| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,200.5 |
12,200.0 |
-0.5 |
0.0% |
12,363.0 |
| High |
12,248.0 |
12,268.0 |
20.0 |
0.2% |
12,411.5 |
| Low |
12,070.0 |
12,144.0 |
74.0 |
0.6% |
12,142.0 |
| Close |
12,154.5 |
12,186.5 |
32.0 |
0.3% |
12,245.0 |
| Range |
178.0 |
124.0 |
-54.0 |
-30.3% |
269.5 |
| ATR |
120.3 |
120.6 |
0.3 |
0.2% |
0.0 |
| Volume |
92,122 |
78,042 |
-14,080 |
-15.3% |
367,120 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,571.5 |
12,503.0 |
12,254.7 |
|
| R3 |
12,447.5 |
12,379.0 |
12,220.6 |
|
| R2 |
12,323.5 |
12,323.5 |
12,209.2 |
|
| R1 |
12,255.0 |
12,255.0 |
12,197.9 |
12,227.3 |
| PP |
12,199.5 |
12,199.5 |
12,199.5 |
12,185.6 |
| S1 |
12,131.0 |
12,131.0 |
12,175.1 |
12,103.3 |
| S2 |
12,075.5 |
12,075.5 |
12,163.8 |
|
| S3 |
11,951.5 |
12,007.0 |
12,152.4 |
|
| S4 |
11,827.5 |
11,883.0 |
12,118.3 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,074.7 |
12,929.3 |
12,393.2 |
|
| R3 |
12,805.2 |
12,659.8 |
12,319.1 |
|
| R2 |
12,535.7 |
12,535.7 |
12,294.4 |
|
| R1 |
12,390.3 |
12,390.3 |
12,269.7 |
12,328.3 |
| PP |
12,266.2 |
12,266.2 |
12,266.2 |
12,235.1 |
| S1 |
12,120.8 |
12,120.8 |
12,220.3 |
12,058.8 |
| S2 |
11,996.7 |
11,996.7 |
12,195.6 |
|
| S3 |
11,727.2 |
11,851.3 |
12,170.9 |
|
| S4 |
11,457.7 |
11,581.8 |
12,096.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,297.5 |
12,070.0 |
227.5 |
1.9% |
127.7 |
1.0% |
51% |
False |
False |
83,489 |
| 10 |
12,411.5 |
12,070.0 |
341.5 |
2.8% |
121.1 |
1.0% |
34% |
False |
False |
80,245 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
120.1 |
1.0% |
58% |
False |
False |
79,055 |
| 40 |
12,411.5 |
11,722.0 |
689.5 |
5.7% |
109.3 |
0.9% |
67% |
False |
False |
46,950 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.5% |
105.7 |
0.9% |
75% |
False |
False |
31,458 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.1% |
98.3 |
0.8% |
77% |
False |
False |
23,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,795.0 |
|
2.618 |
12,592.6 |
|
1.618 |
12,468.6 |
|
1.000 |
12,392.0 |
|
0.618 |
12,344.6 |
|
HIGH |
12,268.0 |
|
0.618 |
12,220.6 |
|
0.500 |
12,206.0 |
|
0.382 |
12,191.4 |
|
LOW |
12,144.0 |
|
0.618 |
12,067.4 |
|
1.000 |
12,020.0 |
|
1.618 |
11,943.4 |
|
2.618 |
11,819.4 |
|
4.250 |
11,617.0 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,206.0 |
12,185.6 |
| PP |
12,199.5 |
12,184.7 |
| S1 |
12,193.0 |
12,183.8 |
|