| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,715.50 |
6,630.75 |
-84.75 |
-1.3% |
6,705.50 |
| High |
6,729.50 |
6,671.50 |
-58.00 |
-0.9% |
6,772.00 |
| Low |
6,625.25 |
6,538.00 |
-87.25 |
-1.3% |
6,429.25 |
| Close |
6,633.50 |
6,664.50 |
31.00 |
0.5% |
6,669.75 |
| Range |
104.25 |
133.50 |
29.25 |
28.1% |
342.75 |
| ATR |
148.22 |
147.17 |
-1.05 |
-0.7% |
0.00 |
| Volume |
382,532 |
518,811 |
136,279 |
35.6% |
2,462,695 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,025.25 |
6,978.25 |
6,738.00 |
|
| R3 |
6,891.75 |
6,844.75 |
6,701.25 |
|
| R2 |
6,758.25 |
6,758.25 |
6,689.00 |
|
| R1 |
6,711.25 |
6,711.25 |
6,676.75 |
6,734.75 |
| PP |
6,624.75 |
6,624.75 |
6,624.75 |
6,636.50 |
| S1 |
6,577.75 |
6,577.75 |
6,652.25 |
6,601.25 |
| S2 |
6,491.25 |
6,491.25 |
6,640.00 |
|
| S3 |
6,357.75 |
6,444.25 |
6,627.75 |
|
| S4 |
6,224.25 |
6,310.75 |
6,591.00 |
|
|
| 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 |
6,538.00 |
234.00 |
3.5% |
134.00 |
2.0% |
54% |
False |
True |
426,671 |
| 10 |
6,790.25 |
6,429.25 |
361.00 |
5.4% |
151.25 |
2.3% |
65% |
False |
False |
453,665 |
| 20 |
6,867.00 |
6,408.50 |
458.50 |
6.9% |
139.50 |
2.1% |
56% |
False |
False |
439,186 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
150.75 |
2.3% |
39% |
False |
False |
485,995 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
152.25 |
2.3% |
46% |
False |
False |
325,436 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
143.75 |
2.2% |
46% |
False |
False |
244,312 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.4% |
126.25 |
1.9% |
46% |
False |
False |
195,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,239.00 |
|
2.618 |
7,021.00 |
|
1.618 |
6,887.50 |
|
1.000 |
6,805.00 |
|
0.618 |
6,754.00 |
|
HIGH |
6,671.50 |
|
0.618 |
6,620.50 |
|
0.500 |
6,604.75 |
|
0.382 |
6,589.00 |
|
LOW |
6,538.00 |
|
0.618 |
6,455.50 |
|
1.000 |
6,404.50 |
|
1.618 |
6,322.00 |
|
2.618 |
6,188.50 |
|
4.250 |
5,970.50 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,644.50 |
6,656.00 |
| PP |
6,624.75 |
6,647.50 |
| S1 |
6,604.75 |
6,639.00 |
|