| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
2,711.75 |
2,692.50 |
-19.25 |
-0.7% |
2,673.25 |
| High |
2,713.25 |
2,698.25 |
-15.00 |
-0.6% |
2,718.50 |
| Low |
2,681.50 |
2,659.75 |
-21.75 |
-0.8% |
2,659.75 |
| Close |
2,693.00 |
2,671.50 |
-21.50 |
-0.8% |
2,671.50 |
| Range |
31.75 |
38.50 |
6.75 |
21.3% |
58.75 |
| ATR |
44.99 |
44.52 |
-0.46 |
-1.0% |
0.00 |
| Volume |
1,577,913 |
1,604,973 |
27,060 |
1.7% |
6,716,686 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.00 |
2,770.25 |
2,692.75 |
|
| R3 |
2,753.50 |
2,731.75 |
2,682.00 |
|
| R2 |
2,715.00 |
2,715.00 |
2,678.50 |
|
| R1 |
2,693.25 |
2,693.25 |
2,675.00 |
2,685.00 |
| PP |
2,676.50 |
2,676.50 |
2,676.50 |
2,672.25 |
| S1 |
2,654.75 |
2,654.75 |
2,668.00 |
2,646.50 |
| S2 |
2,638.00 |
2,638.00 |
2,664.50 |
|
| S3 |
2,599.50 |
2,616.25 |
2,661.00 |
|
| S4 |
2,561.00 |
2,577.75 |
2,650.25 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.50 |
2,824.25 |
2,703.75 |
|
| R3 |
2,800.75 |
2,765.50 |
2,687.75 |
|
| R2 |
2,742.00 |
2,742.00 |
2,682.25 |
|
| R1 |
2,706.75 |
2,706.75 |
2,677.00 |
2,695.00 |
| PP |
2,683.25 |
2,683.25 |
2,683.25 |
2,677.50 |
| S1 |
2,648.00 |
2,648.00 |
2,666.00 |
2,636.25 |
| S2 |
2,624.50 |
2,624.50 |
2,660.75 |
|
| S3 |
2,565.75 |
2,589.25 |
2,655.25 |
|
| S4 |
2,507.00 |
2,530.50 |
2,639.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.50 |
2,659.75 |
58.75 |
2.2% |
29.25 |
1.1% |
20% |
False |
True |
1,343,337 |
| 10 |
2,718.50 |
2,607.50 |
111.00 |
4.2% |
35.25 |
1.3% |
58% |
False |
False |
1,512,765 |
| 20 |
2,718.50 |
2,552.00 |
166.50 |
6.2% |
50.75 |
1.9% |
72% |
False |
False |
1,936,046 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
46.50 |
1.7% |
47% |
False |
False |
1,422,482 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
52.00 |
1.9% |
40% |
False |
False |
956,120 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
44.25 |
1.7% |
40% |
False |
False |
718,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.00 |
|
2.618 |
2,799.00 |
|
1.618 |
2,760.50 |
|
1.000 |
2,736.75 |
|
0.618 |
2,722.00 |
|
HIGH |
2,698.25 |
|
0.618 |
2,683.50 |
|
0.500 |
2,679.00 |
|
0.382 |
2,674.50 |
|
LOW |
2,659.75 |
|
0.618 |
2,636.00 |
|
1.000 |
2,621.25 |
|
1.618 |
2,597.50 |
|
2.618 |
2,559.00 |
|
4.250 |
2,496.00 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.00 |
2,689.00 |
| PP |
2,676.50 |
2,683.25 |
| S1 |
2,674.00 |
2,677.50 |
|