| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,334.0 |
1,326.4 |
-7.6 |
-0.6% |
1,341.0 |
| High |
1,334.4 |
1,331.7 |
-2.7 |
-0.2% |
1,355.2 |
| Low |
1,322.5 |
1,326.2 |
3.7 |
0.3% |
1,335.3 |
| Close |
1,322.5 |
1,331.4 |
8.9 |
0.7% |
1,336.7 |
| Range |
11.9 |
5.5 |
-6.4 |
-53.8% |
19.9 |
| ATR |
14.3 |
13.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
68 |
28 |
-40 |
-58.8% |
1,211 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.3 |
1,344.3 |
1,334.4 |
|
| R3 |
1,340.8 |
1,338.8 |
1,332.9 |
|
| R2 |
1,335.3 |
1,335.3 |
1,332.4 |
|
| R1 |
1,333.3 |
1,333.3 |
1,331.9 |
1,334.3 |
| PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,330.3 |
| S1 |
1,327.8 |
1,327.8 |
1,330.9 |
1,328.8 |
| S2 |
1,324.3 |
1,324.3 |
1,330.4 |
|
| S3 |
1,318.8 |
1,322.3 |
1,329.9 |
|
| S4 |
1,313.3 |
1,316.8 |
1,328.4 |
|
|
| 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 |
1,322.5 |
32.7 |
2.5% |
10.0 |
0.7% |
27% |
False |
False |
167 |
| 10 |
1,365.4 |
1,322.5 |
42.9 |
3.2% |
12.6 |
0.9% |
21% |
False |
False |
152 |
| 20 |
1,365.4 |
1,319.0 |
46.4 |
3.5% |
13.3 |
1.0% |
27% |
False |
False |
18,017 |
| 40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
13.8 |
1.0% |
45% |
False |
False |
165,696 |
| 60 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
14.7 |
1.1% |
45% |
False |
False |
213,418 |
| 80 |
1,370.5 |
1,295.2 |
75.3 |
5.7% |
14.4 |
1.1% |
48% |
False |
False |
173,233 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.7 |
1.0% |
69% |
False |
False |
139,370 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.3 |
1.0% |
69% |
False |
False |
116,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.1 |
|
2.618 |
1,346.1 |
|
1.618 |
1,340.6 |
|
1.000 |
1,337.2 |
|
0.618 |
1,335.1 |
|
HIGH |
1,331.7 |
|
0.618 |
1,329.6 |
|
0.500 |
1,329.0 |
|
0.382 |
1,328.3 |
|
LOW |
1,326.2 |
|
0.618 |
1,322.8 |
|
1.000 |
1,320.7 |
|
1.618 |
1,317.3 |
|
2.618 |
1,311.8 |
|
4.250 |
1,302.8 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,330.6 |
1,333.0 |
| PP |
1,329.8 |
1,332.4 |
| S1 |
1,329.0 |
1,331.9 |
|