| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,630.75 |
6,666.50 |
35.75 |
0.5% |
6,668.00 |
| High |
6,671.50 |
6,788.50 |
117.00 |
1.8% |
6,788.50 |
| Low |
6,538.00 |
6,610.50 |
72.50 |
1.1% |
6,538.00 |
| Close |
6,664.50 |
6,774.75 |
110.25 |
1.7% |
6,774.75 |
| Range |
133.50 |
178.00 |
44.50 |
33.3% |
250.50 |
| ATR |
147.17 |
149.37 |
2.20 |
1.5% |
0.00 |
| Volume |
518,811 |
408,713 |
-110,098 |
-21.2% |
2,060,335 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,258.50 |
7,194.75 |
6,872.75 |
|
| R3 |
7,080.50 |
7,016.75 |
6,823.75 |
|
| R2 |
6,902.50 |
6,902.50 |
6,807.50 |
|
| R1 |
6,838.75 |
6,838.75 |
6,791.00 |
6,870.50 |
| PP |
6,724.50 |
6,724.50 |
6,724.50 |
6,740.50 |
| S1 |
6,660.75 |
6,660.75 |
6,758.50 |
6,692.50 |
| S2 |
6,546.50 |
6,546.50 |
6,742.00 |
|
| S3 |
6,368.50 |
6,482.75 |
6,725.75 |
|
| S4 |
6,190.50 |
6,304.75 |
6,676.75 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,452.00 |
7,363.75 |
6,912.50 |
|
| R3 |
7,201.50 |
7,113.25 |
6,843.75 |
|
| R2 |
6,951.00 |
6,951.00 |
6,820.75 |
|
| R1 |
6,862.75 |
6,862.75 |
6,797.75 |
6,907.00 |
| PP |
6,700.50 |
6,700.50 |
6,700.50 |
6,722.50 |
| S1 |
6,612.25 |
6,612.25 |
6,751.75 |
6,656.50 |
| S2 |
6,450.00 |
6,450.00 |
6,728.75 |
|
| S3 |
6,199.50 |
6,361.75 |
6,705.75 |
|
| S4 |
5,949.00 |
6,111.25 |
6,637.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,788.50 |
6,538.00 |
250.50 |
3.7% |
140.00 |
2.1% |
95% |
True |
False |
412,067 |
| 10 |
6,788.50 |
6,429.25 |
359.25 |
5.3% |
154.75 |
2.3% |
96% |
True |
False |
452,303 |
| 20 |
6,867.00 |
6,429.25 |
437.75 |
6.5% |
138.25 |
2.0% |
79% |
False |
False |
428,032 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.4% |
153.50 |
2.3% |
52% |
False |
False |
494,775 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
152.25 |
2.2% |
57% |
False |
False |
332,206 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
145.50 |
2.1% |
57% |
False |
False |
249,412 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
127.50 |
1.9% |
57% |
False |
False |
199,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,545.00 |
|
2.618 |
7,254.50 |
|
1.618 |
7,076.50 |
|
1.000 |
6,966.50 |
|
0.618 |
6,898.50 |
|
HIGH |
6,788.50 |
|
0.618 |
6,720.50 |
|
0.500 |
6,699.50 |
|
0.382 |
6,678.50 |
|
LOW |
6,610.50 |
|
0.618 |
6,500.50 |
|
1.000 |
6,432.50 |
|
1.618 |
6,322.50 |
|
2.618 |
6,144.50 |
|
4.250 |
5,854.00 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,749.75 |
6,737.50 |
| PP |
6,724.50 |
6,700.50 |
| S1 |
6,699.50 |
6,663.25 |
|