| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,574.5 |
1,573.9 |
-0.6 |
0.0% |
1,557.9 |
| High |
1,578.7 |
1,574.4 |
-4.3 |
-0.3% |
1,595.9 |
| Low |
1,562.5 |
1,556.7 |
-5.8 |
-0.4% |
1,552.7 |
| Close |
1,566.7 |
1,565.3 |
-1.4 |
-0.1% |
1,566.7 |
| Range |
16.2 |
17.7 |
1.5 |
9.3% |
43.2 |
| ATR |
25.9 |
25.3 |
-0.6 |
-2.3% |
0.0 |
| Volume |
94,369 |
65,551 |
-28,818 |
-30.5% |
452,210 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.6 |
1,609.6 |
1,575.0 |
|
| R3 |
1,600.9 |
1,591.9 |
1,570.2 |
|
| R2 |
1,583.2 |
1,583.2 |
1,568.5 |
|
| R1 |
1,574.2 |
1,574.2 |
1,566.9 |
1,569.9 |
| PP |
1,565.5 |
1,565.5 |
1,565.5 |
1,563.3 |
| S1 |
1,556.5 |
1,556.5 |
1,563.7 |
1,552.2 |
| S2 |
1,547.8 |
1,547.8 |
1,562.1 |
|
| S3 |
1,530.1 |
1,538.8 |
1,560.4 |
|
| S4 |
1,512.4 |
1,521.1 |
1,555.6 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.4 |
1,677.2 |
1,590.5 |
|
| R3 |
1,658.2 |
1,634.0 |
1,578.6 |
|
| R2 |
1,615.0 |
1,615.0 |
1,574.6 |
|
| R1 |
1,590.8 |
1,590.8 |
1,570.7 |
1,602.9 |
| PP |
1,571.8 |
1,571.8 |
1,571.8 |
1,577.8 |
| S1 |
1,547.6 |
1,547.6 |
1,562.7 |
1,559.7 |
| S2 |
1,528.6 |
1,528.6 |
1,558.8 |
|
| S3 |
1,485.4 |
1,504.4 |
1,554.8 |
|
| S4 |
1,442.2 |
1,461.2 |
1,542.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,595.9 |
1,556.7 |
39.2 |
2.5% |
18.2 |
1.2% |
22% |
False |
True |
84,315 |
| 10 |
1,595.9 |
1,514.2 |
81.7 |
5.2% |
20.5 |
1.3% |
63% |
False |
False |
90,443 |
| 20 |
1,595.9 |
1,482.5 |
113.4 |
7.2% |
27.3 |
1.7% |
73% |
False |
False |
113,938 |
| 40 |
1,615.8 |
1,482.5 |
133.3 |
8.5% |
27.9 |
1.8% |
62% |
False |
False |
101,514 |
| 60 |
1,616.8 |
1,421.3 |
195.5 |
12.5% |
30.3 |
1.9% |
74% |
False |
False |
67,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,649.6 |
|
2.618 |
1,620.7 |
|
1.618 |
1,603.0 |
|
1.000 |
1,592.1 |
|
0.618 |
1,585.3 |
|
HIGH |
1,574.4 |
|
0.618 |
1,567.6 |
|
0.500 |
1,565.6 |
|
0.382 |
1,563.5 |
|
LOW |
1,556.7 |
|
0.618 |
1,545.8 |
|
1.000 |
1,539.0 |
|
1.618 |
1,528.1 |
|
2.618 |
1,510.4 |
|
4.250 |
1,481.5 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.6 |
1,573.8 |
| PP |
1,565.5 |
1,571.0 |
| S1 |
1,565.4 |
1,568.1 |
|