| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,525.75 |
6,583.25 |
57.50 |
0.9% |
6,674.25 |
| High |
6,576.25 |
6,749.00 |
172.75 |
2.6% |
6,867.00 |
| Low |
6,429.25 |
6,559.25 |
130.00 |
2.0% |
6,639.25 |
| Close |
6,555.75 |
6,734.75 |
179.00 |
2.7% |
6,676.25 |
| Range |
147.00 |
189.75 |
42.75 |
29.1% |
227.75 |
| ATR |
150.29 |
153.35 |
3.07 |
2.0% |
0.00 |
| Volume |
544,882 |
424,984 |
-119,898 |
-22.0% |
1,747,158 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,250.25 |
7,182.25 |
6,839.00 |
|
| R3 |
7,060.50 |
6,992.50 |
6,787.00 |
|
| R2 |
6,870.75 |
6,870.75 |
6,769.50 |
|
| R1 |
6,802.75 |
6,802.75 |
6,752.25 |
6,836.75 |
| PP |
6,681.00 |
6,681.00 |
6,681.00 |
6,698.00 |
| S1 |
6,613.00 |
6,613.00 |
6,717.25 |
6,647.00 |
| S2 |
6,491.25 |
6,491.25 |
6,700.00 |
|
| S3 |
6,301.50 |
6,423.25 |
6,682.50 |
|
| S4 |
6,111.75 |
6,233.50 |
6,630.50 |
|
|
| 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 |
6,790.25 |
6,429.25 |
361.00 |
5.4% |
168.50 |
2.5% |
85% |
False |
False |
480,660 |
| 10 |
6,867.00 |
6,429.25 |
437.75 |
6.5% |
136.00 |
2.0% |
70% |
False |
False |
419,348 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.3% |
155.75 |
2.3% |
76% |
False |
False |
489,045 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.5% |
152.50 |
2.3% |
47% |
False |
False |
434,036 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
161.25 |
2.4% |
53% |
False |
False |
290,012 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
139.75 |
2.1% |
53% |
False |
False |
217,679 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
124.00 |
1.8% |
53% |
False |
False |
174,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,555.50 |
|
2.618 |
7,245.75 |
|
1.618 |
7,056.00 |
|
1.000 |
6,938.75 |
|
0.618 |
6,866.25 |
|
HIGH |
6,749.00 |
|
0.618 |
6,676.50 |
|
0.500 |
6,654.00 |
|
0.382 |
6,631.75 |
|
LOW |
6,559.25 |
|
0.618 |
6,442.00 |
|
1.000 |
6,369.50 |
|
1.618 |
6,252.25 |
|
2.618 |
6,062.50 |
|
4.250 |
5,752.75 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.00 |
6,686.25 |
| PP |
6,681.00 |
6,637.75 |
| S1 |
6,654.00 |
6,589.00 |
|