Trading Metrics calculated at close of trading on 02-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,460.0 |
3,476.0 |
16.0 |
0.5% |
3,427.0 |
High |
3,479.0 |
3,500.0 |
21.0 |
0.6% |
3,461.0 |
Low |
3,453.0 |
3,472.0 |
19.0 |
0.6% |
3,396.0 |
Close |
3,474.0 |
3,497.0 |
23.0 |
0.7% |
3,455.0 |
Range |
26.0 |
28.0 |
2.0 |
7.7% |
65.0 |
ATR |
41.2 |
40.2 |
-0.9 |
-2.3% |
0.0 |
Volume |
847,436 |
982,488 |
135,052 |
15.9% |
4,325,803 |
|
Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,573.7 |
3,563.3 |
3,512.4 |
|
R3 |
3,545.7 |
3,535.3 |
3,504.7 |
|
R2 |
3,517.7 |
3,517.7 |
3,502.1 |
|
R1 |
3,507.3 |
3,507.3 |
3,499.6 |
3,512.5 |
PP |
3,489.7 |
3,489.7 |
3,489.7 |
3,492.3 |
S1 |
3,479.3 |
3,479.3 |
3,494.4 |
3,484.5 |
S2 |
3,461.7 |
3,461.7 |
3,491.9 |
|
S3 |
3,433.7 |
3,451.3 |
3,489.3 |
|
S4 |
3,405.7 |
3,423.3 |
3,481.6 |
|
|
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 |
3,500.0 |
3,396.0 |
104.0 |
3.0% |
30.0 |
0.9% |
97% |
True |
False |
908,597 |
10 |
3,500.0 |
3,396.0 |
104.0 |
3.0% |
30.8 |
0.9% |
97% |
True |
False |
883,788 |
20 |
3,500.0 |
3,213.0 |
287.0 |
8.2% |
35.0 |
1.0% |
99% |
True |
False |
925,904 |
40 |
3,500.0 |
3,172.0 |
328.0 |
9.4% |
43.9 |
1.3% |
99% |
True |
False |
986,582 |
60 |
3,500.0 |
3,172.0 |
328.0 |
9.4% |
49.5 |
1.4% |
99% |
True |
False |
660,331 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
44.9 |
1.3% |
77% |
False |
False |
496,669 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
41.8 |
1.2% |
77% |
False |
False |
397,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.0 |
2.618 |
3,573.3 |
1.618 |
3,545.3 |
1.000 |
3,528.0 |
0.618 |
3,517.3 |
HIGH |
3,500.0 |
0.618 |
3,489.3 |
0.500 |
3,486.0 |
0.382 |
3,482.7 |
LOW |
3,472.0 |
0.618 |
3,454.7 |
1.000 |
3,444.0 |
1.618 |
3,426.7 |
2.618 |
3,398.7 |
4.250 |
3,353.0 |
|
|
Fisher Pivots for day following 02-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,493.3 |
3,488.0 |
PP |
3,489.7 |
3,479.0 |
S1 |
3,486.0 |
3,470.0 |
|