| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,345.50 |
2,355.25 |
9.75 |
0.4% |
2,357.50 |
| High |
2,361.25 |
2,360.75 |
-0.50 |
0.0% |
2,375.00 |
| Low |
2,338.00 |
2,336.75 |
-1.25 |
-0.1% |
2,336.75 |
| Close |
2,353.75 |
2,352.25 |
-1.50 |
-0.1% |
2,352.25 |
| Range |
23.25 |
24.00 |
0.75 |
3.2% |
38.25 |
| ATR |
18.57 |
18.96 |
0.39 |
2.1% |
0.00 |
| Volume |
1,595,949 |
1,473,460 |
-122,489 |
-7.7% |
7,933,315 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.00 |
2,411.00 |
2,365.50 |
|
| R3 |
2,398.00 |
2,387.00 |
2,358.75 |
|
| R2 |
2,374.00 |
2,374.00 |
2,356.75 |
|
| R1 |
2,363.00 |
2,363.00 |
2,354.50 |
2,356.50 |
| PP |
2,350.00 |
2,350.00 |
2,350.00 |
2,346.50 |
| S1 |
2,339.00 |
2,339.00 |
2,350.00 |
2,332.50 |
| S2 |
2,326.00 |
2,326.00 |
2,347.75 |
|
| S3 |
2,302.00 |
2,315.00 |
2,345.75 |
|
| S4 |
2,278.00 |
2,291.00 |
2,339.00 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.50 |
2,449.00 |
2,373.25 |
|
| R3 |
2,431.25 |
2,410.75 |
2,362.75 |
|
| R2 |
2,393.00 |
2,393.00 |
2,359.25 |
|
| R1 |
2,372.50 |
2,372.50 |
2,355.75 |
2,363.50 |
| PP |
2,354.75 |
2,354.75 |
2,354.75 |
2,350.25 |
| S1 |
2,334.25 |
2,334.25 |
2,348.75 |
2,325.50 |
| S2 |
2,316.50 |
2,316.50 |
2,345.25 |
|
| S3 |
2,278.25 |
2,296.00 |
2,341.75 |
|
| S4 |
2,240.00 |
2,257.75 |
2,331.25 |
|
|
| 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 |
2,336.75 |
38.25 |
1.6% |
23.25 |
1.0% |
41% |
False |
True |
1,586,663 |
| 10 |
2,375.00 |
2,317.75 |
57.25 |
2.4% |
20.00 |
0.9% |
60% |
False |
False |
1,505,948 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
19.00 |
0.8% |
49% |
False |
False |
1,605,756 |
| 40 |
2,397.25 |
2,297.75 |
99.50 |
4.2% |
17.00 |
0.7% |
55% |
False |
False |
888,098 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.6% |
16.50 |
0.7% |
71% |
False |
False |
593,263 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.25 |
0.7% |
74% |
False |
False |
445,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.75 |
|
2.618 |
2,423.50 |
|
1.618 |
2,399.50 |
|
1.000 |
2,384.75 |
|
0.618 |
2,375.50 |
|
HIGH |
2,360.75 |
|
0.618 |
2,351.50 |
|
0.500 |
2,348.75 |
|
0.382 |
2,346.00 |
|
LOW |
2,336.75 |
|
0.618 |
2,322.00 |
|
1.000 |
2,312.75 |
|
1.618 |
2,298.00 |
|
2.618 |
2,274.00 |
|
4.250 |
2,234.75 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.00 |
2,356.00 |
| PP |
2,350.00 |
2,354.75 |
| S1 |
2,348.75 |
2,353.50 |
|