| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,511.0 |
3,527.0 |
16.0 |
0.5% |
3,394.0 |
| High |
3,531.0 |
3,527.0 |
-4.0 |
-0.1% |
3,396.0 |
| Low |
3,510.0 |
3,498.0 |
-12.0 |
-0.3% |
3,326.0 |
| Close |
3,521.0 |
3,515.0 |
-6.0 |
-0.2% |
3,377.0 |
| Range |
21.0 |
29.0 |
8.0 |
38.1% |
70.0 |
| ATR |
43.7 |
42.6 |
-1.0 |
-2.4% |
0.0 |
| Volume |
1,120,184 |
986,610 |
-133,574 |
-11.9% |
4,639,185 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,600.3 |
3,586.7 |
3,531.0 |
|
| R3 |
3,571.3 |
3,557.7 |
3,523.0 |
|
| R2 |
3,542.3 |
3,542.3 |
3,520.3 |
|
| R1 |
3,528.7 |
3,528.7 |
3,517.7 |
3,521.0 |
| PP |
3,513.3 |
3,513.3 |
3,513.3 |
3,509.5 |
| S1 |
3,499.7 |
3,499.7 |
3,512.3 |
3,492.0 |
| S2 |
3,484.3 |
3,484.3 |
3,509.7 |
|
| S3 |
3,455.3 |
3,470.7 |
3,507.0 |
|
| S4 |
3,426.3 |
3,441.7 |
3,499.1 |
|
|
| 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 |
3,531.0 |
3,338.0 |
193.0 |
5.5% |
41.0 |
1.2% |
92% |
False |
False |
1,344,387 |
| 10 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
41.3 |
1.2% |
92% |
False |
False |
1,179,002 |
| 20 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
38.6 |
1.1% |
92% |
False |
False |
1,021,685 |
| 40 |
3,531.0 |
3,225.0 |
306.0 |
8.7% |
35.5 |
1.0% |
95% |
False |
False |
881,914 |
| 60 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
34.1 |
1.0% |
96% |
False |
False |
593,972 |
| 80 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
32.2 |
0.9% |
96% |
False |
False |
447,289 |
| 100 |
3,531.0 |
2,956.0 |
575.0 |
16.4% |
30.9 |
0.9% |
97% |
False |
False |
358,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,650.3 |
|
2.618 |
3,602.9 |
|
1.618 |
3,573.9 |
|
1.000 |
3,556.0 |
|
0.618 |
3,544.9 |
|
HIGH |
3,527.0 |
|
0.618 |
3,515.9 |
|
0.500 |
3,512.5 |
|
0.382 |
3,509.1 |
|
LOW |
3,498.0 |
|
0.618 |
3,480.1 |
|
1.000 |
3,469.0 |
|
1.618 |
3,451.1 |
|
2.618 |
3,422.1 |
|
4.250 |
3,374.8 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,514.2 |
3,506.8 |
| PP |
3,513.3 |
3,498.7 |
| S1 |
3,512.5 |
3,490.5 |
|