 |
|
0.618 |
2,687.75 |
|
HIGH |
2,676.25 |
|
0.618 |
2,669.25 |
|
0.500 |
2,667.00 |
|
0.382 |
2,664.75 |
|
LOW |
2,657.75 |
|
0.618 |
2,646.25 |
|
1.000 |
2,639.25 |
|
1.618 |
2,627.75 |
|
2.618 |
2,609.25 |
|
4.250 |
2,579.00 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.00 |
2,662.50 |
| PP |
2,668.50 |
2,653.50 |
| S1 |
2,667.00 |
2,644.50 |
|