Trading Metrics calculated at close of trading on 01-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
Open |
7,486.0 |
7,469.0 |
-17.0 |
-0.2% |
7,322.0 |
High |
7,499.0 |
7,502.5 |
3.5 |
0.0% |
7,471.5 |
Low |
7,445.5 |
7,449.0 |
3.5 |
0.0% |
7,280.0 |
Close |
7,460.0 |
7,470.5 |
10.5 |
0.1% |
7,458.5 |
Range |
53.5 |
53.5 |
0.0 |
0.0% |
191.5 |
ATR |
82.4 |
80.3 |
-2.1 |
-2.5% |
0.0 |
Volume |
118,902 |
71,912 |
-46,990 |
-39.5% |
542,421 |
|
Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.5 |
7,606.0 |
7,500.0 |
|
R3 |
7,581.0 |
7,552.5 |
7,485.0 |
|
R2 |
7,527.5 |
7,527.5 |
7,480.5 |
|
R1 |
7,499.0 |
7,499.0 |
7,475.5 |
7,513.0 |
PP |
7,474.0 |
7,474.0 |
7,474.0 |
7,481.0 |
S1 |
7,445.5 |
7,445.5 |
7,465.5 |
7,460.0 |
S2 |
7,420.5 |
7,420.5 |
7,460.5 |
|
S3 |
7,367.0 |
7,392.0 |
7,456.0 |
|
S4 |
7,313.5 |
7,338.5 |
7,441.0 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,978.0 |
7,909.5 |
7,564.0 |
|
R3 |
7,786.5 |
7,718.0 |
7,511.0 |
|
R2 |
7,595.0 |
7,595.0 |
7,493.5 |
|
R1 |
7,526.5 |
7,526.5 |
7,476.0 |
7,561.0 |
PP |
7,403.5 |
7,403.5 |
7,403.5 |
7,420.5 |
S1 |
7,335.0 |
7,335.0 |
7,441.0 |
7,369.0 |
S2 |
7,212.0 |
7,212.0 |
7,423.5 |
|
S3 |
7,020.5 |
7,143.5 |
7,406.0 |
|
S4 |
6,829.0 |
6,952.0 |
7,353.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,502.5 |
7,280.0 |
222.5 |
3.0% |
73.5 |
1.0% |
86% |
True |
False |
105,281 |
10 |
7,502.5 |
7,170.0 |
332.5 |
4.5% |
70.0 |
0.9% |
90% |
True |
False |
103,351 |
20 |
7,502.5 |
6,888.5 |
614.0 |
8.2% |
76.5 |
1.0% |
95% |
True |
False |
98,988 |
40 |
7,502.5 |
6,766.5 |
736.0 |
9.9% |
83.5 |
1.1% |
96% |
True |
False |
116,782 |
60 |
7,502.5 |
6,766.5 |
736.0 |
9.9% |
82.0 |
1.1% |
96% |
True |
False |
77,993 |
80 |
7,647.0 |
6,766.5 |
880.5 |
11.8% |
66.0 |
0.9% |
80% |
False |
False |
58,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,730.0 |
2.618 |
7,642.5 |
1.618 |
7,589.0 |
1.000 |
7,556.0 |
0.618 |
7,535.5 |
HIGH |
7,502.5 |
0.618 |
7,482.0 |
0.500 |
7,476.0 |
0.382 |
7,469.5 |
LOW |
7,449.0 |
0.618 |
7,416.0 |
1.000 |
7,395.5 |
1.618 |
7,362.5 |
2.618 |
7,309.0 |
4.250 |
7,221.5 |
|
|
Fisher Pivots for day following 01-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,476.0 |
7,460.0 |
PP |
7,474.0 |
7,449.5 |
S1 |
7,472.0 |
7,439.0 |
|