| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,606.00 |
6,715.50 |
109.50 |
1.7% |
6,705.50 |
| High |
6,740.00 |
6,729.50 |
-10.50 |
-0.2% |
6,772.00 |
| Low |
6,578.75 |
6,625.25 |
46.50 |
0.7% |
6,429.25 |
| Close |
6,692.00 |
6,633.50 |
-58.50 |
-0.9% |
6,669.75 |
| Range |
161.25 |
104.25 |
-57.00 |
-35.3% |
342.75 |
| ATR |
151.60 |
148.22 |
-3.38 |
-2.2% |
0.00 |
| Volume |
360,806 |
382,532 |
21,726 |
6.0% |
2,462,695 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,975.50 |
6,908.75 |
6,690.75 |
|
| R3 |
6,871.25 |
6,804.50 |
6,662.25 |
|
| R2 |
6,767.00 |
6,767.00 |
6,652.50 |
|
| R1 |
6,700.25 |
6,700.25 |
6,643.00 |
6,681.50 |
| PP |
6,662.75 |
6,662.75 |
6,662.75 |
6,653.50 |
| S1 |
6,596.00 |
6,596.00 |
6,624.00 |
6,577.25 |
| S2 |
6,558.50 |
6,558.50 |
6,614.50 |
|
| S3 |
6,454.25 |
6,491.75 |
6,604.75 |
|
| S4 |
6,350.00 |
6,387.50 |
6,576.25 |
|
|
| 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 |
6,559.25 |
212.75 |
3.2% |
145.25 |
2.2% |
35% |
False |
False |
407,905 |
| 10 |
6,866.25 |
6,429.25 |
437.00 |
6.6% |
149.00 |
2.2% |
47% |
False |
False |
439,427 |
| 20 |
6,867.00 |
6,408.50 |
458.50 |
6.9% |
137.50 |
2.1% |
49% |
False |
False |
437,997 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.7% |
150.75 |
2.3% |
36% |
False |
False |
473,514 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
157.00 |
2.4% |
43% |
False |
False |
316,834 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
142.50 |
2.1% |
43% |
False |
False |
237,831 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.5% |
125.50 |
1.9% |
43% |
False |
False |
190,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,172.50 |
|
2.618 |
7,002.50 |
|
1.618 |
6,898.25 |
|
1.000 |
6,833.75 |
|
0.618 |
6,794.00 |
|
HIGH |
6,729.50 |
|
0.618 |
6,689.75 |
|
0.500 |
6,677.50 |
|
0.382 |
6,665.00 |
|
LOW |
6,625.25 |
|
0.618 |
6,560.75 |
|
1.000 |
6,521.00 |
|
1.618 |
6,456.50 |
|
2.618 |
6,352.25 |
|
4.250 |
6,182.25 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,677.50 |
6,659.50 |
| PP |
6,662.75 |
6,650.75 |
| S1 |
6,648.00 |
6,642.00 |
|