| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,855.25 |
6,777.75 |
-77.50 |
-1.1% |
6,674.25 |
| High |
6,866.25 |
6,790.25 |
-76.00 |
-1.1% |
6,867.00 |
| Low |
6,755.25 |
6,646.00 |
-109.25 |
-1.6% |
6,639.25 |
| Close |
6,780.00 |
6,676.25 |
-103.75 |
-1.5% |
6,676.25 |
| Range |
111.00 |
144.25 |
33.25 |
30.0% |
227.75 |
| ATR |
145.36 |
145.28 |
-0.08 |
-0.1% |
0.00 |
| Volume |
376,428 |
422,339 |
45,911 |
12.2% |
1,747,158 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,137.00 |
7,050.75 |
6,755.50 |
|
| R3 |
6,992.75 |
6,906.50 |
6,716.00 |
|
| R2 |
6,848.50 |
6,848.50 |
6,702.75 |
|
| R1 |
6,762.25 |
6,762.25 |
6,689.50 |
6,733.25 |
| PP |
6,704.25 |
6,704.25 |
6,704.25 |
6,689.50 |
| S1 |
6,618.00 |
6,618.00 |
6,663.00 |
6,589.00 |
| S2 |
6,560.00 |
6,560.00 |
6,649.75 |
|
| S3 |
6,415.75 |
6,473.75 |
6,636.50 |
|
| S4 |
6,271.50 |
6,329.50 |
6,597.00 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.75 |
7,271.25 |
6,801.50 |
|
| R3 |
7,183.00 |
7,043.50 |
6,739.00 |
|
| R2 |
6,955.25 |
6,955.25 |
6,718.00 |
|
| R1 |
6,815.75 |
6,815.75 |
6,697.25 |
6,885.50 |
| PP |
6,727.50 |
6,727.50 |
6,727.50 |
6,762.50 |
| S1 |
6,588.00 |
6,588.00 |
6,655.25 |
6,657.75 |
| S2 |
6,499.75 |
6,499.75 |
6,634.50 |
|
| S3 |
6,272.00 |
6,360.25 |
6,613.50 |
|
| S4 |
6,044.25 |
6,132.50 |
6,551.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,867.00 |
6,639.25 |
227.75 |
3.4% |
111.00 |
1.7% |
16% |
False |
False |
349,431 |
| 10 |
6,867.00 |
6,460.00 |
407.00 |
6.1% |
121.50 |
1.8% |
53% |
False |
False |
403,761 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.4% |
169.75 |
2.5% |
66% |
False |
False |
543,245 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
146.75 |
2.2% |
41% |
False |
False |
384,765 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
155.50 |
2.3% |
48% |
False |
False |
257,038 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
133.50 |
2.0% |
48% |
False |
False |
192,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,403.25 |
|
2.618 |
7,168.00 |
|
1.618 |
7,023.75 |
|
1.000 |
6,934.50 |
|
0.618 |
6,879.50 |
|
HIGH |
6,790.25 |
|
0.618 |
6,735.25 |
|
0.500 |
6,718.00 |
|
0.382 |
6,701.00 |
|
LOW |
6,646.00 |
|
0.618 |
6,556.75 |
|
1.000 |
6,501.75 |
|
1.618 |
6,412.50 |
|
2.618 |
6,268.25 |
|
4.250 |
6,033.00 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,718.00 |
6,756.50 |
| PP |
6,704.25 |
6,729.75 |
| S1 |
6,690.25 |
6,703.00 |
|