| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,354.25 |
2,351.75 |
-2.50 |
-0.1% |
2,357.50 |
| High |
2,355.75 |
2,356.50 |
0.75 |
0.0% |
2,375.00 |
| Low |
2,333.25 |
2,337.50 |
4.25 |
0.2% |
2,336.75 |
| Close |
2,351.00 |
2,340.75 |
-10.25 |
-0.4% |
2,352.25 |
| Range |
22.50 |
19.00 |
-3.50 |
-15.6% |
38.25 |
| ATR |
19.00 |
19.00 |
0.00 |
0.0% |
0.00 |
| Volume |
1,856,700 |
1,534,596 |
-322,104 |
-17.3% |
7,933,315 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.00 |
2,390.25 |
2,351.25 |
|
| R3 |
2,383.00 |
2,371.25 |
2,346.00 |
|
| R2 |
2,364.00 |
2,364.00 |
2,344.25 |
|
| R1 |
2,352.25 |
2,352.25 |
2,342.50 |
2,348.50 |
| PP |
2,345.00 |
2,345.00 |
2,345.00 |
2,343.00 |
| S1 |
2,333.25 |
2,333.25 |
2,339.00 |
2,329.50 |
| S2 |
2,326.00 |
2,326.00 |
2,337.25 |
|
| S3 |
2,307.00 |
2,314.25 |
2,335.50 |
|
| S4 |
2,288.00 |
2,295.25 |
2,330.25 |
|
|
| 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 |
2,363.25 |
2,333.25 |
30.00 |
1.3% |
21.00 |
0.9% |
25% |
False |
False |
1,562,401 |
| 10 |
2,375.00 |
2,333.25 |
41.75 |
1.8% |
19.75 |
0.8% |
18% |
False |
False |
1,540,941 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
19.50 |
0.8% |
32% |
False |
False |
1,572,740 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.50 |
0.7% |
29% |
False |
False |
1,005,858 |
| 60 |
2,397.25 |
2,246.25 |
151.00 |
6.5% |
16.50 |
0.7% |
63% |
False |
False |
672,214 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
16.00 |
0.7% |
68% |
False |
False |
504,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.25 |
|
2.618 |
2,406.25 |
|
1.618 |
2,387.25 |
|
1.000 |
2,375.50 |
|
0.618 |
2,368.25 |
|
HIGH |
2,356.50 |
|
0.618 |
2,349.25 |
|
0.500 |
2,347.00 |
|
0.382 |
2,344.75 |
|
LOW |
2,337.50 |
|
0.618 |
2,325.75 |
|
1.000 |
2,318.50 |
|
1.618 |
2,306.75 |
|
2.618 |
2,287.75 |
|
4.250 |
2,256.75 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,347.00 |
2,348.25 |
| PP |
2,345.00 |
2,345.75 |
| S1 |
2,342.75 |
2,343.25 |
|