| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,356.3 |
1,337.6 |
-18.7 |
-1.4% |
1,338.0 |
| High |
1,356.7 |
1,356.7 |
0.0 |
0.0% |
1,369.4 |
| Low |
1,336.7 |
1,335.5 |
-1.2 |
-0.1% |
1,330.1 |
| Close |
1,341.9 |
1,347.9 |
6.0 |
0.4% |
1,347.9 |
| Range |
20.0 |
21.2 |
1.2 |
6.0% |
39.3 |
| ATR |
16.5 |
16.9 |
0.3 |
2.0% |
0.0 |
| Volume |
397,621 |
265,398 |
-132,223 |
-33.3% |
1,669,045 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.3 |
1,400.3 |
1,359.6 |
|
| R3 |
1,389.1 |
1,379.1 |
1,353.7 |
|
| R2 |
1,367.9 |
1,367.9 |
1,351.8 |
|
| R1 |
1,357.9 |
1,357.9 |
1,349.8 |
1,362.9 |
| PP |
1,346.7 |
1,346.7 |
1,346.7 |
1,349.2 |
| S1 |
1,336.7 |
1,336.7 |
1,346.0 |
1,341.7 |
| S2 |
1,325.5 |
1,325.5 |
1,344.0 |
|
| S3 |
1,304.3 |
1,315.5 |
1,342.1 |
|
| S4 |
1,283.1 |
1,294.3 |
1,336.2 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.0 |
1,446.8 |
1,369.5 |
|
| R3 |
1,427.7 |
1,407.5 |
1,358.7 |
|
| R2 |
1,388.4 |
1,388.4 |
1,355.1 |
|
| R1 |
1,368.2 |
1,368.2 |
1,351.5 |
1,378.3 |
| PP |
1,349.1 |
1,349.1 |
1,349.1 |
1,354.2 |
| S1 |
1,328.9 |
1,328.9 |
1,344.3 |
1,339.0 |
| S2 |
1,309.8 |
1,309.8 |
1,340.7 |
|
| S3 |
1,270.5 |
1,289.6 |
1,337.1 |
|
| S4 |
1,231.2 |
1,250.3 |
1,326.3 |
|
|
| 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 |
1,330.1 |
39.3 |
2.9% |
18.3 |
1.4% |
45% |
False |
False |
333,809 |
| 10 |
1,369.4 |
1,322.6 |
46.8 |
3.5% |
17.2 |
1.3% |
54% |
False |
False |
321,710 |
| 20 |
1,369.4 |
1,312.4 |
57.0 |
4.2% |
16.4 |
1.2% |
62% |
False |
False |
237,131 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.9 |
1.1% |
64% |
False |
False |
128,768 |
| 60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
15.3 |
1.1% |
58% |
False |
False |
88,254 |
| 80 |
1,375.5 |
1,264.4 |
111.1 |
8.2% |
14.2 |
1.1% |
75% |
False |
False |
67,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.8 |
|
2.618 |
1,412.2 |
|
1.618 |
1,391.0 |
|
1.000 |
1,377.9 |
|
0.618 |
1,369.8 |
|
HIGH |
1,356.7 |
|
0.618 |
1,348.6 |
|
0.500 |
1,346.1 |
|
0.382 |
1,343.6 |
|
LOW |
1,335.5 |
|
0.618 |
1,322.4 |
|
1.000 |
1,314.3 |
|
1.618 |
1,301.2 |
|
2.618 |
1,280.0 |
|
4.250 |
1,245.4 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,347.3 |
1,352.5 |
| PP |
1,346.7 |
1,350.9 |
| S1 |
1,346.1 |
1,349.4 |
|