| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
24,092 |
23,820 |
-272 |
-1.1% |
24,542 |
| High |
24,136 |
23,940 |
-196 |
-0.8% |
24,600 |
| Low |
23,797 |
23,467 |
-330 |
-1.4% |
23,782 |
| Close |
23,825 |
23,910 |
85 |
0.4% |
24,283 |
| Range |
339 |
473 |
134 |
39.5% |
818 |
| ATR |
409 |
414 |
5 |
1.1% |
0 |
| Volume |
211,176 |
329,134 |
117,958 |
55.9% |
1,179,825 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,191 |
25,024 |
24,170 |
|
| R3 |
24,718 |
24,551 |
24,040 |
|
| R2 |
24,245 |
24,245 |
23,997 |
|
| R1 |
24,078 |
24,078 |
23,953 |
24,162 |
| PP |
23,772 |
23,772 |
23,772 |
23,814 |
| S1 |
23,605 |
23,605 |
23,867 |
23,689 |
| S2 |
23,299 |
23,299 |
23,823 |
|
| S3 |
22,826 |
23,132 |
23,780 |
|
| S4 |
22,353 |
22,659 |
23,650 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,676 |
26,297 |
24,733 |
|
| R3 |
25,858 |
25,479 |
24,508 |
|
| R2 |
25,040 |
25,040 |
24,433 |
|
| R1 |
24,661 |
24,661 |
24,358 |
24,442 |
| PP |
24,222 |
24,222 |
24,222 |
24,112 |
| S1 |
23,843 |
23,843 |
24,208 |
23,624 |
| S2 |
23,404 |
23,404 |
24,133 |
|
| S3 |
22,586 |
23,025 |
24,058 |
|
| S4 |
21,768 |
22,207 |
23,833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,458 |
23,467 |
991 |
4.1% |
355 |
1.5% |
45% |
False |
True |
223,116 |
| 10 |
24,665 |
23,467 |
1,198 |
5.0% |
386 |
1.6% |
37% |
False |
True |
232,262 |
| 20 |
24,827 |
23,467 |
1,360 |
5.7% |
386 |
1.6% |
33% |
False |
True |
242,489 |
| 40 |
25,535 |
23,306 |
2,229 |
9.3% |
444 |
1.9% |
27% |
False |
False |
265,862 |
| 60 |
25,832 |
23,306 |
2,526 |
10.6% |
482 |
2.0% |
24% |
False |
False |
178,059 |
| 80 |
26,723 |
23,122 |
3,601 |
15.1% |
472 |
2.0% |
22% |
False |
False |
133,685 |
| 100 |
26,723 |
23,122 |
3,601 |
15.1% |
405 |
1.7% |
22% |
False |
False |
106,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,950 |
|
2.618 |
25,178 |
|
1.618 |
24,705 |
|
1.000 |
24,413 |
|
0.618 |
24,232 |
|
HIGH |
23,940 |
|
0.618 |
23,759 |
|
0.500 |
23,704 |
|
0.382 |
23,648 |
|
LOW |
23,467 |
|
0.618 |
23,175 |
|
1.000 |
22,994 |
|
1.618 |
22,702 |
|
2.618 |
22,229 |
|
4.250 |
21,457 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
23,841 |
23,883 |
| PP |
23,772 |
23,855 |
| S1 |
23,704 |
23,828 |
|