| 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 |
1,553.0 |
1,548.6 |
-4.4 |
-0.3% |
1,558.4 |
| High |
1,557.5 |
1,575.1 |
17.6 |
1.1% |
1,575.1 |
| Low |
1,531.1 |
1,537.9 |
6.8 |
0.4% |
1,527.2 |
| Close |
1,551.2 |
1,566.6 |
15.4 |
1.0% |
1,566.6 |
| Range |
26.4 |
37.2 |
10.8 |
40.9% |
47.9 |
| ATR |
23.7 |
24.7 |
1.0 |
4.1% |
0.0 |
| Volume |
5,380 |
4,710 |
-670 |
-12.5% |
22,864 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.5 |
1,656.3 |
1,587.0 |
|
| R3 |
1,634.3 |
1,619.0 |
1,576.8 |
|
| R2 |
1,597.0 |
1,597.0 |
1,573.5 |
|
| R1 |
1,581.8 |
1,581.8 |
1,570.0 |
1,589.5 |
| PP |
1,559.8 |
1,559.8 |
1,559.8 |
1,563.8 |
| S1 |
1,544.8 |
1,544.8 |
1,563.3 |
1,552.3 |
| S2 |
1,522.8 |
1,522.8 |
1,559.8 |
|
| S3 |
1,485.5 |
1,507.5 |
1,556.3 |
|
| S4 |
1,448.3 |
1,470.3 |
1,546.3 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.0 |
1,681.3 |
1,593.0 |
|
| R3 |
1,652.0 |
1,633.3 |
1,579.8 |
|
| R2 |
1,604.3 |
1,604.3 |
1,575.5 |
|
| R1 |
1,585.5 |
1,585.5 |
1,571.0 |
1,594.8 |
| PP |
1,556.3 |
1,556.3 |
1,556.3 |
1,561.0 |
| S1 |
1,537.5 |
1,537.5 |
1,562.3 |
1,547.0 |
| S2 |
1,508.5 |
1,508.5 |
1,557.8 |
|
| S3 |
1,460.5 |
1,489.5 |
1,553.5 |
|
| S4 |
1,412.5 |
1,441.8 |
1,540.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,575.1 |
1,527.2 |
47.9 |
3.1% |
27.5 |
1.8% |
82% |
True |
False |
4,572 |
| 10 |
1,577.7 |
1,527.2 |
50.5 |
3.2% |
24.0 |
1.5% |
78% |
False |
False |
4,455 |
| 20 |
1,595.9 |
1,513.6 |
82.3 |
5.3% |
22.5 |
1.4% |
64% |
False |
False |
5,011 |
| 40 |
1,615.7 |
1,482.6 |
133.1 |
8.5% |
26.0 |
1.7% |
63% |
False |
False |
8,380 |
| 60 |
1,615.7 |
1,464.3 |
151.4 |
9.7% |
21.8 |
1.4% |
68% |
False |
False |
5,632 |
| 80 |
1,615.9 |
1,464.3 |
151.6 |
9.7% |
18.0 |
1.1% |
67% |
False |
False |
4,225 |
| 100 |
1,615.9 |
1,464.3 |
151.6 |
9.7% |
14.8 |
0.9% |
67% |
False |
False |
3,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,733.3 |
|
2.618 |
1,672.5 |
|
1.618 |
1,635.3 |
|
1.000 |
1,612.3 |
|
0.618 |
1,598.0 |
|
HIGH |
1,575.0 |
|
0.618 |
1,561.0 |
|
0.500 |
1,556.5 |
|
0.382 |
1,552.0 |
|
LOW |
1,538.0 |
|
0.618 |
1,515.0 |
|
1.000 |
1,500.8 |
|
1.618 |
1,477.8 |
|
2.618 |
1,440.5 |
|
4.250 |
1,379.8 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,563.3 |
1,562.0 |
| PP |
1,559.8 |
1,557.5 |
| S1 |
1,556.5 |
1,553.0 |
|