| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,345.00 |
2,337.75 |
-7.25 |
-0.3% |
2,351.75 |
| High |
2,347.00 |
2,349.25 |
2.25 |
0.1% |
2,363.25 |
| Low |
2,330.25 |
2,331.25 |
1.00 |
0.0% |
2,324.00 |
| Close |
2,337.25 |
2,333.75 |
-3.50 |
-0.1% |
2,327.50 |
| Range |
16.75 |
18.00 |
1.25 |
7.5% |
39.25 |
| ATR |
19.24 |
19.16 |
-0.09 |
-0.5% |
0.00 |
| Volume |
1,432,200 |
1,254,296 |
-177,904 |
-12.4% |
6,329,676 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.00 |
2,381.00 |
2,343.75 |
|
| R3 |
2,374.00 |
2,363.00 |
2,338.75 |
|
| R2 |
2,356.00 |
2,356.00 |
2,337.00 |
|
| R1 |
2,345.00 |
2,345.00 |
2,335.50 |
2,341.50 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,336.50 |
| S1 |
2,327.00 |
2,327.00 |
2,332.00 |
2,323.50 |
| S2 |
2,320.00 |
2,320.00 |
2,330.50 |
|
| S3 |
2,302.00 |
2,309.00 |
2,328.75 |
|
| S4 |
2,284.00 |
2,291.00 |
2,323.75 |
|
|
| 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% |
19.50 |
0.8% |
33% |
False |
False |
1,357,969 |
| 10 |
2,375.00 |
2,322.75 |
52.25 |
2.2% |
21.50 |
0.9% |
21% |
False |
False |
1,500,608 |
| 20 |
2,375.00 |
2,317.75 |
57.25 |
2.5% |
19.50 |
0.8% |
28% |
False |
False |
1,508,629 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.75 |
0.8% |
20% |
False |
False |
1,135,897 |
| 60 |
2,397.25 |
2,254.25 |
143.00 |
6.1% |
17.00 |
0.7% |
56% |
False |
False |
759,655 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
16.50 |
0.7% |
64% |
False |
False |
570,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.75 |
|
2.618 |
2,396.25 |
|
1.618 |
2,378.25 |
|
1.000 |
2,367.25 |
|
0.618 |
2,360.25 |
|
HIGH |
2,349.25 |
|
0.618 |
2,342.25 |
|
0.500 |
2,340.25 |
|
0.382 |
2,338.25 |
|
LOW |
2,331.25 |
|
0.618 |
2,320.25 |
|
1.000 |
2,313.25 |
|
1.618 |
2,302.25 |
|
2.618 |
2,284.25 |
|
4.250 |
2,254.75 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.25 |
2,336.00 |
| PP |
2,338.00 |
2,335.25 |
| S1 |
2,336.00 |
2,334.50 |
|