| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,351.2 |
1,335.9 |
-15.3 |
-1.1% |
1,333.0 |
| High |
1,351.5 |
1,351.5 |
0.0 |
0.0% |
1,365.4 |
| Low |
1,334.6 |
1,334.6 |
0.0 |
0.0% |
1,327.0 |
| Close |
1,338.4 |
1,344.8 |
6.4 |
0.5% |
1,344.8 |
| Range |
16.9 |
16.9 |
0.0 |
0.0% |
38.4 |
| ATR |
15.8 |
15.9 |
0.1 |
0.5% |
0.0 |
| Volume |
34 |
67 |
33 |
97.1% |
614 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.3 |
1,386.5 |
1,354.1 |
|
| R3 |
1,377.4 |
1,369.6 |
1,349.4 |
|
| R2 |
1,360.5 |
1,360.5 |
1,347.9 |
|
| R1 |
1,352.7 |
1,352.7 |
1,346.3 |
1,356.6 |
| PP |
1,343.6 |
1,343.6 |
1,343.6 |
1,345.6 |
| S1 |
1,335.8 |
1,335.8 |
1,343.3 |
1,339.7 |
| S2 |
1,326.7 |
1,326.7 |
1,341.7 |
|
| S3 |
1,309.8 |
1,318.9 |
1,340.2 |
|
| S4 |
1,292.9 |
1,302.0 |
1,335.5 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.9 |
1,441.3 |
1,365.9 |
|
| R3 |
1,422.5 |
1,402.9 |
1,355.4 |
|
| R2 |
1,384.1 |
1,384.1 |
1,351.8 |
|
| R1 |
1,364.5 |
1,364.5 |
1,348.3 |
1,374.3 |
| PP |
1,345.7 |
1,345.7 |
1,345.7 |
1,350.7 |
| S1 |
1,326.1 |
1,326.1 |
1,341.3 |
1,335.9 |
| S2 |
1,307.3 |
1,307.3 |
1,337.8 |
|
| S3 |
1,268.9 |
1,287.7 |
1,334.2 |
|
| S4 |
1,230.5 |
1,249.3 |
1,323.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,365.4 |
1,327.0 |
38.4 |
2.9% |
15.7 |
1.2% |
46% |
False |
False |
122 |
| 10 |
1,365.4 |
1,319.0 |
46.4 |
3.5% |
15.2 |
1.1% |
56% |
False |
False |
328 |
| 20 |
1,365.4 |
1,306.6 |
58.8 |
4.4% |
15.3 |
1.1% |
65% |
False |
False |
143,523 |
| 40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
14.5 |
1.1% |
67% |
False |
False |
209,584 |
| 60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.2 |
1.1% |
62% |
False |
False |
224,666 |
| 80 |
1,370.5 |
1,260.5 |
110.0 |
8.2% |
14.3 |
1.1% |
77% |
False |
False |
173,573 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.9 |
1.0% |
80% |
False |
False |
139,622 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.3 |
1.0% |
80% |
False |
False |
116,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,423.3 |
|
2.618 |
1,395.7 |
|
1.618 |
1,378.8 |
|
1.000 |
1,368.4 |
|
0.618 |
1,361.9 |
|
HIGH |
1,351.5 |
|
0.618 |
1,345.0 |
|
0.500 |
1,343.1 |
|
0.382 |
1,341.1 |
|
LOW |
1,334.6 |
|
0.618 |
1,324.2 |
|
1.000 |
1,317.7 |
|
1.618 |
1,307.3 |
|
2.618 |
1,290.4 |
|
4.250 |
1,262.8 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.2 |
1,350.0 |
| PP |
1,343.6 |
1,348.3 |
| S1 |
1,343.1 |
1,346.5 |
|