| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
6,744.75 |
6,668.00 |
-76.75 |
-1.1% |
6,705.50 |
| High |
6,772.00 |
6,718.00 |
-54.00 |
-0.8% |
6,772.00 |
| Low |
6,623.00 |
6,595.50 |
-27.50 |
-0.4% |
6,429.25 |
| Close |
6,669.75 |
6,613.00 |
-56.75 |
-0.9% |
6,669.75 |
| Range |
149.00 |
122.50 |
-26.50 |
-17.8% |
342.75 |
| ATR |
153.04 |
150.86 |
-2.18 |
-1.4% |
0.00 |
| Volume |
481,734 |
389,473 |
-92,261 |
-19.2% |
2,462,695 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,009.75 |
6,933.75 |
6,680.50 |
|
| R3 |
6,887.25 |
6,811.25 |
6,646.75 |
|
| R2 |
6,764.75 |
6,764.75 |
6,635.50 |
|
| R1 |
6,688.75 |
6,688.75 |
6,624.25 |
6,665.50 |
| PP |
6,642.25 |
6,642.25 |
6,642.25 |
6,630.50 |
| S1 |
6,566.25 |
6,566.25 |
6,601.75 |
6,543.00 |
| S2 |
6,519.75 |
6,519.75 |
6,590.50 |
|
| S3 |
6,397.25 |
6,443.75 |
6,579.25 |
|
| S4 |
6,274.75 |
6,321.25 |
6,545.50 |
|
|
| 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 |
5.2% |
171.75 |
2.6% |
54% |
False |
False |
493,572 |
| 10 |
6,867.00 |
6,429.25 |
437.75 |
6.6% |
144.25 |
2.2% |
42% |
False |
False |
427,484 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.5% |
145.75 |
2.2% |
55% |
False |
False |
466,672 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.7% |
149.75 |
2.3% |
34% |
False |
False |
455,463 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
163.00 |
2.5% |
41% |
False |
False |
304,501 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
140.50 |
2.1% |
41% |
False |
False |
228,552 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
124.50 |
1.9% |
41% |
False |
False |
182,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,238.50 |
|
2.618 |
7,038.75 |
|
1.618 |
6,916.25 |
|
1.000 |
6,840.50 |
|
0.618 |
6,793.75 |
|
HIGH |
6,718.00 |
|
0.618 |
6,671.25 |
|
0.500 |
6,656.75 |
|
0.382 |
6,642.25 |
|
LOW |
6,595.50 |
|
0.618 |
6,519.75 |
|
1.000 |
6,473.00 |
|
1.618 |
6,397.25 |
|
2.618 |
6,274.75 |
|
4.250 |
6,075.00 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,656.75 |
6,665.50 |
| PP |
6,642.25 |
6,648.00 |
| S1 |
6,627.50 |
6,630.50 |
|