| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,583.25 |
6,744.75 |
161.50 |
2.5% |
6,705.50 |
| High |
6,749.00 |
6,772.00 |
23.00 |
0.3% |
6,772.00 |
| Low |
6,559.25 |
6,623.00 |
63.75 |
1.0% |
6,429.25 |
| Close |
6,734.75 |
6,669.75 |
-65.00 |
-1.0% |
6,669.75 |
| Range |
189.75 |
149.00 |
-40.75 |
-21.5% |
342.75 |
| ATR |
153.35 |
153.04 |
-0.31 |
-0.2% |
0.00 |
| Volume |
424,984 |
481,734 |
56,750 |
13.4% |
2,462,695 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,135.25 |
7,051.50 |
6,751.75 |
|
| R3 |
6,986.25 |
6,902.50 |
6,710.75 |
|
| R2 |
6,837.25 |
6,837.25 |
6,697.00 |
|
| R1 |
6,753.50 |
6,753.50 |
6,683.50 |
6,721.00 |
| PP |
6,688.25 |
6,688.25 |
6,688.25 |
6,672.00 |
| S1 |
6,604.50 |
6,604.50 |
6,656.00 |
6,572.00 |
| S2 |
6,539.25 |
6,539.25 |
6,642.50 |
|
| S3 |
6,390.25 |
6,455.50 |
6,628.75 |
|
| S4 |
6,241.25 |
6,306.50 |
6,587.75 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,652.00 |
7,503.50 |
6,858.25 |
|
| R3 |
7,309.25 |
7,160.75 |
6,764.00 |
|
| R2 |
6,966.50 |
6,966.50 |
6,732.50 |
|
| R1 |
6,818.00 |
6,818.00 |
6,701.25 |
6,721.00 |
| PP |
6,623.75 |
6,623.75 |
6,623.75 |
6,575.00 |
| S1 |
6,475.25 |
6,475.25 |
6,638.25 |
6,378.00 |
| S2 |
6,281.00 |
6,281.00 |
6,607.00 |
|
| S3 |
5,938.25 |
6,132.50 |
6,575.50 |
|
| S4 |
5,595.50 |
5,789.75 |
6,481.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.00 |
6,429.25 |
342.75 |
5.1% |
169.50 |
2.5% |
70% |
True |
False |
492,539 |
| 10 |
6,867.00 |
6,429.25 |
437.75 |
6.6% |
140.25 |
2.1% |
55% |
False |
False |
420,985 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.4% |
152.75 |
2.3% |
65% |
False |
False |
480,733 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
151.00 |
2.3% |
40% |
False |
False |
445,872 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
162.75 |
2.4% |
47% |
False |
False |
298,032 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
140.00 |
2.1% |
47% |
False |
False |
223,692 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
124.50 |
1.9% |
47% |
False |
False |
178,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,405.25 |
|
2.618 |
7,162.00 |
|
1.618 |
7,013.00 |
|
1.000 |
6,921.00 |
|
0.618 |
6,864.00 |
|
HIGH |
6,772.00 |
|
0.618 |
6,715.00 |
|
0.500 |
6,697.50 |
|
0.382 |
6,680.00 |
|
LOW |
6,623.00 |
|
0.618 |
6,531.00 |
|
1.000 |
6,474.00 |
|
1.618 |
6,382.00 |
|
2.618 |
6,233.00 |
|
4.250 |
5,989.75 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,697.50 |
6,646.75 |
| PP |
6,688.25 |
6,623.75 |
| S1 |
6,679.00 |
6,600.50 |
|