| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,378.0 |
3,464.0 |
86.0 |
2.5% |
3,394.0 |
| High |
3,391.0 |
3,521.0 |
130.0 |
3.8% |
3,396.0 |
| Low |
3,352.0 |
3,450.0 |
98.0 |
2.9% |
3,326.0 |
| Close |
3,377.0 |
3,510.0 |
133.0 |
3.9% |
3,377.0 |
| Range |
39.0 |
71.0 |
32.0 |
82.1% |
70.0 |
| ATR |
37.9 |
45.4 |
7.6 |
20.0% |
0.0 |
| Volume |
1,387,749 |
2,074,817 |
687,068 |
49.5% |
4,639,185 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,706.7 |
3,679.3 |
3,549.1 |
|
| R3 |
3,635.7 |
3,608.3 |
3,529.5 |
|
| R2 |
3,564.7 |
3,564.7 |
3,523.0 |
|
| R1 |
3,537.3 |
3,537.3 |
3,516.5 |
3,551.0 |
| PP |
3,493.7 |
3,493.7 |
3,493.7 |
3,500.5 |
| S1 |
3,466.3 |
3,466.3 |
3,503.5 |
3,480.0 |
| S2 |
3,422.7 |
3,422.7 |
3,497.0 |
|
| S3 |
3,351.7 |
3,395.3 |
3,490.5 |
|
| S4 |
3,280.7 |
3,324.3 |
3,471.0 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,576.3 |
3,546.7 |
3,415.5 |
|
| R3 |
3,506.3 |
3,476.7 |
3,396.3 |
|
| R2 |
3,436.3 |
3,436.3 |
3,389.8 |
|
| R1 |
3,406.7 |
3,406.7 |
3,383.4 |
3,386.5 |
| PP |
3,366.3 |
3,366.3 |
3,366.3 |
3,356.3 |
| S1 |
3,336.7 |
3,336.7 |
3,370.6 |
3,316.5 |
| S2 |
3,296.3 |
3,296.3 |
3,364.2 |
|
| S3 |
3,226.3 |
3,266.7 |
3,357.8 |
|
| S4 |
3,156.3 |
3,196.7 |
3,338.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,521.0 |
3,326.0 |
195.0 |
5.6% |
50.0 |
1.4% |
94% |
True |
False |
1,342,800 |
| 10 |
3,521.0 |
3,326.0 |
195.0 |
5.6% |
42.7 |
1.2% |
94% |
True |
False |
1,115,042 |
| 20 |
3,521.0 |
3,326.0 |
195.0 |
5.6% |
39.0 |
1.1% |
94% |
True |
False |
997,245 |
| 40 |
3,521.0 |
3,200.0 |
321.0 |
9.1% |
36.0 |
1.0% |
97% |
True |
False |
829,809 |
| 60 |
3,521.0 |
3,135.0 |
386.0 |
11.0% |
34.4 |
1.0% |
97% |
True |
False |
558,902 |
| 80 |
3,521.0 |
3,135.0 |
386.0 |
11.0% |
32.4 |
0.9% |
97% |
True |
False |
420,958 |
| 100 |
3,521.0 |
2,915.0 |
606.0 |
17.3% |
30.7 |
0.9% |
98% |
True |
False |
337,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,822.8 |
|
2.618 |
3,706.9 |
|
1.618 |
3,635.9 |
|
1.000 |
3,592.0 |
|
0.618 |
3,564.9 |
|
HIGH |
3,521.0 |
|
0.618 |
3,493.9 |
|
0.500 |
3,485.5 |
|
0.382 |
3,477.1 |
|
LOW |
3,450.0 |
|
0.618 |
3,406.1 |
|
1.000 |
3,379.0 |
|
1.618 |
3,335.1 |
|
2.618 |
3,264.1 |
|
4.250 |
3,148.3 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,501.8 |
3,483.2 |
| PP |
3,493.7 |
3,456.3 |
| S1 |
3,485.5 |
3,429.5 |
|