| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,625.25 |
6,596.25 |
-29.00 |
-0.4% |
6,557.00 |
| High |
6,663.25 |
6,693.75 |
30.50 |
0.5% |
6,654.50 |
| Low |
6,550.75 |
6,589.75 |
39.00 |
0.6% |
6,306.75 |
| Close |
6,592.75 |
6,670.75 |
78.00 |
1.2% |
6,454.75 |
| Range |
112.50 |
104.00 |
-8.50 |
-7.6% |
347.75 |
| ATR |
168.84 |
164.21 |
-4.63 |
-2.7% |
0.00 |
| Volume |
443,623 |
357,175 |
-86,448 |
-19.5% |
3,114,368 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,963.50 |
6,921.00 |
6,728.00 |
|
| R3 |
6,859.50 |
6,817.00 |
6,699.25 |
|
| R2 |
6,755.50 |
6,755.50 |
6,689.75 |
|
| R1 |
6,713.00 |
6,713.00 |
6,680.25 |
6,734.25 |
| PP |
6,651.50 |
6,651.50 |
6,651.50 |
6,662.00 |
| S1 |
6,609.00 |
6,609.00 |
6,661.25 |
6,630.25 |
| S2 |
6,547.50 |
6,547.50 |
6,651.75 |
|
| S3 |
6,443.50 |
6,505.00 |
6,642.25 |
|
| S4 |
6,339.50 |
6,401.00 |
6,613.50 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,515.25 |
7,332.75 |
6,646.00 |
|
| R3 |
7,167.50 |
6,985.00 |
6,550.50 |
|
| R2 |
6,819.75 |
6,819.75 |
6,518.50 |
|
| R1 |
6,637.25 |
6,637.25 |
6,486.75 |
6,554.50 |
| PP |
6,472.00 |
6,472.00 |
6,472.00 |
6,430.75 |
| S1 |
6,289.50 |
6,289.50 |
6,422.75 |
6,207.00 |
| S2 |
6,124.25 |
6,124.25 |
6,391.00 |
|
| S3 |
5,776.50 |
5,941.75 |
6,359.00 |
|
| S4 |
5,428.75 |
5,594.00 |
6,263.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,693.75 |
6,408.50 |
285.25 |
4.3% |
151.50 |
2.3% |
92% |
True |
False |
491,379 |
| 10 |
6,693.75 |
6,306.75 |
387.00 |
5.8% |
175.50 |
2.6% |
94% |
True |
False |
558,743 |
| 20 |
7,100.00 |
6,306.75 |
793.25 |
11.9% |
174.00 |
2.6% |
46% |
False |
False |
570,110 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
152.00 |
2.3% |
40% |
False |
False |
329,800 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
152.25 |
2.3% |
47% |
False |
False |
220,240 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
129.75 |
1.9% |
47% |
False |
False |
165,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,135.75 |
|
2.618 |
6,966.00 |
|
1.618 |
6,862.00 |
|
1.000 |
6,797.75 |
|
0.618 |
6,758.00 |
|
HIGH |
6,693.75 |
|
0.618 |
6,654.00 |
|
0.500 |
6,641.75 |
|
0.382 |
6,629.50 |
|
LOW |
6,589.75 |
|
0.618 |
6,525.50 |
|
1.000 |
6,485.75 |
|
1.618 |
6,421.50 |
|
2.618 |
6,317.50 |
|
4.250 |
6,147.75 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,661.00 |
6,641.50 |
| PP |
6,651.50 |
6,612.00 |
| S1 |
6,641.75 |
6,582.75 |
|