| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
3,378.0 |
3,377.0 |
-1.0 |
0.0% |
3,324.0 |
| High |
3,383.0 |
3,412.0 |
29.0 |
0.9% |
3,389.0 |
| Low |
3,358.0 |
3,370.0 |
12.0 |
0.4% |
3,323.0 |
| Close |
3,364.0 |
3,407.0 |
43.0 |
1.3% |
3,369.0 |
| Range |
25.0 |
42.0 |
17.0 |
68.0% |
66.0 |
| ATR |
49.5 |
49.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
747,655 |
1,021,575 |
273,920 |
36.6% |
4,314,591 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,522.3 |
3,506.7 |
3,430.1 |
|
| R3 |
3,480.3 |
3,464.7 |
3,418.6 |
|
| R2 |
3,438.3 |
3,438.3 |
3,414.7 |
|
| R1 |
3,422.7 |
3,422.7 |
3,410.9 |
3,430.5 |
| PP |
3,396.3 |
3,396.3 |
3,396.3 |
3,400.3 |
| S1 |
3,380.7 |
3,380.7 |
3,403.2 |
3,388.5 |
| S2 |
3,354.3 |
3,354.3 |
3,399.3 |
|
| S3 |
3,312.3 |
3,338.7 |
3,395.5 |
|
| S4 |
3,270.3 |
3,296.7 |
3,383.9 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,558.3 |
3,529.7 |
3,405.3 |
|
| R3 |
3,492.3 |
3,463.7 |
3,387.2 |
|
| R2 |
3,426.3 |
3,426.3 |
3,381.1 |
|
| R1 |
3,397.7 |
3,397.7 |
3,375.1 |
3,412.0 |
| PP |
3,360.3 |
3,360.3 |
3,360.3 |
3,367.5 |
| S1 |
3,331.7 |
3,331.7 |
3,363.0 |
3,346.0 |
| S2 |
3,294.3 |
3,294.3 |
3,356.9 |
|
| S3 |
3,228.3 |
3,265.7 |
3,350.9 |
|
| S4 |
3,162.3 |
3,199.7 |
3,332.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,412.0 |
3,331.0 |
81.0 |
2.4% |
32.0 |
0.9% |
94% |
True |
False |
852,790 |
| 10 |
3,412.0 |
3,213.0 |
199.0 |
5.8% |
39.2 |
1.2% |
97% |
True |
False |
968,020 |
| 20 |
3,412.0 |
3,172.0 |
240.0 |
7.0% |
48.9 |
1.4% |
98% |
True |
False |
1,102,630 |
| 40 |
3,412.0 |
3,172.0 |
240.0 |
7.0% |
47.1 |
1.4% |
98% |
True |
False |
768,394 |
| 60 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
50.9 |
1.5% |
56% |
False |
False |
514,300 |
| 80 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
45.3 |
1.3% |
56% |
False |
False |
386,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.5 |
|
2.618 |
3,522.0 |
|
1.618 |
3,480.0 |
|
1.000 |
3,454.0 |
|
0.618 |
3,438.0 |
|
HIGH |
3,412.0 |
|
0.618 |
3,396.0 |
|
0.500 |
3,391.0 |
|
0.382 |
3,386.0 |
|
LOW |
3,370.0 |
|
0.618 |
3,344.0 |
|
1.000 |
3,328.0 |
|
1.618 |
3,302.0 |
|
2.618 |
3,260.0 |
|
4.250 |
3,191.5 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,401.7 |
3,399.5 |
| PP |
3,396.3 |
3,392.0 |
| S1 |
3,391.0 |
3,384.5 |
|