| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,552.6 |
1,550.1 |
-2.5 |
-0.2% |
1,557.5 |
| High |
1,558.2 |
1,575.2 |
17.0 |
1.1% |
1,575.2 |
| Low |
1,531.0 |
1,537.6 |
6.6 |
0.4% |
1,527.2 |
| Close |
1,551.1 |
1,566.8 |
15.7 |
1.0% |
1,566.8 |
| Range |
27.2 |
37.6 |
10.4 |
38.2% |
48.0 |
| ATR |
24.6 |
25.5 |
0.9 |
3.8% |
0.0 |
| Volume |
137,459 |
111,839 |
-25,620 |
-18.6% |
560,468 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.7 |
1,657.3 |
1,587.5 |
|
| R3 |
1,635.1 |
1,619.7 |
1,577.1 |
|
| R2 |
1,597.5 |
1,597.5 |
1,573.7 |
|
| R1 |
1,582.1 |
1,582.1 |
1,570.2 |
1,589.8 |
| PP |
1,559.9 |
1,559.9 |
1,559.9 |
1,563.7 |
| S1 |
1,544.5 |
1,544.5 |
1,563.4 |
1,552.2 |
| S2 |
1,522.3 |
1,522.3 |
1,559.9 |
|
| S3 |
1,484.7 |
1,506.9 |
1,556.5 |
|
| S4 |
1,447.1 |
1,469.3 |
1,546.1 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.4 |
1,681.6 |
1,593.2 |
|
| R3 |
1,652.4 |
1,633.6 |
1,580.0 |
|
| R2 |
1,604.4 |
1,604.4 |
1,575.6 |
|
| R1 |
1,585.6 |
1,585.6 |
1,571.2 |
1,595.0 |
| PP |
1,556.4 |
1,556.4 |
1,556.4 |
1,561.1 |
| S1 |
1,537.6 |
1,537.6 |
1,562.4 |
1,547.0 |
| S2 |
1,508.4 |
1,508.4 |
1,558.0 |
|
| S3 |
1,460.4 |
1,489.6 |
1,553.6 |
|
| S4 |
1,412.4 |
1,441.6 |
1,540.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,575.2 |
1,527.2 |
48.0 |
3.1% |
28.0 |
1.8% |
83% |
True |
False |
112,093 |
| 10 |
1,577.8 |
1,527.2 |
50.6 |
3.2% |
24.4 |
1.6% |
78% |
False |
False |
106,132 |
| 20 |
1,595.9 |
1,513.5 |
82.4 |
5.3% |
22.8 |
1.5% |
65% |
False |
False |
99,664 |
| 40 |
1,615.8 |
1,482.5 |
133.3 |
8.5% |
26.4 |
1.7% |
63% |
False |
False |
124,057 |
| 60 |
1,615.8 |
1,437.6 |
178.2 |
11.4% |
28.2 |
1.8% |
73% |
False |
False |
84,279 |
| 80 |
1,622.5 |
1,421.3 |
201.2 |
12.8% |
28.2 |
1.8% |
72% |
False |
False |
63,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.0 |
|
2.618 |
1,673.6 |
|
1.618 |
1,636.0 |
|
1.000 |
1,612.8 |
|
0.618 |
1,598.4 |
|
HIGH |
1,575.2 |
|
0.618 |
1,560.8 |
|
0.500 |
1,556.4 |
|
0.382 |
1,552.0 |
|
LOW |
1,537.6 |
|
0.618 |
1,514.4 |
|
1.000 |
1,500.0 |
|
1.618 |
1,476.8 |
|
2.618 |
1,439.2 |
|
4.250 |
1,377.8 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,563.3 |
1,562.2 |
| PP |
1,559.9 |
1,557.7 |
| S1 |
1,556.4 |
1,553.1 |
|