| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1,338.0 |
1,339.8 |
1.8 |
0.1% |
1,330.7 |
| High |
1,341.5 |
1,346.2 |
4.7 |
0.4% |
1,352.5 |
| Low |
1,330.1 |
1,334.2 |
4.1 |
0.3% |
1,322.6 |
| Close |
1,340.1 |
1,345.9 |
5.8 |
0.4% |
1,336.1 |
| Range |
11.4 |
12.0 |
0.6 |
5.3% |
29.9 |
| ATR |
15.4 |
15.2 |
-0.2 |
-1.6% |
0.0 |
| Volume |
228,812 |
285,177 |
56,365 |
24.6% |
1,548,057 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.1 |
1,374.0 |
1,352.5 |
|
| R3 |
1,366.1 |
1,362.0 |
1,349.2 |
|
| R2 |
1,354.1 |
1,354.1 |
1,348.1 |
|
| R1 |
1,350.0 |
1,350.0 |
1,347.0 |
1,352.1 |
| PP |
1,342.1 |
1,342.1 |
1,342.1 |
1,343.1 |
| S1 |
1,338.0 |
1,338.0 |
1,344.8 |
1,340.1 |
| S2 |
1,330.1 |
1,330.1 |
1,343.7 |
|
| S3 |
1,318.1 |
1,326.0 |
1,342.6 |
|
| S4 |
1,306.1 |
1,314.0 |
1,339.3 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.8 |
1,411.3 |
1,352.5 |
|
| R3 |
1,396.9 |
1,381.4 |
1,344.3 |
|
| R2 |
1,367.0 |
1,367.0 |
1,341.6 |
|
| R1 |
1,351.5 |
1,351.5 |
1,338.8 |
1,359.3 |
| PP |
1,337.1 |
1,337.1 |
1,337.1 |
1,340.9 |
| S1 |
1,321.6 |
1,321.6 |
1,333.4 |
1,329.4 |
| S2 |
1,307.2 |
1,307.2 |
1,330.6 |
|
| S3 |
1,277.3 |
1,291.7 |
1,327.9 |
|
| S4 |
1,247.4 |
1,261.8 |
1,319.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.5 |
1,322.6 |
29.9 |
2.2% |
14.0 |
1.0% |
78% |
False |
False |
303,798 |
| 10 |
1,362.6 |
1,322.6 |
40.0 |
3.0% |
15.3 |
1.1% |
58% |
False |
False |
299,662 |
| 20 |
1,362.6 |
1,312.4 |
50.2 |
3.7% |
14.8 |
1.1% |
67% |
False |
False |
183,528 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.7 |
1.1% |
61% |
False |
False |
100,575 |
| 60 |
1,375.5 |
1,309.3 |
66.2 |
4.9% |
14.9 |
1.1% |
55% |
False |
False |
69,525 |
| 80 |
1,375.5 |
1,251.1 |
124.4 |
9.2% |
13.8 |
1.0% |
76% |
False |
False |
53,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,397.2 |
|
2.618 |
1,377.6 |
|
1.618 |
1,365.6 |
|
1.000 |
1,358.2 |
|
0.618 |
1,353.6 |
|
HIGH |
1,346.2 |
|
0.618 |
1,341.6 |
|
0.500 |
1,340.2 |
|
0.382 |
1,338.8 |
|
LOW |
1,334.2 |
|
0.618 |
1,326.8 |
|
1.000 |
1,322.2 |
|
1.618 |
1,314.8 |
|
2.618 |
1,302.8 |
|
4.250 |
1,283.2 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.0 |
1,342.1 |
| PP |
1,342.1 |
1,338.2 |
| S1 |
1,340.2 |
1,334.4 |
|