| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,668.00 |
6,606.00 |
-62.00 |
-0.9% |
6,705.50 |
| High |
6,718.00 |
6,740.00 |
22.00 |
0.3% |
6,772.00 |
| Low |
6,595.50 |
6,578.75 |
-16.75 |
-0.3% |
6,429.25 |
| Close |
6,613.00 |
6,692.00 |
79.00 |
1.2% |
6,669.75 |
| Range |
122.50 |
161.25 |
38.75 |
31.6% |
342.75 |
| ATR |
150.86 |
151.60 |
0.74 |
0.5% |
0.00 |
| Volume |
389,473 |
360,806 |
-28,667 |
-7.4% |
2,462,695 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,154.00 |
7,084.25 |
6,780.75 |
|
| R3 |
6,992.75 |
6,923.00 |
6,736.25 |
|
| R2 |
6,831.50 |
6,831.50 |
6,721.50 |
|
| R1 |
6,761.75 |
6,761.75 |
6,706.75 |
6,796.50 |
| PP |
6,670.25 |
6,670.25 |
6,670.25 |
6,687.75 |
| S1 |
6,600.50 |
6,600.50 |
6,677.25 |
6,635.50 |
| S2 |
6,509.00 |
6,509.00 |
6,662.50 |
|
| S3 |
6,347.75 |
6,439.25 |
6,647.75 |
|
| S4 |
6,186.50 |
6,278.00 |
6,603.25 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,652.00 |
7,503.50 |
6,858.25 |
|
| R3 |
7,309.25 |
7,160.75 |
6,764.00 |
|
| R2 |
6,966.50 |
6,966.50 |
6,732.50 |
|
| R1 |
6,818.00 |
6,818.00 |
6,701.25 |
6,721.00 |
| PP |
6,623.75 |
6,623.75 |
6,623.75 |
6,575.00 |
| S1 |
6,475.25 |
6,475.25 |
6,638.25 |
6,378.00 |
| S2 |
6,281.00 |
6,281.00 |
6,607.00 |
|
| S3 |
5,938.25 |
6,132.50 |
6,575.50 |
|
| S4 |
5,595.50 |
5,789.75 |
6,481.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.00 |
6,429.25 |
342.75 |
5.1% |
154.00 |
2.3% |
77% |
False |
False |
440,375 |
| 10 |
6,867.00 |
6,429.25 |
437.75 |
6.5% |
145.75 |
2.2% |
60% |
False |
False |
430,992 |
| 20 |
6,867.00 |
6,306.75 |
560.25 |
8.4% |
146.50 |
2.2% |
69% |
False |
False |
450,649 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.6% |
149.75 |
2.2% |
42% |
False |
False |
464,278 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
162.25 |
2.4% |
49% |
False |
False |
310,490 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
142.25 |
2.1% |
49% |
False |
False |
233,057 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
125.00 |
1.9% |
49% |
False |
False |
186,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,425.25 |
|
2.618 |
7,162.25 |
|
1.618 |
7,001.00 |
|
1.000 |
6,901.25 |
|
0.618 |
6,839.75 |
|
HIGH |
6,740.00 |
|
0.618 |
6,678.50 |
|
0.500 |
6,659.50 |
|
0.382 |
6,640.25 |
|
LOW |
6,578.75 |
|
0.618 |
6,479.00 |
|
1.000 |
6,417.50 |
|
1.618 |
6,317.75 |
|
2.618 |
6,156.50 |
|
4.250 |
5,893.50 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,681.00 |
6,686.50 |
| PP |
6,670.25 |
6,681.00 |
| S1 |
6,659.50 |
6,675.50 |
|