| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,337.75 |
2,333.25 |
-4.50 |
-0.2% |
2,351.75 |
| High |
2,349.25 |
2,358.25 |
9.00 |
0.4% |
2,363.25 |
| Low |
2,331.25 |
2,332.50 |
1.25 |
0.1% |
2,324.00 |
| Close |
2,333.75 |
2,352.00 |
18.25 |
0.8% |
2,327.50 |
| Range |
18.00 |
25.75 |
7.75 |
43.1% |
39.25 |
| ATR |
19.16 |
19.63 |
0.47 |
2.5% |
0.00 |
| Volume |
1,254,296 |
1,468,523 |
214,227 |
17.1% |
6,329,676 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.75 |
2,414.25 |
2,366.25 |
|
| R3 |
2,399.00 |
2,388.50 |
2,359.00 |
|
| R2 |
2,373.25 |
2,373.25 |
2,356.75 |
|
| R1 |
2,362.75 |
2,362.75 |
2,354.25 |
2,368.00 |
| PP |
2,347.50 |
2,347.50 |
2,347.50 |
2,350.25 |
| S1 |
2,337.00 |
2,337.00 |
2,349.75 |
2,342.25 |
| S2 |
2,321.75 |
2,321.75 |
2,347.25 |
|
| S3 |
2,296.00 |
2,311.25 |
2,345.00 |
|
| S4 |
2,270.25 |
2,285.50 |
2,337.75 |
|
|
| 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 |
2,358.25 |
2,322.75 |
35.50 |
1.5% |
21.00 |
0.9% |
82% |
True |
False |
1,344,754 |
| 10 |
2,363.25 |
2,322.75 |
40.50 |
1.7% |
21.00 |
0.9% |
72% |
False |
False |
1,453,577 |
| 20 |
2,375.00 |
2,317.75 |
57.25 |
2.4% |
20.00 |
0.9% |
60% |
False |
False |
1,487,882 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
18.25 |
0.8% |
43% |
False |
False |
1,172,417 |
| 60 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
17.25 |
0.7% |
68% |
False |
False |
784,087 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.75 |
0.7% |
74% |
False |
False |
588,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.75 |
|
2.618 |
2,425.75 |
|
1.618 |
2,400.00 |
|
1.000 |
2,384.00 |
|
0.618 |
2,374.25 |
|
HIGH |
2,358.25 |
|
0.618 |
2,348.50 |
|
0.500 |
2,345.50 |
|
0.382 |
2,342.25 |
|
LOW |
2,332.50 |
|
0.618 |
2,316.50 |
|
1.000 |
2,306.75 |
|
1.618 |
2,290.75 |
|
2.618 |
2,265.00 |
|
4.250 |
2,223.00 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.75 |
2,349.50 |
| PP |
2,347.50 |
2,346.75 |
| S1 |
2,345.50 |
2,344.25 |
|