| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,517.2 |
1,519.0 |
1.8 |
0.1% |
1,527.5 |
| High |
1,537.5 |
1,551.5 |
14.0 |
0.9% |
1,547.6 |
| Low |
1,513.5 |
1,514.2 |
0.7 |
0.0% |
1,482.5 |
| Close |
1,519.5 |
1,545.5 |
26.0 |
1.7% |
1,515.4 |
| Range |
24.0 |
37.3 |
13.3 |
55.4% |
65.1 |
| ATR |
31.5 |
31.9 |
0.4 |
1.3% |
0.0 |
| Volume |
93,084 |
121,205 |
28,121 |
30.2% |
688,854 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,649.0 |
1,634.5 |
1,566.0 |
|
| R3 |
1,611.7 |
1,597.2 |
1,555.8 |
|
| R2 |
1,574.4 |
1,574.4 |
1,552.3 |
|
| R1 |
1,559.9 |
1,559.9 |
1,548.9 |
1,567.2 |
| PP |
1,537.1 |
1,537.1 |
1,537.1 |
1,540.7 |
| S1 |
1,522.6 |
1,522.6 |
1,542.1 |
1,529.9 |
| S2 |
1,499.8 |
1,499.8 |
1,538.7 |
|
| S3 |
1,462.5 |
1,485.3 |
1,535.2 |
|
| S4 |
1,425.2 |
1,448.0 |
1,525.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.5 |
1,678.0 |
1,551.2 |
|
| R3 |
1,645.4 |
1,612.9 |
1,533.3 |
|
| R2 |
1,580.3 |
1,580.3 |
1,527.3 |
|
| R1 |
1,547.8 |
1,547.8 |
1,521.4 |
1,531.5 |
| PP |
1,515.2 |
1,515.2 |
1,515.2 |
1,507.0 |
| S1 |
1,482.7 |
1,482.7 |
1,509.4 |
1,466.4 |
| S2 |
1,450.1 |
1,450.1 |
1,503.5 |
|
| S3 |
1,385.0 |
1,417.6 |
1,497.5 |
|
| S4 |
1,319.9 |
1,352.5 |
1,479.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.5 |
1,484.4 |
67.1 |
4.3% |
34.9 |
2.3% |
91% |
True |
False |
117,609 |
| 10 |
1,557.5 |
1,482.5 |
75.0 |
4.9% |
34.7 |
2.2% |
84% |
False |
False |
135,836 |
| 20 |
1,615.8 |
1,482.5 |
133.3 |
8.6% |
31.0 |
2.0% |
47% |
False |
False |
136,841 |
| 40 |
1,615.8 |
1,466.8 |
149.0 |
9.6% |
30.0 |
1.9% |
53% |
False |
False |
81,940 |
| 60 |
1,622.5 |
1,421.3 |
201.2 |
13.0% |
30.3 |
2.0% |
62% |
False |
False |
54,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,710.0 |
|
2.618 |
1,649.2 |
|
1.618 |
1,611.9 |
|
1.000 |
1,588.8 |
|
0.618 |
1,574.6 |
|
HIGH |
1,551.5 |
|
0.618 |
1,537.3 |
|
0.500 |
1,532.9 |
|
0.382 |
1,528.4 |
|
LOW |
1,514.2 |
|
0.618 |
1,491.1 |
|
1.000 |
1,476.9 |
|
1.618 |
1,453.8 |
|
2.618 |
1,416.5 |
|
4.250 |
1,355.7 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,541.3 |
1,539.3 |
| PP |
1,537.1 |
1,533.1 |
| S1 |
1,532.9 |
1,526.9 |
|