The Daily Move That Breaks Even On Gamma

For a delta-hedged long option, the gamma gain 0.5·gamma·dS^2 exactly offsets the daily theta 0.5·gamma·S^2·sigma_impl^2·dt when the absolute daily move dS equals the implied break-even move. For S = 100, implied vol 18%, and dt = 1/252, what is that break-even daily move in points, to four decimals?