Trading Metrics calculated at close of trading on 30-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,452.0 |
3,460.0 |
8.0 |
0.2% |
3,427.0 |
High |
3,461.0 |
3,479.0 |
18.0 |
0.5% |
3,461.0 |
Low |
3,440.0 |
3,453.0 |
13.0 |
0.4% |
3,396.0 |
Close |
3,455.0 |
3,474.0 |
19.0 |
0.5% |
3,455.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
65.0 |
ATR |
42.3 |
41.2 |
-1.2 |
-2.8% |
0.0 |
Volume |
784,515 |
847,436 |
62,921 |
8.0% |
4,325,803 |
|
Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,536.3 |
3,488.3 |
|
R3 |
3,520.7 |
3,510.3 |
3,481.2 |
|
R2 |
3,494.7 |
3,494.7 |
3,478.8 |
|
R1 |
3,484.3 |
3,484.3 |
3,476.4 |
3,489.5 |
PP |
3,468.7 |
3,468.7 |
3,468.7 |
3,471.3 |
S1 |
3,458.3 |
3,458.3 |
3,471.6 |
3,463.5 |
S2 |
3,442.7 |
3,442.7 |
3,469.2 |
|
S3 |
3,416.7 |
3,432.3 |
3,466.9 |
|
S4 |
3,390.7 |
3,406.3 |
3,459.7 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.3 |
3,608.7 |
3,490.8 |
|
R3 |
3,567.3 |
3,543.7 |
3,472.9 |
|
R2 |
3,502.3 |
3,502.3 |
3,466.9 |
|
R1 |
3,478.7 |
3,478.7 |
3,461.0 |
3,490.5 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,443.3 |
S1 |
3,413.7 |
3,413.7 |
3,449.0 |
3,425.5 |
S2 |
3,372.3 |
3,372.3 |
3,443.1 |
|
S3 |
3,307.3 |
3,348.7 |
3,437.1 |
|
S4 |
3,242.3 |
3,283.7 |
3,419.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,479.0 |
3,396.0 |
83.0 |
2.4% |
35.2 |
1.0% |
94% |
True |
False |
889,411 |
10 |
3,479.0 |
3,370.0 |
109.0 |
3.1% |
32.2 |
0.9% |
95% |
True |
False |
887,697 |
20 |
3,479.0 |
3,213.0 |
266.0 |
7.7% |
35.6 |
1.0% |
98% |
True |
False |
930,253 |
40 |
3,479.0 |
3,172.0 |
307.0 |
8.8% |
44.7 |
1.3% |
98% |
True |
False |
962,466 |
60 |
3,491.0 |
3,172.0 |
319.0 |
9.2% |
50.4 |
1.5% |
95% |
False |
False |
643,978 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
45.0 |
1.3% |
71% |
False |
False |
484,396 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.7 |
1.2% |
71% |
False |
False |
387,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,589.5 |
2.618 |
3,547.1 |
1.618 |
3,521.1 |
1.000 |
3,505.0 |
0.618 |
3,495.1 |
HIGH |
3,479.0 |
0.618 |
3,469.1 |
0.500 |
3,466.0 |
0.382 |
3,462.9 |
LOW |
3,453.0 |
0.618 |
3,436.9 |
1.000 |
3,427.0 |
1.618 |
3,410.9 |
2.618 |
3,384.9 |
4.250 |
3,342.5 |
|
|
Fisher Pivots for day following 30-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,471.3 |
3,464.3 |
PP |
3,468.7 |
3,454.7 |
S1 |
3,466.0 |
3,445.0 |
|