| 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 |
12,250.0 |
12,363.0 |
113.0 |
0.9% |
12,027.5 |
| High |
12,367.0 |
12,411.5 |
44.5 |
0.4% |
12,367.0 |
| Low |
12,241.5 |
12,234.0 |
-7.5 |
-0.1% |
11,942.5 |
| Close |
12,329.5 |
12,297.0 |
-32.5 |
-0.3% |
12,329.5 |
| Range |
125.5 |
177.5 |
52.0 |
41.4% |
424.5 |
| ATR |
114.5 |
119.0 |
4.5 |
3.9% |
0.0 |
| Volume |
86,697 |
63,129 |
-23,568 |
-27.2% |
363,716 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,846.7 |
12,749.3 |
12,394.6 |
|
| R3 |
12,669.2 |
12,571.8 |
12,345.8 |
|
| R2 |
12,491.7 |
12,491.7 |
12,329.5 |
|
| R1 |
12,394.3 |
12,394.3 |
12,313.3 |
12,354.3 |
| PP |
12,314.2 |
12,314.2 |
12,314.2 |
12,294.1 |
| S1 |
12,216.8 |
12,216.8 |
12,280.7 |
12,176.8 |
| S2 |
12,136.7 |
12,136.7 |
12,264.5 |
|
| S3 |
11,959.2 |
12,039.3 |
12,248.2 |
|
| S4 |
11,781.7 |
11,861.8 |
12,199.4 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,486.5 |
13,332.5 |
12,563.0 |
|
| R3 |
13,062.0 |
12,908.0 |
12,446.2 |
|
| R2 |
12,637.5 |
12,637.5 |
12,407.3 |
|
| R1 |
12,483.5 |
12,483.5 |
12,368.4 |
12,560.5 |
| PP |
12,213.0 |
12,213.0 |
12,213.0 |
12,251.5 |
| S1 |
12,059.0 |
12,059.0 |
12,290.6 |
12,136.0 |
| S2 |
11,788.5 |
11,788.5 |
12,251.7 |
|
| S3 |
11,364.0 |
11,634.5 |
12,212.8 |
|
| S4 |
10,939.5 |
11,210.0 |
12,096.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,411.5 |
12,070.5 |
341.0 |
2.8% |
116.8 |
0.9% |
66% |
True |
False |
68,834 |
| 10 |
12,411.5 |
11,878.5 |
533.0 |
4.3% |
126.8 |
1.0% |
79% |
True |
False |
77,043 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.3% |
110.4 |
0.9% |
79% |
True |
False |
64,043 |
| 40 |
12,411.5 |
11,496.0 |
915.5 |
7.4% |
105.0 |
0.9% |
87% |
True |
False |
32,411 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
102.2 |
0.8% |
88% |
True |
False |
21,843 |
| 80 |
12,411.5 |
11,178.0 |
1,233.5 |
10.0% |
93.8 |
0.8% |
91% |
True |
False |
16,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,165.9 |
|
2.618 |
12,876.2 |
|
1.618 |
12,698.7 |
|
1.000 |
12,589.0 |
|
0.618 |
12,521.2 |
|
HIGH |
12,411.5 |
|
0.618 |
12,343.7 |
|
0.500 |
12,322.8 |
|
0.382 |
12,301.8 |
|
LOW |
12,234.0 |
|
0.618 |
12,124.3 |
|
1.000 |
12,056.5 |
|
1.618 |
11,946.8 |
|
2.618 |
11,769.3 |
|
4.250 |
11,479.6 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,322.8 |
12,317.5 |
| PP |
12,314.2 |
12,310.7 |
| S1 |
12,305.6 |
12,303.8 |
|