| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,358.75 |
2,345.50 |
-13.25 |
-0.6% |
2,337.00 |
| High |
2,375.00 |
2,361.25 |
-13.75 |
-0.6% |
2,366.75 |
| Low |
2,343.75 |
2,338.00 |
-5.75 |
-0.2% |
2,317.75 |
| Close |
2,346.50 |
2,353.75 |
7.25 |
0.3% |
2,359.25 |
| Range |
31.25 |
23.25 |
-8.00 |
-25.6% |
49.00 |
| ATR |
18.21 |
18.57 |
0.36 |
2.0% |
0.00 |
| Volume |
1,938,825 |
1,595,949 |
-342,876 |
-17.7% |
7,126,171 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.75 |
2,410.50 |
2,366.50 |
|
| R3 |
2,397.50 |
2,387.25 |
2,360.25 |
|
| R2 |
2,374.25 |
2,374.25 |
2,358.00 |
|
| R1 |
2,364.00 |
2,364.00 |
2,356.00 |
2,369.00 |
| PP |
2,351.00 |
2,351.00 |
2,351.00 |
2,353.50 |
| S1 |
2,340.75 |
2,340.75 |
2,351.50 |
2,346.00 |
| S2 |
2,327.75 |
2,327.75 |
2,349.50 |
|
| S3 |
2,304.50 |
2,317.50 |
2,347.25 |
|
| S4 |
2,281.25 |
2,294.25 |
2,341.00 |
|
|
| 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 |
2,338.00 |
37.00 |
1.6% |
20.25 |
0.9% |
43% |
False |
True |
1,605,747 |
| 10 |
2,375.00 |
2,317.75 |
57.25 |
2.4% |
19.75 |
0.8% |
63% |
False |
False |
1,518,630 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
18.75 |
0.8% |
51% |
False |
False |
1,625,381 |
| 40 |
2,397.25 |
2,282.50 |
114.75 |
4.9% |
17.00 |
0.7% |
62% |
False |
False |
851,475 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.6% |
16.25 |
0.7% |
72% |
False |
False |
568,735 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.00 |
0.7% |
75% |
False |
False |
426,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,460.00 |
|
2.618 |
2,422.00 |
|
1.618 |
2,398.75 |
|
1.000 |
2,384.50 |
|
0.618 |
2,375.50 |
|
HIGH |
2,361.25 |
|
0.618 |
2,352.25 |
|
0.500 |
2,349.50 |
|
0.382 |
2,347.00 |
|
LOW |
2,338.00 |
|
0.618 |
2,323.75 |
|
1.000 |
2,314.75 |
|
1.618 |
2,300.50 |
|
2.618 |
2,277.25 |
|
4.250 |
2,239.25 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,352.50 |
2,356.50 |
| PP |
2,351.00 |
2,355.50 |
| S1 |
2,349.50 |
2,354.75 |
|