| 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 |
8,981.53 |
9,279.66 |
298.13 |
3.3% |
8,523.97 |
| High |
9,549.26 |
9,285.30 |
-263.96 |
-2.8% |
9,758.90 |
| Low |
8,887.67 |
8,839.63 |
-48.04 |
-0.5% |
8,512.91 |
| Close |
9,280.69 |
9,020.10 |
-260.59 |
-2.8% |
8,981.87 |
| Range |
661.59 |
445.67 |
-215.92 |
-32.6% |
1,245.99 |
| ATR |
596.25 |
585.50 |
-10.76 |
-1.8% |
0.00 |
| Volume |
53,695 |
68,413 |
14,718 |
27.4% |
534,109 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,385.35 |
10,148.40 |
9,265.22 |
|
| R3 |
9,939.68 |
9,702.73 |
9,142.66 |
|
| R2 |
9,494.01 |
9,494.01 |
9,101.81 |
|
| R1 |
9,257.06 |
9,257.06 |
9,060.95 |
9,152.70 |
| PP |
9,048.34 |
9,048.34 |
9,048.34 |
8,996.17 |
| S1 |
8,811.39 |
8,811.39 |
8,979.25 |
8,707.03 |
| S2 |
8,602.67 |
8,602.67 |
8,938.39 |
|
| S3 |
8,157.00 |
8,365.72 |
8,897.54 |
|
| S4 |
7,711.33 |
7,920.05 |
8,774.98 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,822.53 |
12,148.19 |
9,667.16 |
|
| R3 |
11,576.54 |
10,902.20 |
9,324.52 |
|
| R2 |
10,330.55 |
10,330.55 |
9,210.30 |
|
| R1 |
9,656.21 |
9,656.21 |
9,096.09 |
9,993.38 |
| PP |
9,084.56 |
9,084.56 |
9,084.56 |
9,253.15 |
| S1 |
8,410.22 |
8,410.22 |
8,867.65 |
8,747.39 |
| S2 |
7,838.57 |
7,838.57 |
8,753.44 |
|
| S3 |
6,592.58 |
7,164.23 |
8,639.22 |
|
| S4 |
5,346.59 |
5,918.24 |
8,296.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,758.90 |
8,664.14 |
1,094.76 |
12.1% |
605.65 |
6.7% |
33% |
False |
False |
97,581 |
| 10 |
9,758.90 |
7,868.80 |
1,890.10 |
21.0% |
498.55 |
5.5% |
61% |
False |
False |
87,276 |
| 20 |
9,758.90 |
6,535.12 |
3,223.78 |
35.7% |
504.09 |
5.6% |
77% |
False |
False |
93,641 |
| 40 |
10,906.03 |
6,451.17 |
4,454.86 |
49.4% |
661.27 |
7.3% |
58% |
False |
False |
115,394 |
| 60 |
11,770.87 |
6,451.17 |
5,319.70 |
59.0% |
749.06 |
8.3% |
48% |
False |
False |
117,756 |
| 80 |
14,947.44 |
5,963.26 |
8,984.18 |
99.6% |
979.08 |
10.9% |
34% |
False |
False |
130,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,179.40 |
|
2.618 |
10,452.06 |
|
1.618 |
10,006.39 |
|
1.000 |
9,730.97 |
|
0.618 |
9,560.72 |
|
HIGH |
9,285.30 |
|
0.618 |
9,115.05 |
|
0.500 |
9,062.47 |
|
0.382 |
9,009.88 |
|
LOW |
8,839.63 |
|
0.618 |
8,564.21 |
|
1.000 |
8,393.96 |
|
1.618 |
8,118.54 |
|
2.618 |
7,672.87 |
|
4.250 |
6,945.53 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,062.47 |
9,194.45 |
| PP |
9,048.34 |
9,136.33 |
| S1 |
9,034.22 |
9,078.22 |
|