| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,675.50 |
2,670.50 |
-5.00 |
-0.2% |
2,683.00 |
| High |
2,676.25 |
2,682.25 |
6.00 |
0.2% |
2,688.50 |
| Low |
2,657.75 |
2,645.00 |
-12.75 |
-0.5% |
2,611.25 |
| Close |
2,671.50 |
2,647.00 |
-24.50 |
-0.9% |
2,671.50 |
| Range |
18.50 |
37.25 |
18.75 |
101.4% |
77.25 |
| ATR |
42.46 |
42.09 |
-0.37 |
-0.9% |
0.00 |
| Volume |
1,142,350 |
1,341,086 |
198,736 |
17.4% |
7,894,496 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.75 |
2,745.75 |
2,667.50 |
|
| R3 |
2,732.50 |
2,708.50 |
2,657.25 |
|
| R2 |
2,695.25 |
2,695.25 |
2,653.75 |
|
| R1 |
2,671.25 |
2,671.25 |
2,650.50 |
2,664.50 |
| PP |
2,658.00 |
2,658.00 |
2,658.00 |
2,654.75 |
| S1 |
2,634.00 |
2,634.00 |
2,643.50 |
2,627.50 |
| S2 |
2,620.75 |
2,620.75 |
2,640.25 |
|
| S3 |
2,583.50 |
2,596.75 |
2,636.75 |
|
| S4 |
2,546.25 |
2,559.50 |
2,626.50 |
|
|
| 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% |
40.75 |
1.5% |
46% |
False |
False |
1,599,150 |
| 10 |
2,718.50 |
2,611.25 |
107.25 |
4.1% |
35.00 |
1.3% |
33% |
False |
False |
1,471,508 |
| 20 |
2,718.50 |
2,559.50 |
159.00 |
6.0% |
41.25 |
1.6% |
55% |
False |
False |
1,654,443 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
44.75 |
1.7% |
37% |
False |
False |
1,648,244 |
| 60 |
2,835.00 |
2,532.50 |
302.50 |
11.4% |
53.00 |
2.0% |
38% |
False |
False |
1,107,099 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
45.75 |
1.7% |
33% |
False |
False |
833,949 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
40.00 |
1.5% |
33% |
False |
False |
667,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.50 |
|
2.618 |
2,779.75 |
|
1.618 |
2,742.50 |
|
1.000 |
2,719.50 |
|
0.618 |
2,705.25 |
|
HIGH |
2,682.25 |
|
0.618 |
2,668.00 |
|
0.500 |
2,663.50 |
|
0.382 |
2,659.25 |
|
LOW |
2,645.00 |
|
0.618 |
2,622.00 |
|
1.000 |
2,607.75 |
|
1.618 |
2,584.75 |
|
2.618 |
2,547.50 |
|
4.250 |
2,486.75 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.50 |
2,661.00 |
| PP |
2,658.00 |
2,656.25 |
| S1 |
2,652.50 |
2,651.50 |
|