| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,324.00 |
2,345.00 |
21.00 |
0.9% |
2,351.75 |
| High |
2,346.00 |
2,347.00 |
1.00 |
0.0% |
2,363.25 |
| Low |
2,322.75 |
2,330.25 |
7.50 |
0.3% |
2,324.00 |
| Close |
2,345.00 |
2,337.25 |
-7.75 |
-0.3% |
2,327.50 |
| Range |
23.25 |
16.75 |
-6.50 |
-28.0% |
39.25 |
| ATR |
19.44 |
19.24 |
-0.19 |
-1.0% |
0.00 |
| Volume |
981,675 |
1,432,200 |
450,525 |
45.9% |
6,329,676 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.50 |
2,379.50 |
2,346.50 |
|
| R3 |
2,371.75 |
2,362.75 |
2,341.75 |
|
| R2 |
2,355.00 |
2,355.00 |
2,340.25 |
|
| R1 |
2,346.00 |
2,346.00 |
2,338.75 |
2,342.00 |
| PP |
2,338.25 |
2,338.25 |
2,338.25 |
2,336.25 |
| S1 |
2,329.25 |
2,329.25 |
2,335.75 |
2,325.50 |
| S2 |
2,321.50 |
2,321.50 |
2,334.25 |
|
| S3 |
2,304.75 |
2,312.50 |
2,332.75 |
|
| S4 |
2,288.00 |
2,295.75 |
2,328.00 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.00 |
2,431.00 |
2,349.00 |
|
| R3 |
2,416.75 |
2,391.75 |
2,338.25 |
|
| R2 |
2,377.50 |
2,377.50 |
2,334.75 |
|
| R1 |
2,352.50 |
2,352.50 |
2,331.00 |
2,345.50 |
| PP |
2,338.25 |
2,338.25 |
2,338.25 |
2,334.75 |
| S1 |
2,313.25 |
2,313.25 |
2,324.00 |
2,306.00 |
| S2 |
2,299.00 |
2,299.00 |
2,320.25 |
|
| S3 |
2,259.75 |
2,274.00 |
2,316.75 |
|
| S4 |
2,220.50 |
2,234.75 |
2,306.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,356.50 |
2,322.75 |
33.75 |
1.4% |
20.50 |
0.9% |
43% |
False |
False |
1,478,450 |
| 10 |
2,375.00 |
2,322.75 |
52.25 |
2.2% |
21.00 |
0.9% |
28% |
False |
False |
1,496,083 |
| 20 |
2,378.75 |
2,317.75 |
61.00 |
2.6% |
20.75 |
0.9% |
32% |
False |
False |
1,574,311 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.75 |
0.8% |
25% |
False |
False |
1,104,854 |
| 60 |
2,397.25 |
2,246.25 |
151.00 |
6.5% |
17.00 |
0.7% |
60% |
False |
False |
738,794 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
16.25 |
0.7% |
66% |
False |
False |
554,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.25 |
|
2.618 |
2,390.75 |
|
1.618 |
2,374.00 |
|
1.000 |
2,363.75 |
|
0.618 |
2,357.25 |
|
HIGH |
2,347.00 |
|
0.618 |
2,340.50 |
|
0.500 |
2,338.50 |
|
0.382 |
2,336.75 |
|
LOW |
2,330.25 |
|
0.618 |
2,320.00 |
|
1.000 |
2,313.50 |
|
1.618 |
2,303.25 |
|
2.618 |
2,286.50 |
|
4.250 |
2,259.00 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.50 |
2,336.50 |
| PP |
2,338.25 |
2,335.75 |
| S1 |
2,337.75 |
2,335.00 |
|