| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,655.50 |
2,626.75 |
-28.75 |
-1.1% |
2,683.00 |
| High |
2,658.50 |
2,636.25 |
-22.25 |
-0.8% |
2,688.50 |
| Low |
2,624.25 |
2,591.25 |
-33.00 |
-1.3% |
2,611.25 |
| Close |
2,627.50 |
2,631.75 |
4.25 |
0.2% |
2,671.50 |
| Range |
34.25 |
45.00 |
10.75 |
31.4% |
77.25 |
| ATR |
41.05 |
41.33 |
0.28 |
0.7% |
0.00 |
| Volume |
1,427,995 |
2,146,587 |
718,592 |
50.3% |
7,894,496 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.75 |
2,738.25 |
2,656.50 |
|
| R3 |
2,709.75 |
2,693.25 |
2,644.00 |
|
| R2 |
2,664.75 |
2,664.75 |
2,640.00 |
|
| R1 |
2,648.25 |
2,648.25 |
2,636.00 |
2,656.50 |
| PP |
2,619.75 |
2,619.75 |
2,619.75 |
2,624.00 |
| S1 |
2,603.25 |
2,603.25 |
2,627.50 |
2,611.50 |
| S2 |
2,574.75 |
2,574.75 |
2,623.50 |
|
| S3 |
2,529.75 |
2,558.25 |
2,619.50 |
|
| S4 |
2,484.75 |
2,513.25 |
2,607.00 |
|
|
| 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 |
2,591.25 |
91.00 |
3.5% |
34.00 |
1.3% |
45% |
False |
True |
1,476,329 |
| 10 |
2,698.25 |
2,591.25 |
107.00 |
4.1% |
38.25 |
1.5% |
38% |
False |
True |
1,573,876 |
| 20 |
2,718.50 |
2,584.50 |
134.00 |
5.1% |
38.75 |
1.5% |
35% |
False |
False |
1,593,828 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
44.25 |
1.7% |
31% |
False |
False |
1,760,181 |
| 60 |
2,807.25 |
2,533.00 |
274.25 |
10.4% |
48.00 |
1.8% |
36% |
False |
False |
1,187,305 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
46.75 |
1.8% |
28% |
False |
False |
895,022 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
40.50 |
1.5% |
28% |
False |
False |
716,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.50 |
|
2.618 |
2,754.00 |
|
1.618 |
2,709.00 |
|
1.000 |
2,681.25 |
|
0.618 |
2,664.00 |
|
HIGH |
2,636.25 |
|
0.618 |
2,619.00 |
|
0.500 |
2,613.75 |
|
0.382 |
2,608.50 |
|
LOW |
2,591.25 |
|
0.618 |
2,563.50 |
|
1.000 |
2,546.25 |
|
1.618 |
2,518.50 |
|
2.618 |
2,473.50 |
|
4.250 |
2,400.00 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.75 |
2,629.50 |
| PP |
2,619.75 |
2,627.25 |
| S1 |
2,613.75 |
2,625.00 |
|