| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,670.50 |
2,646.25 |
-24.25 |
-0.9% |
2,683.00 |
| High |
2,682.25 |
2,658.00 |
-24.25 |
-0.9% |
2,688.50 |
| Low |
2,645.00 |
2,623.25 |
-21.75 |
-0.8% |
2,611.25 |
| Close |
2,647.00 |
2,652.25 |
5.25 |
0.2% |
2,671.50 |
| Range |
37.25 |
34.75 |
-2.50 |
-6.7% |
77.25 |
| ATR |
42.09 |
41.57 |
-0.52 |
-1.2% |
0.00 |
| Volume |
1,341,086 |
1,323,628 |
-17,458 |
-1.3% |
7,894,496 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.75 |
2,735.25 |
2,671.25 |
|
| R3 |
2,714.00 |
2,700.50 |
2,661.75 |
|
| R2 |
2,679.25 |
2,679.25 |
2,658.50 |
|
| R1 |
2,665.75 |
2,665.75 |
2,655.50 |
2,672.50 |
| PP |
2,644.50 |
2,644.50 |
2,644.50 |
2,648.00 |
| S1 |
2,631.00 |
2,631.00 |
2,649.00 |
2,637.75 |
| S2 |
2,609.75 |
2,609.75 |
2,646.00 |
|
| S3 |
2,575.00 |
2,596.25 |
2,642.75 |
|
| S4 |
2,540.25 |
2,561.50 |
2,633.25 |
|
|
| 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 |
2,682.25 |
2,611.25 |
71.00 |
2.7% |
33.00 |
1.2% |
58% |
False |
False |
1,397,900 |
| 10 |
2,718.50 |
2,611.25 |
107.25 |
4.0% |
35.00 |
1.3% |
38% |
False |
False |
1,478,694 |
| 20 |
2,718.50 |
2,559.50 |
159.00 |
6.0% |
40.75 |
1.5% |
58% |
False |
False |
1,609,612 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
44.00 |
1.7% |
39% |
False |
False |
1,679,940 |
| 60 |
2,807.25 |
2,532.50 |
274.75 |
10.4% |
52.25 |
2.0% |
44% |
False |
False |
1,128,850 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
46.00 |
1.7% |
34% |
False |
False |
850,474 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
40.00 |
1.5% |
34% |
False |
False |
681,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.75 |
|
2.618 |
2,749.00 |
|
1.618 |
2,714.25 |
|
1.000 |
2,692.75 |
|
0.618 |
2,679.50 |
|
HIGH |
2,658.00 |
|
0.618 |
2,644.75 |
|
0.500 |
2,640.50 |
|
0.382 |
2,636.50 |
|
LOW |
2,623.25 |
|
0.618 |
2,601.75 |
|
1.000 |
2,588.50 |
|
1.618 |
2,567.00 |
|
2.618 |
2,532.25 |
|
4.250 |
2,475.50 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.50 |
2,652.75 |
| PP |
2,644.50 |
2,652.50 |
| S1 |
2,640.50 |
2,652.50 |
|