| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,349.1 |
1,350.4 |
1.3 |
0.1% |
1,338.0 |
| High |
1,352.2 |
1,359.0 |
6.8 |
0.5% |
1,369.4 |
| Low |
1,340.2 |
1,345.0 |
4.8 |
0.4% |
1,330.1 |
| Close |
1,349.5 |
1,353.5 |
4.0 |
0.3% |
1,347.9 |
| Range |
12.0 |
14.0 |
2.0 |
16.7% |
39.3 |
| ATR |
16.1 |
16.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
276,632 |
311,371 |
34,739 |
12.6% |
1,669,045 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.5 |
1,388.0 |
1,361.2 |
|
| R3 |
1,380.5 |
1,374.0 |
1,357.4 |
|
| R2 |
1,366.5 |
1,366.5 |
1,356.1 |
|
| R1 |
1,360.0 |
1,360.0 |
1,354.8 |
1,363.3 |
| PP |
1,352.5 |
1,352.5 |
1,352.5 |
1,354.1 |
| S1 |
1,346.0 |
1,346.0 |
1,352.2 |
1,349.3 |
| S2 |
1,338.5 |
1,338.5 |
1,350.9 |
|
| S3 |
1,324.5 |
1,332.0 |
1,349.7 |
|
| S4 |
1,310.5 |
1,318.0 |
1,345.8 |
|
|
| 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 |
1,359.0 |
1,335.5 |
23.5 |
1.7% |
15.6 |
1.2% |
77% |
True |
False |
304,114 |
| 10 |
1,369.4 |
1,322.6 |
46.8 |
3.5% |
15.7 |
1.2% |
66% |
False |
False |
318,056 |
| 20 |
1,369.4 |
1,315.4 |
54.0 |
4.0% |
16.5 |
1.2% |
71% |
False |
False |
273,332 |
| 40 |
1,369.4 |
1,309.3 |
60.1 |
4.4% |
14.6 |
1.1% |
74% |
False |
False |
149,090 |
| 60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
15.4 |
1.1% |
67% |
False |
False |
102,316 |
| 80 |
1,375.5 |
1,276.2 |
99.3 |
7.3% |
14.4 |
1.1% |
78% |
False |
False |
78,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,418.5 |
|
2.618 |
1,395.7 |
|
1.618 |
1,381.7 |
|
1.000 |
1,373.0 |
|
0.618 |
1,367.7 |
|
HIGH |
1,359.0 |
|
0.618 |
1,353.7 |
|
0.500 |
1,352.0 |
|
0.382 |
1,350.3 |
|
LOW |
1,345.0 |
|
0.618 |
1,336.3 |
|
1.000 |
1,331.0 |
|
1.618 |
1,322.3 |
|
2.618 |
1,308.3 |
|
4.250 |
1,285.5 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,353.0 |
1,352.2 |
| PP |
1,352.5 |
1,350.9 |
| S1 |
1,352.0 |
1,349.6 |
|