| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,626.75 |
2,631.75 |
5.00 |
0.2% |
2,670.50 |
| High |
2,636.25 |
2,669.50 |
33.25 |
1.3% |
2,682.25 |
| Low |
2,591.25 |
2,612.25 |
21.00 |
0.8% |
2,591.25 |
| Close |
2,631.75 |
2,663.00 |
31.25 |
1.2% |
2,663.00 |
| Range |
45.00 |
57.25 |
12.25 |
27.2% |
91.00 |
| ATR |
41.33 |
42.46 |
1.14 |
2.8% |
0.00 |
| Volume |
2,146,587 |
1,699,202 |
-447,385 |
-20.8% |
7,938,498 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.00 |
2,798.75 |
2,694.50 |
|
| R3 |
2,762.75 |
2,741.50 |
2,678.75 |
|
| R2 |
2,705.50 |
2,705.50 |
2,673.50 |
|
| R1 |
2,684.25 |
2,684.25 |
2,668.25 |
2,695.00 |
| PP |
2,648.25 |
2,648.25 |
2,648.25 |
2,653.50 |
| S1 |
2,627.00 |
2,627.00 |
2,657.75 |
2,637.50 |
| S2 |
2,591.00 |
2,591.00 |
2,652.50 |
|
| S3 |
2,533.75 |
2,569.75 |
2,647.25 |
|
| S4 |
2,476.50 |
2,512.50 |
2,631.50 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.50 |
2,881.75 |
2,713.00 |
|
| R3 |
2,827.50 |
2,790.75 |
2,688.00 |
|
| R2 |
2,736.50 |
2,736.50 |
2,679.75 |
|
| R1 |
2,699.75 |
2,699.75 |
2,671.25 |
2,672.50 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,632.00 |
| S1 |
2,608.75 |
2,608.75 |
2,654.75 |
2,581.50 |
| S2 |
2,554.50 |
2,554.50 |
2,646.25 |
|
| S3 |
2,463.50 |
2,517.75 |
2,638.00 |
|
| S4 |
2,372.50 |
2,426.75 |
2,613.00 |
|
|
| 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 |
3.4% |
41.75 |
1.6% |
79% |
False |
False |
1,587,699 |
| 10 |
2,688.50 |
2,591.25 |
97.25 |
3.7% |
40.25 |
1.5% |
74% |
False |
False |
1,583,299 |
| 20 |
2,718.50 |
2,591.25 |
127.25 |
4.8% |
37.75 |
1.4% |
56% |
False |
False |
1,548,032 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
45.00 |
1.7% |
43% |
False |
False |
1,786,321 |
| 60 |
2,807.25 |
2,533.00 |
274.25 |
10.3% |
47.75 |
1.8% |
47% |
False |
False |
1,215,103 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
47.25 |
1.8% |
37% |
False |
False |
916,230 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
41.00 |
1.5% |
37% |
False |
False |
733,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.75 |
|
2.618 |
2,819.50 |
|
1.618 |
2,762.25 |
|
1.000 |
2,726.75 |
|
0.618 |
2,705.00 |
|
HIGH |
2,669.50 |
|
0.618 |
2,647.75 |
|
0.500 |
2,641.00 |
|
0.382 |
2,634.00 |
|
LOW |
2,612.25 |
|
0.618 |
2,576.75 |
|
1.000 |
2,555.00 |
|
1.618 |
2,519.50 |
|
2.618 |
2,462.25 |
|
4.250 |
2,369.00 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.50 |
2,652.00 |
| PP |
2,648.25 |
2,641.25 |
| S1 |
2,641.00 |
2,630.50 |
|