| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
12,499.0 |
12,466.0 |
-33.0 |
-0.3% |
12,258.0 |
| High |
12,508.5 |
12,628.5 |
120.0 |
1.0% |
12,534.0 |
| Low |
12,383.5 |
12,424.0 |
40.5 |
0.3% |
12,209.0 |
| Close |
12,397.0 |
12,606.5 |
209.5 |
1.7% |
12,453.5 |
| Range |
125.0 |
204.5 |
79.5 |
63.6% |
325.0 |
| ATR |
207.2 |
208.9 |
1.7 |
0.8% |
0.0 |
| Volume |
101,463 |
83,759 |
-17,704 |
-17.4% |
466,632 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,166.5 |
13,091.0 |
12,719.0 |
|
| R3 |
12,962.0 |
12,886.5 |
12,662.7 |
|
| R2 |
12,757.5 |
12,757.5 |
12,644.0 |
|
| R1 |
12,682.0 |
12,682.0 |
12,625.2 |
12,719.8 |
| PP |
12,553.0 |
12,553.0 |
12,553.0 |
12,571.9 |
| S1 |
12,477.5 |
12,477.5 |
12,587.8 |
12,515.3 |
| S2 |
12,348.5 |
12,348.5 |
12,569.0 |
|
| S3 |
12,144.0 |
12,273.0 |
12,550.3 |
|
| S4 |
11,939.5 |
12,068.5 |
12,494.0 |
|
|
| 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 |
12,628.5 |
12,260.0 |
368.5 |
2.9% |
155.0 |
1.2% |
94% |
True |
False |
89,558 |
| 10 |
12,628.5 |
11,793.0 |
835.5 |
6.6% |
170.8 |
1.4% |
97% |
True |
False |
97,233 |
| 20 |
12,628.5 |
11,706.5 |
922.0 |
7.3% |
197.8 |
1.6% |
98% |
True |
False |
110,622 |
| 40 |
12,628.5 |
11,706.5 |
922.0 |
7.3% |
190.6 |
1.5% |
98% |
True |
False |
67,579 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
199.5 |
1.6% |
47% |
False |
False |
45,174 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
177.8 |
1.4% |
47% |
False |
False |
33,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,497.6 |
|
2.618 |
13,163.9 |
|
1.618 |
12,959.4 |
|
1.000 |
12,833.0 |
|
0.618 |
12,754.9 |
|
HIGH |
12,628.5 |
|
0.618 |
12,550.4 |
|
0.500 |
12,526.3 |
|
0.382 |
12,502.1 |
|
LOW |
12,424.0 |
|
0.618 |
12,297.6 |
|
1.000 |
12,219.5 |
|
1.618 |
12,093.1 |
|
2.618 |
11,888.6 |
|
4.250 |
11,554.9 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,579.8 |
12,573.0 |
| PP |
12,553.0 |
12,539.5 |
| S1 |
12,526.3 |
12,506.0 |
|