| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,857.0 |
5,844.0 |
-13.0 |
-0.2% |
5,846.0 |
| High |
5,891.0 |
5,878.0 |
-13.0 |
-0.2% |
5,891.0 |
| Low |
5,817.0 |
5,823.0 |
6.0 |
0.1% |
5,817.0 |
| Close |
5,848.0 |
5,852.0 |
4.0 |
0.1% |
5,852.0 |
| Range |
74.0 |
55.0 |
-19.0 |
-25.7% |
74.0 |
| ATR |
48.8 |
49.2 |
0.4 |
0.9% |
0.0 |
| Volume |
36,252 |
29,659 |
-6,593 |
-18.2% |
146,342 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,016.0 |
5,989.0 |
5,882.3 |
|
| R3 |
5,961.0 |
5,934.0 |
5,867.1 |
|
| R2 |
5,906.0 |
5,906.0 |
5,862.1 |
|
| R1 |
5,879.0 |
5,879.0 |
5,857.0 |
5,892.5 |
| PP |
5,851.0 |
5,851.0 |
5,851.0 |
5,857.8 |
| S1 |
5,824.0 |
5,824.0 |
5,847.0 |
5,837.5 |
| S2 |
5,796.0 |
5,796.0 |
5,841.9 |
|
| S3 |
5,741.0 |
5,769.0 |
5,836.9 |
|
| S4 |
5,686.0 |
5,714.0 |
5,821.8 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,075.3 |
6,037.7 |
5,892.7 |
|
| R3 |
6,001.3 |
5,963.7 |
5,872.4 |
|
| R2 |
5,927.3 |
5,927.3 |
5,865.6 |
|
| R1 |
5,889.7 |
5,889.7 |
5,858.8 |
5,908.5 |
| PP |
5,853.3 |
5,853.3 |
5,853.3 |
5,862.8 |
| S1 |
5,815.7 |
5,815.7 |
5,845.2 |
5,834.5 |
| S2 |
5,779.3 |
5,779.3 |
5,838.4 |
|
| S3 |
5,705.3 |
5,741.7 |
5,831.7 |
|
| S4 |
5,631.3 |
5,667.7 |
5,811.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,891.0 |
5,817.0 |
74.0 |
1.3% |
51.0 |
0.9% |
47% |
False |
False |
29,268 |
| 10 |
5,899.0 |
5,685.0 |
214.0 |
3.7% |
51.8 |
0.9% |
78% |
False |
False |
28,005 |
| 20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
47.2 |
0.8% |
80% |
False |
False |
42,402 |
| 40 |
5,899.0 |
5,641.0 |
258.0 |
4.4% |
35.9 |
0.6% |
82% |
False |
False |
21,864 |
| 60 |
5,899.0 |
5,527.0 |
372.0 |
6.4% |
31.3 |
0.5% |
87% |
False |
False |
14,582 |
| 80 |
5,899.0 |
5,469.0 |
430.0 |
7.3% |
26.1 |
0.4% |
89% |
False |
False |
10,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,111.8 |
|
2.618 |
6,022.0 |
|
1.618 |
5,967.0 |
|
1.000 |
5,933.0 |
|
0.618 |
5,912.0 |
|
HIGH |
5,878.0 |
|
0.618 |
5,857.0 |
|
0.500 |
5,850.5 |
|
0.382 |
5,844.0 |
|
LOW |
5,823.0 |
|
0.618 |
5,789.0 |
|
1.000 |
5,768.0 |
|
1.618 |
5,734.0 |
|
2.618 |
5,679.0 |
|
4.250 |
5,589.3 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,851.5 |
5,854.0 |
| PP |
5,851.0 |
5,853.3 |
| S1 |
5,850.5 |
5,852.7 |
|