| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,354.25 |
2,358.75 |
4.50 |
0.2% |
2,337.00 |
| High |
2,358.75 |
2,375.00 |
16.25 |
0.7% |
2,366.75 |
| Low |
2,344.75 |
2,343.75 |
-1.00 |
0.0% |
2,317.75 |
| Close |
2,356.50 |
2,346.50 |
-10.00 |
-0.4% |
2,359.25 |
| Range |
14.00 |
31.25 |
17.25 |
123.2% |
49.00 |
| ATR |
17.21 |
18.21 |
1.00 |
5.8% |
0.00 |
| Volume |
1,209,054 |
1,938,825 |
729,771 |
60.4% |
7,126,171 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.75 |
2,429.00 |
2,363.75 |
|
| R3 |
2,417.50 |
2,397.75 |
2,355.00 |
|
| R2 |
2,386.25 |
2,386.25 |
2,352.25 |
|
| R1 |
2,366.50 |
2,366.50 |
2,349.25 |
2,360.75 |
| PP |
2,355.00 |
2,355.00 |
2,355.00 |
2,352.25 |
| S1 |
2,335.25 |
2,335.25 |
2,343.75 |
2,329.50 |
| S2 |
2,323.75 |
2,323.75 |
2,340.75 |
|
| S3 |
2,292.50 |
2,304.00 |
2,338.00 |
|
| S4 |
2,261.25 |
2,272.75 |
2,329.25 |
|
|
| 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 |
2,375.00 |
2,340.00 |
35.00 |
1.5% |
18.50 |
0.8% |
19% |
True |
False |
1,519,481 |
| 10 |
2,375.00 |
2,317.75 |
57.25 |
2.4% |
19.25 |
0.8% |
50% |
True |
False |
1,522,187 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
18.25 |
0.8% |
40% |
False |
False |
1,586,427 |
| 40 |
2,397.25 |
2,276.00 |
121.25 |
5.2% |
16.75 |
0.7% |
58% |
False |
False |
811,700 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.6% |
16.25 |
0.7% |
67% |
False |
False |
542,155 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.00 |
0.7% |
71% |
False |
False |
407,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.75 |
|
2.618 |
2,456.75 |
|
1.618 |
2,425.50 |
|
1.000 |
2,406.25 |
|
0.618 |
2,394.25 |
|
HIGH |
2,375.00 |
|
0.618 |
2,363.00 |
|
0.500 |
2,359.50 |
|
0.382 |
2,355.75 |
|
LOW |
2,343.75 |
|
0.618 |
2,324.50 |
|
1.000 |
2,312.50 |
|
1.618 |
2,293.25 |
|
2.618 |
2,262.00 |
|
4.250 |
2,211.00 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,359.50 |
2,357.50 |
| PP |
2,355.00 |
2,353.75 |
| S1 |
2,350.75 |
2,350.25 |
|