| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,425.0 |
12,499.0 |
74.0 |
0.6% |
12,258.0 |
| High |
12,534.0 |
12,508.5 |
-25.5 |
-0.2% |
12,534.0 |
| Low |
12,402.5 |
12,383.5 |
-19.0 |
-0.2% |
12,209.0 |
| Close |
12,453.5 |
12,397.0 |
-56.5 |
-0.5% |
12,453.5 |
| Range |
131.5 |
125.0 |
-6.5 |
-4.9% |
325.0 |
| ATR |
213.5 |
207.2 |
-6.3 |
-3.0% |
0.0 |
| Volume |
88,534 |
101,463 |
12,929 |
14.6% |
466,632 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,804.7 |
12,725.8 |
12,465.8 |
|
| R3 |
12,679.7 |
12,600.8 |
12,431.4 |
|
| R2 |
12,554.7 |
12,554.7 |
12,419.9 |
|
| R1 |
12,475.8 |
12,475.8 |
12,408.5 |
12,452.8 |
| PP |
12,429.7 |
12,429.7 |
12,429.7 |
12,418.1 |
| S1 |
12,350.8 |
12,350.8 |
12,385.5 |
12,327.8 |
| S2 |
12,304.7 |
12,304.7 |
12,374.1 |
|
| S3 |
12,179.7 |
12,225.8 |
12,362.6 |
|
| S4 |
12,054.7 |
12,100.8 |
12,328.3 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,373.8 |
13,238.7 |
12,632.3 |
|
| R3 |
13,048.8 |
12,913.7 |
12,542.9 |
|
| R2 |
12,723.8 |
12,723.8 |
12,513.1 |
|
| R1 |
12,588.7 |
12,588.7 |
12,483.3 |
12,656.3 |
| PP |
12,398.8 |
12,398.8 |
12,398.8 |
12,432.6 |
| S1 |
12,263.7 |
12,263.7 |
12,423.7 |
12,331.3 |
| S2 |
12,073.8 |
12,073.8 |
12,393.9 |
|
| S3 |
11,748.8 |
11,938.7 |
12,364.1 |
|
| S4 |
11,423.8 |
11,613.7 |
12,274.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,534.0 |
12,260.0 |
274.0 |
2.2% |
133.3 |
1.1% |
50% |
False |
False |
93,724 |
| 10 |
12,534.0 |
11,793.0 |
741.0 |
6.0% |
166.5 |
1.3% |
82% |
False |
False |
100,736 |
| 20 |
12,534.0 |
11,706.5 |
827.5 |
6.7% |
193.6 |
1.6% |
83% |
False |
False |
111,766 |
| 40 |
12,614.5 |
11,706.5 |
908.0 |
7.3% |
189.3 |
1.5% |
76% |
False |
False |
65,490 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.4% |
197.6 |
1.6% |
36% |
False |
False |
43,783 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.4% |
176.7 |
1.4% |
36% |
False |
False |
32,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,039.8 |
|
2.618 |
12,835.8 |
|
1.618 |
12,710.8 |
|
1.000 |
12,633.5 |
|
0.618 |
12,585.8 |
|
HIGH |
12,508.5 |
|
0.618 |
12,460.8 |
|
0.500 |
12,446.0 |
|
0.382 |
12,431.3 |
|
LOW |
12,383.5 |
|
0.618 |
12,306.3 |
|
1.000 |
12,258.5 |
|
1.618 |
12,181.3 |
|
2.618 |
12,056.3 |
|
4.250 |
11,852.3 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,446.0 |
12,400.8 |
| PP |
12,429.7 |
12,399.5 |
| S1 |
12,413.3 |
12,398.3 |
|