| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,555.0 |
1,558.4 |
3.4 |
0.2% |
1,517.0 |
| High |
1,564.5 |
1,569.9 |
5.4 |
0.3% |
1,565.5 |
| Low |
1,546.2 |
1,552.5 |
6.3 |
0.4% |
1,513.6 |
| Close |
1,552.9 |
1,566.3 |
13.4 |
0.9% |
1,552.9 |
| Range |
18.3 |
17.4 |
-0.9 |
-4.9% |
51.9 |
| ATR |
27.6 |
26.9 |
-0.7 |
-2.6% |
0.0 |
| Volume |
5,918 |
5,148 |
-770 |
-13.0% |
31,606 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.0 |
1,608.0 |
1,575.8 |
|
| R3 |
1,597.8 |
1,590.8 |
1,571.0 |
|
| R2 |
1,580.3 |
1,580.3 |
1,569.5 |
|
| R1 |
1,573.3 |
1,573.3 |
1,568.0 |
1,576.8 |
| PP |
1,563.0 |
1,563.0 |
1,563.0 |
1,564.8 |
| S1 |
1,556.0 |
1,556.0 |
1,564.8 |
1,559.5 |
| S2 |
1,545.5 |
1,545.5 |
1,563.0 |
|
| S3 |
1,528.0 |
1,538.5 |
1,561.5 |
|
| S4 |
1,510.8 |
1,521.0 |
1,556.8 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.8 |
1,678.3 |
1,581.5 |
|
| R3 |
1,647.8 |
1,626.3 |
1,567.3 |
|
| R2 |
1,596.0 |
1,596.0 |
1,562.5 |
|
| R1 |
1,574.5 |
1,574.5 |
1,557.8 |
1,585.3 |
| PP |
1,544.0 |
1,544.0 |
1,544.0 |
1,549.5 |
| S1 |
1,522.5 |
1,522.5 |
1,548.3 |
1,533.3 |
| S2 |
1,492.0 |
1,492.0 |
1,543.5 |
|
| S3 |
1,440.3 |
1,470.5 |
1,538.8 |
|
| S4 |
1,388.3 |
1,418.8 |
1,524.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,569.9 |
1,515.3 |
54.6 |
3.5% |
22.5 |
1.4% |
93% |
True |
False |
6,017 |
| 10 |
1,569.9 |
1,484.3 |
85.6 |
5.5% |
27.0 |
1.7% |
96% |
True |
False |
7,484 |
| 20 |
1,594.1 |
1,482.6 |
111.5 |
7.1% |
30.5 |
1.9% |
75% |
False |
False |
10,690 |
| 40 |
1,615.7 |
1,482.6 |
133.1 |
8.5% |
24.0 |
1.5% |
63% |
False |
False |
6,861 |
| 60 |
1,615.9 |
1,464.3 |
151.6 |
9.7% |
18.8 |
1.2% |
67% |
False |
False |
4,575 |
| 80 |
1,615.9 |
1,464.3 |
151.6 |
9.7% |
14.5 |
0.9% |
67% |
False |
False |
3,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.8 |
|
2.618 |
1,615.5 |
|
1.618 |
1,598.0 |
|
1.000 |
1,587.3 |
|
0.618 |
1,580.8 |
|
HIGH |
1,570.0 |
|
0.618 |
1,563.3 |
|
0.500 |
1,561.3 |
|
0.382 |
1,559.3 |
|
LOW |
1,552.5 |
|
0.618 |
1,541.8 |
|
1.000 |
1,535.0 |
|
1.618 |
1,524.3 |
|
2.618 |
1,507.0 |
|
4.250 |
1,478.5 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,564.5 |
1,563.5 |
| PP |
1,563.0 |
1,560.8 |
| S1 |
1,561.3 |
1,558.0 |
|