| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,844.0 |
5,917.0 |
73.0 |
1.2% |
5,846.0 |
| High |
5,878.0 |
5,936.0 |
58.0 |
1.0% |
5,891.0 |
| Low |
5,823.0 |
5,900.0 |
77.0 |
1.3% |
5,817.0 |
| Close |
5,852.0 |
5,927.0 |
75.0 |
1.3% |
5,852.0 |
| Range |
55.0 |
36.0 |
-19.0 |
-34.5% |
74.0 |
| ATR |
49.2 |
51.7 |
2.5 |
5.0% |
0.0 |
| Volume |
29,659 |
28,573 |
-1,086 |
-3.7% |
146,342 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,029.0 |
6,014.0 |
5,946.8 |
|
| R3 |
5,993.0 |
5,978.0 |
5,936.9 |
|
| R2 |
5,957.0 |
5,957.0 |
5,933.6 |
|
| R1 |
5,942.0 |
5,942.0 |
5,930.3 |
5,949.5 |
| PP |
5,921.0 |
5,921.0 |
5,921.0 |
5,924.8 |
| S1 |
5,906.0 |
5,906.0 |
5,923.7 |
5,913.5 |
| S2 |
5,885.0 |
5,885.0 |
5,920.4 |
|
| S3 |
5,849.0 |
5,870.0 |
5,917.1 |
|
| S4 |
5,813.0 |
5,834.0 |
5,907.2 |
|
|
| 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 |
5,936.0 |
5,817.0 |
119.0 |
2.0% |
49.2 |
0.8% |
92% |
True |
False |
30,087 |
| 10 |
5,936.0 |
5,750.0 |
186.0 |
3.1% |
50.1 |
0.8% |
95% |
True |
False |
28,175 |
| 20 |
5,936.0 |
5,661.0 |
275.0 |
4.6% |
47.3 |
0.8% |
97% |
True |
False |
40,104 |
| 40 |
5,936.0 |
5,641.0 |
295.0 |
5.0% |
35.8 |
0.6% |
97% |
True |
False |
22,576 |
| 60 |
5,936.0 |
5,527.0 |
409.0 |
6.9% |
31.9 |
0.5% |
98% |
True |
False |
15,058 |
| 80 |
5,936.0 |
5,469.0 |
467.0 |
7.9% |
26.5 |
0.4% |
98% |
True |
False |
11,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,089.0 |
|
2.618 |
6,030.2 |
|
1.618 |
5,994.2 |
|
1.000 |
5,972.0 |
|
0.618 |
5,958.2 |
|
HIGH |
5,936.0 |
|
0.618 |
5,922.2 |
|
0.500 |
5,918.0 |
|
0.382 |
5,913.8 |
|
LOW |
5,900.0 |
|
0.618 |
5,877.8 |
|
1.000 |
5,864.0 |
|
1.618 |
5,841.8 |
|
2.618 |
5,805.8 |
|
4.250 |
5,747.0 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,924.0 |
5,910.2 |
| PP |
5,921.0 |
5,893.3 |
| S1 |
5,918.0 |
5,876.5 |
|