| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,642.50 |
2,661.75 |
19.25 |
0.7% |
2,607.50 |
| High |
2,675.00 |
2,680.50 |
5.50 |
0.2% |
2,680.50 |
| Low |
2,639.75 |
2,644.75 |
5.00 |
0.2% |
2,607.50 |
| Close |
2,664.00 |
2,657.25 |
-6.75 |
-0.3% |
2,657.25 |
| Range |
35.25 |
35.75 |
0.50 |
1.4% |
73.00 |
| ATR |
52.13 |
50.96 |
-1.17 |
-2.2% |
0.00 |
| Volume |
1,301,132 |
1,711,823 |
410,691 |
31.6% |
8,410,965 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.00 |
2,748.50 |
2,677.00 |
|
| R3 |
2,732.25 |
2,712.75 |
2,667.00 |
|
| R2 |
2,696.50 |
2,696.50 |
2,663.75 |
|
| R1 |
2,677.00 |
2,677.00 |
2,660.50 |
2,669.00 |
| PP |
2,660.75 |
2,660.75 |
2,660.75 |
2,656.75 |
| S1 |
2,641.25 |
2,641.25 |
2,654.00 |
2,633.00 |
| S2 |
2,625.00 |
2,625.00 |
2,650.75 |
|
| S3 |
2,589.25 |
2,605.50 |
2,647.50 |
|
| S4 |
2,553.50 |
2,569.75 |
2,637.50 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.50 |
2,835.25 |
2,697.50 |
|
| R3 |
2,794.50 |
2,762.25 |
2,677.25 |
|
| R2 |
2,721.50 |
2,721.50 |
2,670.75 |
|
| R1 |
2,689.25 |
2,689.25 |
2,664.00 |
2,705.50 |
| PP |
2,648.50 |
2,648.50 |
2,648.50 |
2,656.50 |
| S1 |
2,616.25 |
2,616.25 |
2,650.50 |
2,632.50 |
| S2 |
2,575.50 |
2,575.50 |
2,643.75 |
|
| S3 |
2,502.50 |
2,543.25 |
2,637.25 |
|
| S4 |
2,429.50 |
2,470.25 |
2,617.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,680.50 |
2,607.50 |
73.00 |
2.7% |
41.25 |
1.6% |
68% |
True |
False |
1,682,193 |
| 10 |
2,680.50 |
2,552.00 |
128.50 |
4.8% |
54.00 |
2.0% |
82% |
True |
False |
1,953,193 |
| 20 |
2,766.25 |
2,552.00 |
214.25 |
8.1% |
53.75 |
2.0% |
49% |
False |
False |
2,010,291 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
48.50 |
1.8% |
41% |
False |
False |
1,256,832 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
51.50 |
1.9% |
36% |
False |
False |
845,208 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
43.25 |
1.6% |
36% |
False |
False |
635,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.50 |
|
2.618 |
2,774.00 |
|
1.618 |
2,738.25 |
|
1.000 |
2,716.25 |
|
0.618 |
2,702.50 |
|
HIGH |
2,680.50 |
|
0.618 |
2,666.75 |
|
0.500 |
2,662.50 |
|
0.382 |
2,658.50 |
|
LOW |
2,644.75 |
|
0.618 |
2,622.75 |
|
1.000 |
2,609.00 |
|
1.618 |
2,587.00 |
|
2.618 |
2,551.25 |
|
4.250 |
2,492.75 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.50 |
2,656.00 |
| PP |
2,660.75 |
2,654.50 |
| S1 |
2,659.00 |
2,653.25 |
|