| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,339.8 |
1,343.1 |
3.3 |
0.2% |
1,330.7 |
| High |
1,346.2 |
1,369.4 |
23.2 |
1.7% |
1,352.5 |
| Low |
1,334.2 |
1,342.5 |
8.3 |
0.6% |
1,322.6 |
| Close |
1,345.9 |
1,360.0 |
14.1 |
1.0% |
1,336.1 |
| Range |
12.0 |
26.9 |
14.9 |
124.2% |
29.9 |
| ATR |
15.2 |
16.0 |
0.8 |
5.5% |
0.0 |
| Volume |
285,177 |
492,037 |
206,860 |
72.5% |
1,548,057 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.0 |
1,425.9 |
1,374.8 |
|
| R3 |
1,411.1 |
1,399.0 |
1,367.4 |
|
| R2 |
1,384.2 |
1,384.2 |
1,364.9 |
|
| R1 |
1,372.1 |
1,372.1 |
1,362.5 |
1,378.2 |
| PP |
1,357.3 |
1,357.3 |
1,357.3 |
1,360.3 |
| S1 |
1,345.2 |
1,345.2 |
1,357.5 |
1,351.3 |
| S2 |
1,330.4 |
1,330.4 |
1,355.1 |
|
| S3 |
1,303.5 |
1,318.3 |
1,352.6 |
|
| S4 |
1,276.6 |
1,291.4 |
1,345.2 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.8 |
1,411.3 |
1,352.5 |
|
| R3 |
1,396.9 |
1,381.4 |
1,344.3 |
|
| R2 |
1,367.0 |
1,367.0 |
1,341.6 |
|
| R1 |
1,351.5 |
1,351.5 |
1,338.8 |
1,359.3 |
| PP |
1,337.1 |
1,337.1 |
1,337.1 |
1,340.9 |
| S1 |
1,321.6 |
1,321.6 |
1,333.4 |
1,329.4 |
| S2 |
1,307.2 |
1,307.2 |
1,330.6 |
|
| S3 |
1,277.3 |
1,291.7 |
1,327.9 |
|
| S4 |
1,247.4 |
1,261.8 |
1,319.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,369.4 |
1,322.6 |
46.8 |
3.4% |
15.9 |
1.2% |
80% |
True |
False |
331,999 |
| 10 |
1,369.4 |
1,322.6 |
46.8 |
3.4% |
16.3 |
1.2% |
80% |
True |
False |
319,218 |
| 20 |
1,369.4 |
1,312.4 |
57.0 |
4.2% |
15.5 |
1.1% |
84% |
True |
False |
206,118 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.4% |
15.1 |
1.1% |
84% |
False |
False |
112,682 |
| 60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
15.1 |
1.1% |
77% |
False |
False |
77,475 |
| 80 |
1,375.5 |
1,261.6 |
113.9 |
8.4% |
13.9 |
1.0% |
86% |
False |
False |
59,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.7 |
|
2.618 |
1,439.8 |
|
1.618 |
1,412.9 |
|
1.000 |
1,396.3 |
|
0.618 |
1,386.0 |
|
HIGH |
1,369.4 |
|
0.618 |
1,359.1 |
|
0.500 |
1,356.0 |
|
0.382 |
1,352.8 |
|
LOW |
1,342.5 |
|
0.618 |
1,325.9 |
|
1.000 |
1,315.6 |
|
1.618 |
1,299.0 |
|
2.618 |
1,272.1 |
|
4.250 |
1,228.2 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,358.7 |
1,356.6 |
| PP |
1,357.3 |
1,353.2 |
| S1 |
1,356.0 |
1,349.8 |
|