| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,071.0 |
12,305.0 |
234.0 |
1.9% |
12,185.0 |
| High |
12,114.5 |
12,503.0 |
388.5 |
3.2% |
12,210.0 |
| Low |
12,031.0 |
12,271.5 |
240.5 |
2.0% |
11,962.5 |
| Close |
12,085.5 |
12,466.5 |
381.0 |
3.2% |
12,085.5 |
| Range |
83.5 |
231.5 |
148.0 |
177.2% |
247.5 |
| ATR |
120.3 |
141.5 |
21.2 |
17.6% |
0.0 |
| Volume |
125,039 |
75,801 |
-49,238 |
-39.4% |
370,751 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,108.2 |
13,018.8 |
12,593.8 |
|
| R3 |
12,876.7 |
12,787.3 |
12,530.2 |
|
| R2 |
12,645.2 |
12,645.2 |
12,508.9 |
|
| R1 |
12,555.8 |
12,555.8 |
12,487.7 |
12,600.5 |
| PP |
12,413.7 |
12,413.7 |
12,413.7 |
12,436.0 |
| S1 |
12,324.3 |
12,324.3 |
12,445.3 |
12,369.0 |
| S2 |
12,182.2 |
12,182.2 |
12,424.1 |
|
| S3 |
11,950.7 |
12,092.8 |
12,402.8 |
|
| S4 |
11,719.2 |
11,861.3 |
12,339.2 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,828.5 |
12,704.5 |
12,221.6 |
|
| R3 |
12,581.0 |
12,457.0 |
12,153.6 |
|
| R2 |
12,333.5 |
12,333.5 |
12,130.9 |
|
| R1 |
12,209.5 |
12,209.5 |
12,108.2 |
12,147.8 |
| PP |
12,086.0 |
12,086.0 |
12,086.0 |
12,055.1 |
| S1 |
11,962.0 |
11,962.0 |
12,062.8 |
11,900.3 |
| S2 |
11,838.5 |
11,838.5 |
12,040.1 |
|
| S3 |
11,591.0 |
11,714.5 |
12,017.4 |
|
| S4 |
11,343.5 |
11,467.0 |
11,949.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,503.0 |
11,962.5 |
540.5 |
4.3% |
148.8 |
1.2% |
93% |
True |
False |
89,310 |
| 10 |
12,503.0 |
11,962.5 |
540.5 |
4.3% |
134.4 |
1.1% |
93% |
True |
False |
89,692 |
| 20 |
12,503.0 |
11,942.5 |
560.5 |
4.5% |
123.8 |
1.0% |
93% |
True |
False |
82,689 |
| 40 |
12,503.0 |
11,751.0 |
752.0 |
6.0% |
116.1 |
0.9% |
95% |
True |
False |
60,714 |
| 60 |
12,503.0 |
11,496.0 |
1,007.0 |
8.1% |
110.4 |
0.9% |
96% |
True |
False |
40,612 |
| 80 |
12,503.0 |
11,428.0 |
1,075.0 |
8.6% |
106.0 |
0.8% |
97% |
True |
False |
30,627 |
| 100 |
12,503.0 |
10,439.5 |
2,063.5 |
16.6% |
101.5 |
0.8% |
98% |
True |
False |
24,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,486.9 |
|
2.618 |
13,109.1 |
|
1.618 |
12,877.6 |
|
1.000 |
12,734.5 |
|
0.618 |
12,646.1 |
|
HIGH |
12,503.0 |
|
0.618 |
12,414.6 |
|
0.500 |
12,387.3 |
|
0.382 |
12,359.9 |
|
LOW |
12,271.5 |
|
0.618 |
12,128.4 |
|
1.000 |
12,040.0 |
|
1.618 |
11,896.9 |
|
2.618 |
11,665.4 |
|
4.250 |
11,287.6 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,440.1 |
12,388.6 |
| PP |
12,413.7 |
12,310.7 |
| S1 |
12,387.3 |
12,232.8 |
|