| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,674.25 |
6,704.25 |
30.00 |
0.4% |
6,463.00 |
| High |
6,722.00 |
6,844.75 |
122.75 |
1.8% |
6,713.00 |
| Low |
6,639.25 |
6,698.50 |
59.25 |
0.9% |
6,460.00 |
| Close |
6,712.00 |
6,828.75 |
116.75 |
1.7% |
6,640.75 |
| Range |
82.75 |
146.25 |
63.50 |
76.7% |
253.00 |
| ATR |
154.58 |
153.98 |
-0.59 |
-0.4% |
0.00 |
| Volume |
324,486 |
325,724 |
1,238 |
0.4% |
2,290,454 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,229.50 |
7,175.25 |
6,909.25 |
|
| R3 |
7,083.25 |
7,029.00 |
6,869.00 |
|
| R2 |
6,937.00 |
6,937.00 |
6,855.50 |
|
| R1 |
6,882.75 |
6,882.75 |
6,842.25 |
6,910.00 |
| PP |
6,790.75 |
6,790.75 |
6,790.75 |
6,804.25 |
| S1 |
6,736.50 |
6,736.50 |
6,815.25 |
6,763.50 |
| S2 |
6,644.50 |
6,644.50 |
6,802.00 |
|
| S3 |
6,498.25 |
6,590.25 |
6,788.50 |
|
| S4 |
6,352.00 |
6,444.00 |
6,748.25 |
|
|
| 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 |
6,844.75 |
6,550.75 |
294.00 |
4.3% |
110.50 |
1.6% |
95% |
True |
False |
383,274 |
| 10 |
6,844.75 |
6,306.75 |
538.00 |
7.9% |
147.25 |
2.2% |
97% |
True |
False |
470,306 |
| 20 |
6,951.00 |
6,306.75 |
644.25 |
9.4% |
173.50 |
2.5% |
81% |
False |
False |
565,453 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.3% |
148.50 |
2.2% |
58% |
False |
False |
357,510 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.0% |
154.75 |
2.3% |
62% |
False |
False |
238,805 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.0% |
131.25 |
1.9% |
62% |
False |
False |
179,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,466.25 |
|
2.618 |
7,227.75 |
|
1.618 |
7,081.50 |
|
1.000 |
6,991.00 |
|
0.618 |
6,935.25 |
|
HIGH |
6,844.75 |
|
0.618 |
6,789.00 |
|
0.500 |
6,771.50 |
|
0.382 |
6,754.25 |
|
LOW |
6,698.50 |
|
0.618 |
6,608.00 |
|
1.000 |
6,552.25 |
|
1.618 |
6,461.75 |
|
2.618 |
6,315.50 |
|
4.250 |
6,077.00 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,809.75 |
6,794.25 |
| PP |
6,790.75 |
6,760.00 |
| S1 |
6,771.50 |
6,725.50 |
|