| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,348.6 |
1,342.5 |
-6.1 |
-0.5% |
1,341.0 |
| High |
1,355.2 |
1,343.4 |
-11.8 |
-0.9% |
1,355.2 |
| Low |
1,341.6 |
1,335.3 |
-6.3 |
-0.5% |
1,335.3 |
| Close |
1,346.8 |
1,336.7 |
-10.1 |
-0.7% |
1,336.7 |
| Range |
13.6 |
8.1 |
-5.5 |
-40.4% |
19.9 |
| ATR |
14.5 |
14.3 |
-0.2 |
-1.5% |
0.0 |
| Volume |
387 |
310 |
-77 |
-19.9% |
1,211 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.8 |
1,357.8 |
1,341.2 |
|
| R3 |
1,354.7 |
1,349.7 |
1,338.9 |
|
| R2 |
1,346.6 |
1,346.6 |
1,338.2 |
|
| R1 |
1,341.6 |
1,341.6 |
1,337.4 |
1,340.1 |
| PP |
1,338.5 |
1,338.5 |
1,338.5 |
1,337.7 |
| S1 |
1,333.5 |
1,333.5 |
1,336.0 |
1,332.0 |
| S2 |
1,330.4 |
1,330.4 |
1,335.2 |
|
| S3 |
1,322.3 |
1,325.4 |
1,334.5 |
|
| S4 |
1,314.2 |
1,317.3 |
1,332.2 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.1 |
1,389.3 |
1,347.6 |
|
| R3 |
1,382.2 |
1,369.4 |
1,342.2 |
|
| R2 |
1,362.3 |
1,362.3 |
1,340.3 |
|
| R1 |
1,349.5 |
1,349.5 |
1,338.5 |
1,346.0 |
| PP |
1,342.4 |
1,342.4 |
1,342.4 |
1,340.6 |
| S1 |
1,329.6 |
1,329.6 |
1,334.9 |
1,326.1 |
| S2 |
1,322.5 |
1,322.5 |
1,333.1 |
|
| S3 |
1,302.6 |
1,309.7 |
1,331.2 |
|
| S4 |
1,282.7 |
1,289.8 |
1,325.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.2 |
1,335.3 |
19.9 |
1.5% |
9.9 |
0.7% |
7% |
False |
True |
242 |
| 10 |
1,365.4 |
1,327.0 |
38.4 |
2.9% |
12.8 |
1.0% |
25% |
False |
False |
182 |
| 20 |
1,365.4 |
1,319.0 |
46.4 |
3.5% |
14.1 |
1.1% |
38% |
False |
False |
58,021 |
| 40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
13.9 |
1.0% |
54% |
False |
False |
176,071 |
| 60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.0 |
1.1% |
49% |
False |
False |
218,164 |
| 80 |
1,370.5 |
1,282.5 |
88.0 |
6.6% |
14.4 |
1.1% |
62% |
False |
False |
173,316 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.8 |
1.0% |
74% |
False |
False |
139,451 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.3 |
1.0% |
74% |
False |
False |
116,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.8 |
|
2.618 |
1,364.6 |
|
1.618 |
1,356.5 |
|
1.000 |
1,351.5 |
|
0.618 |
1,348.4 |
|
HIGH |
1,343.4 |
|
0.618 |
1,340.3 |
|
0.500 |
1,339.4 |
|
0.382 |
1,338.4 |
|
LOW |
1,335.3 |
|
0.618 |
1,330.3 |
|
1.000 |
1,327.2 |
|
1.618 |
1,322.2 |
|
2.618 |
1,314.1 |
|
4.250 |
1,300.9 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.4 |
1,345.3 |
| PP |
1,338.5 |
1,342.4 |
| S1 |
1,337.6 |
1,339.6 |
|