| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,646.25 |
2,655.50 |
9.25 |
0.3% |
2,683.00 |
| High |
2,658.00 |
2,658.50 |
0.50 |
0.0% |
2,688.50 |
| Low |
2,623.25 |
2,624.25 |
1.00 |
0.0% |
2,611.25 |
| Close |
2,652.25 |
2,627.50 |
-24.75 |
-0.9% |
2,671.50 |
| Range |
34.75 |
34.25 |
-0.50 |
-1.4% |
77.25 |
| ATR |
41.57 |
41.05 |
-0.52 |
-1.3% |
0.00 |
| Volume |
1,323,628 |
1,427,995 |
104,367 |
7.9% |
7,894,496 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.50 |
2,717.75 |
2,646.25 |
|
| R3 |
2,705.25 |
2,683.50 |
2,637.00 |
|
| R2 |
2,671.00 |
2,671.00 |
2,633.75 |
|
| R1 |
2,649.25 |
2,649.25 |
2,630.75 |
2,643.00 |
| PP |
2,636.75 |
2,636.75 |
2,636.75 |
2,633.50 |
| S1 |
2,615.00 |
2,615.00 |
2,624.25 |
2,608.75 |
| S2 |
2,602.50 |
2,602.50 |
2,621.25 |
|
| S3 |
2,568.25 |
2,580.75 |
2,618.00 |
|
| S4 |
2,534.00 |
2,546.50 |
2,608.75 |
|
|
| 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 |
2,623.25 |
59.00 |
2.2% |
32.50 |
1.2% |
7% |
False |
False |
1,302,919 |
| 10 |
2,713.25 |
2,611.25 |
102.00 |
3.9% |
37.00 |
1.4% |
16% |
False |
False |
1,517,009 |
| 20 |
2,718.50 |
2,584.50 |
134.00 |
5.1% |
38.00 |
1.4% |
32% |
False |
False |
1,568,643 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
44.25 |
1.7% |
30% |
False |
False |
1,712,457 |
| 60 |
2,807.25 |
2,532.50 |
274.75 |
10.5% |
50.00 |
1.9% |
35% |
False |
False |
1,152,086 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
46.25 |
1.8% |
27% |
False |
False |
868,229 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
40.25 |
1.5% |
27% |
False |
False |
695,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.00 |
|
2.618 |
2,748.25 |
|
1.618 |
2,714.00 |
|
1.000 |
2,692.75 |
|
0.618 |
2,679.75 |
|
HIGH |
2,658.50 |
|
0.618 |
2,645.50 |
|
0.500 |
2,641.50 |
|
0.382 |
2,637.25 |
|
LOW |
2,624.25 |
|
0.618 |
2,603.00 |
|
1.000 |
2,590.00 |
|
1.618 |
2,568.75 |
|
2.618 |
2,534.50 |
|
4.250 |
2,478.75 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.50 |
2,652.75 |
| PP |
2,636.75 |
2,644.25 |
| S1 |
2,632.00 |
2,636.00 |
|