| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,663.00 |
2,607.50 |
-55.50 |
-2.1% |
2,635.00 |
| High |
2,664.00 |
2,653.75 |
-10.25 |
-0.4% |
2,672.25 |
| Low |
2,584.50 |
2,607.50 |
23.00 |
0.9% |
2,552.00 |
| Close |
2,605.75 |
2,619.00 |
13.25 |
0.5% |
2,605.75 |
| Range |
79.50 |
46.25 |
-33.25 |
-41.8% |
120.25 |
| ATR |
55.41 |
54.88 |
-0.53 |
-1.0% |
0.00 |
| Volume |
2,615,117 |
1,762,078 |
-853,039 |
-32.6% |
11,120,968 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.50 |
2,738.50 |
2,644.50 |
|
| R3 |
2,719.25 |
2,692.25 |
2,631.75 |
|
| R2 |
2,673.00 |
2,673.00 |
2,627.50 |
|
| R1 |
2,646.00 |
2,646.00 |
2,623.25 |
2,659.50 |
| PP |
2,626.75 |
2,626.75 |
2,626.75 |
2,633.50 |
| S1 |
2,599.75 |
2,599.75 |
2,614.75 |
2,613.25 |
| S2 |
2,580.50 |
2,580.50 |
2,610.50 |
|
| S3 |
2,534.25 |
2,553.50 |
2,606.25 |
|
| S4 |
2,488.00 |
2,507.25 |
2,593.50 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.75 |
2,908.50 |
2,672.00 |
|
| R3 |
2,850.50 |
2,788.25 |
2,638.75 |
|
| R2 |
2,730.25 |
2,730.25 |
2,627.75 |
|
| R1 |
2,668.00 |
2,668.00 |
2,616.75 |
2,639.00 |
| PP |
2,610.00 |
2,610.00 |
2,610.00 |
2,595.50 |
| S1 |
2,547.75 |
2,547.75 |
2,594.75 |
2,518.75 |
| S2 |
2,489.75 |
2,489.75 |
2,583.75 |
|
| S3 |
2,369.50 |
2,427.50 |
2,572.75 |
|
| S4 |
2,249.25 |
2,307.25 |
2,539.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,672.25 |
2,559.50 |
112.75 |
4.3% |
58.00 |
2.2% |
53% |
False |
False |
2,097,543 |
| 10 |
2,679.75 |
2,552.00 |
127.75 |
4.9% |
63.50 |
2.4% |
52% |
False |
False |
2,247,970 |
| 20 |
2,807.25 |
2,552.00 |
255.25 |
9.7% |
52.00 |
2.0% |
26% |
False |
False |
2,038,245 |
| 40 |
2,807.25 |
2,533.00 |
274.25 |
10.5% |
51.25 |
2.0% |
31% |
False |
False |
1,092,083 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
50.75 |
1.9% |
25% |
False |
False |
734,935 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
42.25 |
1.6% |
25% |
False |
False |
552,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.25 |
|
2.618 |
2,774.75 |
|
1.618 |
2,728.50 |
|
1.000 |
2,700.00 |
|
0.618 |
2,682.25 |
|
HIGH |
2,653.75 |
|
0.618 |
2,636.00 |
|
0.500 |
2,630.50 |
|
0.382 |
2,625.25 |
|
LOW |
2,607.50 |
|
0.618 |
2,579.00 |
|
1.000 |
2,561.25 |
|
1.618 |
2,532.75 |
|
2.618 |
2,486.50 |
|
4.250 |
2,411.00 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.50 |
2,628.50 |
| PP |
2,626.75 |
2,625.25 |
| S1 |
2,623.00 |
2,622.00 |
|