| 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 |
2,365.50 |
2,357.50 |
-8.00 |
-0.3% |
2,337.00 |
| High |
2,366.75 |
2,363.25 |
-3.50 |
-0.1% |
2,366.75 |
| Low |
2,356.75 |
2,340.00 |
-16.75 |
-0.7% |
2,317.75 |
| Close |
2,359.25 |
2,356.00 |
-3.25 |
-0.1% |
2,359.25 |
| Range |
10.00 |
23.25 |
13.25 |
132.5% |
49.00 |
| ATR |
17.01 |
17.46 |
0.45 |
2.6% |
0.00 |
| Volume |
1,568,884 |
1,716,027 |
147,143 |
9.4% |
7,126,171 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.75 |
2,412.75 |
2,368.75 |
|
| R3 |
2,399.50 |
2,389.50 |
2,362.50 |
|
| R2 |
2,376.25 |
2,376.25 |
2,360.25 |
|
| R1 |
2,366.25 |
2,366.25 |
2,358.25 |
2,359.50 |
| PP |
2,353.00 |
2,353.00 |
2,353.00 |
2,349.75 |
| S1 |
2,343.00 |
2,343.00 |
2,353.75 |
2,336.50 |
| S2 |
2,329.75 |
2,329.75 |
2,351.75 |
|
| S3 |
2,306.50 |
2,319.75 |
2,349.50 |
|
| S4 |
2,283.25 |
2,296.50 |
2,343.25 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.00 |
2,476.00 |
2,386.25 |
|
| R3 |
2,446.00 |
2,427.00 |
2,372.75 |
|
| R2 |
2,397.00 |
2,397.00 |
2,368.25 |
|
| R1 |
2,378.00 |
2,378.00 |
2,363.75 |
2,387.50 |
| PP |
2,348.00 |
2,348.00 |
2,348.00 |
2,352.50 |
| S1 |
2,329.00 |
2,329.00 |
2,354.75 |
2,338.50 |
| S2 |
2,299.00 |
2,299.00 |
2,350.25 |
|
| S3 |
2,250.00 |
2,280.00 |
2,345.75 |
|
| S4 |
2,201.00 |
2,231.00 |
2,332.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.75 |
2,333.50 |
33.25 |
1.4% |
17.00 |
0.7% |
68% |
False |
False |
1,445,593 |
| 10 |
2,378.75 |
2,317.75 |
61.00 |
2.6% |
20.50 |
0.9% |
63% |
False |
False |
1,652,538 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
17.25 |
0.7% |
54% |
False |
False |
1,449,230 |
| 40 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
16.00 |
0.7% |
66% |
False |
False |
733,115 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
16.00 |
0.7% |
73% |
False |
False |
489,740 |
| 80 |
2,397.25 |
2,196.25 |
201.00 |
8.5% |
16.00 |
0.7% |
79% |
False |
False |
367,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.00 |
|
2.618 |
2,424.00 |
|
1.618 |
2,400.75 |
|
1.000 |
2,386.50 |
|
0.618 |
2,377.50 |
|
HIGH |
2,363.25 |
|
0.618 |
2,354.25 |
|
0.500 |
2,351.50 |
|
0.382 |
2,349.00 |
|
LOW |
2,340.00 |
|
0.618 |
2,325.75 |
|
1.000 |
2,316.75 |
|
1.618 |
2,302.50 |
|
2.618 |
2,279.25 |
|
4.250 |
2,241.25 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.50 |
2,355.00 |
| PP |
2,353.00 |
2,354.25 |
| S1 |
2,351.50 |
2,353.50 |
|