| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,777.75 |
6,705.50 |
-72.25 |
-1.1% |
6,674.25 |
| High |
6,790.25 |
6,728.00 |
-62.25 |
-0.9% |
6,867.00 |
| Low |
6,646.00 |
6,616.75 |
-29.25 |
-0.4% |
6,639.25 |
| Close |
6,676.25 |
6,667.00 |
-9.25 |
-0.1% |
6,676.25 |
| Range |
144.25 |
111.25 |
-33.00 |
-22.9% |
227.75 |
| ATR |
145.28 |
142.85 |
-2.43 |
-1.7% |
0.00 |
| Volume |
422,339 |
384,306 |
-38,033 |
-9.0% |
1,747,158 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,004.25 |
6,947.00 |
6,728.25 |
|
| R3 |
6,893.00 |
6,835.75 |
6,697.50 |
|
| R2 |
6,781.75 |
6,781.75 |
6,687.50 |
|
| R1 |
6,724.50 |
6,724.50 |
6,677.25 |
6,697.50 |
| PP |
6,670.50 |
6,670.50 |
6,670.50 |
6,657.00 |
| S1 |
6,613.25 |
6,613.25 |
6,656.75 |
6,586.25 |
| S2 |
6,559.25 |
6,559.25 |
6,646.50 |
|
| S3 |
6,448.00 |
6,502.00 |
6,636.50 |
|
| S4 |
6,336.75 |
6,390.75 |
6,605.75 |
|
|
| 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 |
6,616.75 |
250.25 |
3.8% |
116.50 |
1.7% |
20% |
False |
True |
361,395 |
| 10 |
6,867.00 |
6,471.75 |
395.25 |
5.9% |
117.00 |
1.8% |
49% |
False |
False |
393,984 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.4% |
165.00 |
2.5% |
64% |
False |
False |
525,055 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
146.25 |
2.2% |
40% |
False |
False |
394,281 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
156.00 |
2.3% |
47% |
False |
False |
263,432 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
134.25 |
2.0% |
47% |
False |
False |
197,732 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
120.75 |
1.8% |
47% |
False |
False |
158,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,200.75 |
|
2.618 |
7,019.25 |
|
1.618 |
6,908.00 |
|
1.000 |
6,839.25 |
|
0.618 |
6,796.75 |
|
HIGH |
6,728.00 |
|
0.618 |
6,685.50 |
|
0.500 |
6,672.50 |
|
0.382 |
6,659.25 |
|
LOW |
6,616.75 |
|
0.618 |
6,548.00 |
|
1.000 |
6,505.50 |
|
1.618 |
6,436.75 |
|
2.618 |
6,325.50 |
|
4.250 |
6,144.00 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,672.50 |
6,741.50 |
| PP |
6,670.50 |
6,716.75 |
| S1 |
6,668.75 |
6,691.75 |
|