| 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 |
6,596.25 |
6,668.75 |
72.50 |
1.1% |
6,463.00 |
| High |
6,693.75 |
6,713.00 |
19.25 |
0.3% |
6,713.00 |
| Low |
6,589.75 |
6,606.25 |
16.50 |
0.3% |
6,460.00 |
| Close |
6,670.75 |
6,640.75 |
-30.00 |
-0.4% |
6,640.75 |
| Range |
104.00 |
106.75 |
2.75 |
2.6% |
253.00 |
| ATR |
164.21 |
160.10 |
-4.10 |
-2.5% |
0.00 |
| Volume |
357,175 |
465,366 |
108,191 |
30.3% |
2,290,454 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,973.50 |
6,914.00 |
6,699.50 |
|
| R3 |
6,866.75 |
6,807.25 |
6,670.00 |
|
| R2 |
6,760.00 |
6,760.00 |
6,660.25 |
|
| R1 |
6,700.50 |
6,700.50 |
6,650.50 |
6,677.00 |
| PP |
6,653.25 |
6,653.25 |
6,653.25 |
6,641.50 |
| S1 |
6,593.75 |
6,593.75 |
6,631.00 |
6,570.00 |
| S2 |
6,546.50 |
6,546.50 |
6,621.25 |
|
| S3 |
6,439.75 |
6,487.00 |
6,611.50 |
|
| S4 |
6,333.00 |
6,380.25 |
6,582.00 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,363.50 |
7,255.25 |
6,780.00 |
|
| R3 |
7,110.50 |
7,002.25 |
6,710.25 |
|
| R2 |
6,857.50 |
6,857.50 |
6,687.25 |
|
| R1 |
6,749.25 |
6,749.25 |
6,664.00 |
6,803.50 |
| PP |
6,604.50 |
6,604.50 |
6,604.50 |
6,631.75 |
| S1 |
6,496.25 |
6,496.25 |
6,617.50 |
6,550.50 |
| S2 |
6,351.50 |
6,351.50 |
6,594.25 |
|
| S3 |
6,098.50 |
6,243.25 |
6,571.25 |
|
| S4 |
5,845.50 |
5,990.25 |
6,501.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,713.00 |
6,460.00 |
253.00 |
3.8% |
132.25 |
2.0% |
71% |
True |
False |
458,090 |
| 10 |
6,713.00 |
6,306.75 |
406.25 |
6.1% |
165.25 |
2.5% |
82% |
True |
False |
540,482 |
| 20 |
7,084.75 |
6,306.75 |
778.00 |
11.7% |
175.75 |
2.6% |
43% |
False |
False |
575,913 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.7% |
148.75 |
2.2% |
37% |
False |
False |
341,328 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
152.50 |
2.3% |
44% |
False |
False |
227,983 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
129.75 |
2.0% |
44% |
False |
False |
171,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,166.75 |
|
2.618 |
6,992.50 |
|
1.618 |
6,885.75 |
|
1.000 |
6,819.75 |
|
0.618 |
6,779.00 |
|
HIGH |
6,713.00 |
|
0.618 |
6,672.25 |
|
0.500 |
6,659.50 |
|
0.382 |
6,647.00 |
|
LOW |
6,606.25 |
|
0.618 |
6,540.25 |
|
1.000 |
6,499.50 |
|
1.618 |
6,433.50 |
|
2.618 |
6,326.75 |
|
4.250 |
6,152.50 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,659.50 |
6,637.75 |
| PP |
6,653.25 |
6,634.75 |
| S1 |
6,647.00 |
6,632.00 |
|