| 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 |
1,557.5 |
1,543.0 |
-14.5 |
-0.9% |
1,573.9 |
| High |
1,567.4 |
1,555.0 |
-12.4 |
-0.8% |
1,577.8 |
| Low |
1,541.7 |
1,527.2 |
-14.5 |
-0.9% |
1,540.4 |
| Close |
1,543.8 |
1,552.9 |
9.1 |
0.6% |
1,558.9 |
| Range |
25.7 |
27.8 |
2.1 |
8.2% |
37.4 |
| ATR |
24.3 |
24.6 |
0.2 |
1.0% |
0.0 |
| Volume |
102,790 |
114,649 |
11,859 |
11.5% |
500,857 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.4 |
1,618.5 |
1,568.2 |
|
| R3 |
1,600.6 |
1,590.7 |
1,560.5 |
|
| R2 |
1,572.8 |
1,572.8 |
1,558.0 |
|
| R1 |
1,562.9 |
1,562.9 |
1,555.4 |
1,567.9 |
| PP |
1,545.0 |
1,545.0 |
1,545.0 |
1,547.5 |
| S1 |
1,535.1 |
1,535.1 |
1,550.4 |
1,540.1 |
| S2 |
1,517.2 |
1,517.2 |
1,547.8 |
|
| S3 |
1,489.4 |
1,507.3 |
1,545.3 |
|
| S4 |
1,461.6 |
1,479.5 |
1,537.6 |
|
|
| 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 |
1,567.4 |
1,527.2 |
40.2 |
2.6% |
20.9 |
1.3% |
64% |
False |
True |
103,674 |
| 10 |
1,595.9 |
1,527.2 |
68.7 |
4.4% |
20.8 |
1.3% |
37% |
False |
True |
98,204 |
| 20 |
1,595.9 |
1,484.4 |
111.5 |
7.2% |
24.1 |
1.6% |
61% |
False |
False |
101,200 |
| 40 |
1,615.8 |
1,482.5 |
133.3 |
8.6% |
26.4 |
1.7% |
53% |
False |
False |
117,809 |
| 60 |
1,615.8 |
1,421.3 |
194.5 |
12.5% |
30.5 |
2.0% |
68% |
False |
False |
78,566 |
| 80 |
1,622.5 |
1,421.3 |
201.2 |
13.0% |
27.5 |
1.8% |
65% |
False |
False |
58,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,673.2 |
|
2.618 |
1,627.8 |
|
1.618 |
1,600.0 |
|
1.000 |
1,582.8 |
|
0.618 |
1,572.2 |
|
HIGH |
1,555.0 |
|
0.618 |
1,544.4 |
|
0.500 |
1,541.1 |
|
0.382 |
1,537.8 |
|
LOW |
1,527.2 |
|
0.618 |
1,510.0 |
|
1.000 |
1,499.4 |
|
1.618 |
1,482.2 |
|
2.618 |
1,454.4 |
|
4.250 |
1,409.1 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,549.0 |
1,551.0 |
| PP |
1,545.0 |
1,549.2 |
| S1 |
1,541.1 |
1,547.3 |
|