| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,244.6 |
1,251.9 |
7.3 |
0.6% |
1,247.2 |
| High |
1,252.8 |
1,255.9 |
3.1 |
0.2% |
1,264.2 |
| Low |
1,241.5 |
1,246.4 |
4.9 |
0.4% |
1,241.5 |
| Close |
1,251.2 |
1,254.0 |
2.8 |
0.2% |
1,251.2 |
| Range |
11.3 |
9.5 |
-1.8 |
-15.9% |
22.7 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
165,212 |
142,196 |
-23,016 |
-13.9% |
731,393 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.6 |
1,276.8 |
1,259.2 |
|
| R3 |
1,271.1 |
1,267.3 |
1,256.6 |
|
| R2 |
1,261.6 |
1,261.6 |
1,255.7 |
|
| R1 |
1,257.8 |
1,257.8 |
1,254.9 |
1,259.7 |
| PP |
1,252.1 |
1,252.1 |
1,252.1 |
1,253.1 |
| S1 |
1,248.3 |
1,248.3 |
1,253.1 |
1,250.2 |
| S2 |
1,242.6 |
1,242.6 |
1,252.3 |
|
| S3 |
1,233.1 |
1,238.8 |
1,251.4 |
|
| S4 |
1,223.6 |
1,229.3 |
1,248.8 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.4 |
1,308.5 |
1,263.7 |
|
| R3 |
1,297.7 |
1,285.8 |
1,257.4 |
|
| R2 |
1,275.0 |
1,275.0 |
1,255.4 |
|
| R1 |
1,263.1 |
1,263.1 |
1,253.3 |
1,269.1 |
| PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,255.3 |
| S1 |
1,240.4 |
1,240.4 |
1,249.1 |
1,246.4 |
| S2 |
1,229.6 |
1,229.6 |
1,247.0 |
|
| S3 |
1,206.9 |
1,217.7 |
1,245.0 |
|
| S4 |
1,184.2 |
1,195.0 |
1,238.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,261.4 |
1,241.5 |
19.9 |
1.6% |
10.3 |
0.8% |
63% |
False |
False |
160,552 |
| 10 |
1,264.2 |
1,229.8 |
34.4 |
2.7% |
11.9 |
1.0% |
70% |
False |
False |
104,735 |
| 20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.0 |
1.0% |
85% |
False |
False |
62,908 |
| 40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.7 |
1.0% |
80% |
False |
False |
35,524 |
| 60 |
1,268.1 |
1,177.0 |
91.1 |
7.3% |
13.3 |
1.1% |
85% |
False |
False |
25,853 |
| 80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.3 |
1.1% |
90% |
False |
False |
20,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.3 |
|
2.618 |
1,280.8 |
|
1.618 |
1,271.3 |
|
1.000 |
1,265.4 |
|
0.618 |
1,261.8 |
|
HIGH |
1,255.9 |
|
0.618 |
1,252.3 |
|
0.500 |
1,251.2 |
|
0.382 |
1,250.0 |
|
LOW |
1,246.4 |
|
0.618 |
1,240.5 |
|
1.000 |
1,236.9 |
|
1.618 |
1,231.0 |
|
2.618 |
1,221.5 |
|
4.250 |
1,206.0 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.1 |
1,252.3 |
| PP |
1,252.1 |
1,250.7 |
| S1 |
1,251.2 |
1,249.0 |
|