| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,556.3 |
1,563.6 |
7.3 |
0.5% |
1,573.9 |
| High |
1,565.6 |
1,564.7 |
-0.9 |
-0.1% |
1,577.8 |
| Low |
1,550.1 |
1,548.5 |
-1.6 |
-0.1% |
1,540.4 |
| Close |
1,564.2 |
1,558.9 |
-5.3 |
-0.3% |
1,558.9 |
| Range |
15.5 |
16.2 |
0.7 |
4.5% |
37.4 |
| ATR |
24.8 |
24.2 |
-0.6 |
-2.5% |
0.0 |
| Volume |
92,993 |
86,429 |
-6,564 |
-7.1% |
500,857 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.0 |
1,598.6 |
1,567.8 |
|
| R3 |
1,589.8 |
1,582.4 |
1,563.4 |
|
| R2 |
1,573.6 |
1,573.6 |
1,561.9 |
|
| R1 |
1,566.2 |
1,566.2 |
1,560.4 |
1,561.8 |
| PP |
1,557.4 |
1,557.4 |
1,557.4 |
1,555.2 |
| S1 |
1,550.0 |
1,550.0 |
1,557.4 |
1,545.6 |
| S2 |
1,541.2 |
1,541.2 |
1,555.9 |
|
| S3 |
1,525.0 |
1,533.8 |
1,554.4 |
|
| S4 |
1,508.8 |
1,517.6 |
1,550.0 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.2 |
1,652.5 |
1,579.5 |
|
| R3 |
1,633.8 |
1,615.1 |
1,569.2 |
|
| R2 |
1,596.4 |
1,596.4 |
1,565.8 |
|
| R1 |
1,577.7 |
1,577.7 |
1,562.3 |
1,568.4 |
| PP |
1,559.0 |
1,559.0 |
1,559.0 |
1,554.4 |
| S1 |
1,540.3 |
1,540.3 |
1,555.5 |
1,531.0 |
| S2 |
1,521.6 |
1,521.6 |
1,552.0 |
|
| S3 |
1,484.2 |
1,502.9 |
1,548.6 |
|
| S4 |
1,446.8 |
1,465.5 |
1,538.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,577.8 |
1,540.4 |
37.4 |
2.4% |
20.8 |
1.3% |
49% |
False |
False |
100,171 |
| 10 |
1,595.9 |
1,540.4 |
55.5 |
3.6% |
19.5 |
1.2% |
33% |
False |
False |
95,306 |
| 20 |
1,595.9 |
1,482.5 |
113.4 |
7.3% |
25.2 |
1.6% |
67% |
False |
False |
106,083 |
| 40 |
1,615.8 |
1,482.5 |
133.3 |
8.6% |
27.1 |
1.7% |
57% |
False |
False |
112,388 |
| 60 |
1,615.8 |
1,421.3 |
194.5 |
12.5% |
30.5 |
2.0% |
71% |
False |
False |
74,942 |
| 80 |
1,622.5 |
1,421.3 |
201.2 |
12.9% |
26.9 |
1.7% |
68% |
False |
False |
56,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,633.6 |
|
2.618 |
1,607.1 |
|
1.618 |
1,590.9 |
|
1.000 |
1,580.9 |
|
0.618 |
1,574.7 |
|
HIGH |
1,564.7 |
|
0.618 |
1,558.5 |
|
0.500 |
1,556.6 |
|
0.382 |
1,554.7 |
|
LOW |
1,548.5 |
|
0.618 |
1,538.5 |
|
1.000 |
1,532.3 |
|
1.618 |
1,522.3 |
|
2.618 |
1,506.1 |
|
4.250 |
1,479.7 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.1 |
1,556.9 |
| PP |
1,557.4 |
1,555.0 |
| S1 |
1,556.6 |
1,553.0 |
|