| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,333.25 |
2,352.75 |
19.50 |
0.8% |
2,324.00 |
| High |
2,358.25 |
2,356.00 |
-2.25 |
-0.1% |
2,358.25 |
| Low |
2,332.50 |
2,340.50 |
8.00 |
0.3% |
2,322.75 |
| Close |
2,352.00 |
2,347.50 |
-4.50 |
-0.2% |
2,347.50 |
| Range |
25.75 |
15.50 |
-10.25 |
-39.8% |
35.50 |
| ATR |
19.63 |
19.33 |
-0.29 |
-1.5% |
0.00 |
| Volume |
1,468,523 |
1,277,783 |
-190,740 |
-13.0% |
6,414,477 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.50 |
2,386.50 |
2,356.00 |
|
| R3 |
2,379.00 |
2,371.00 |
2,351.75 |
|
| R2 |
2,363.50 |
2,363.50 |
2,350.25 |
|
| R1 |
2,355.50 |
2,355.50 |
2,349.00 |
2,351.75 |
| PP |
2,348.00 |
2,348.00 |
2,348.00 |
2,346.00 |
| S1 |
2,340.00 |
2,340.00 |
2,346.00 |
2,336.25 |
| S2 |
2,332.50 |
2,332.50 |
2,344.75 |
|
| S3 |
2,317.00 |
2,324.50 |
2,343.25 |
|
| S4 |
2,301.50 |
2,309.00 |
2,339.00 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.25 |
2,434.00 |
2,367.00 |
|
| R3 |
2,413.75 |
2,398.50 |
2,357.25 |
|
| R2 |
2,378.25 |
2,378.25 |
2,354.00 |
|
| R1 |
2,363.00 |
2,363.00 |
2,350.75 |
2,370.50 |
| PP |
2,342.75 |
2,342.75 |
2,342.75 |
2,346.75 |
| S1 |
2,327.50 |
2,327.50 |
2,344.25 |
2,335.00 |
| S2 |
2,307.25 |
2,307.25 |
2,341.00 |
|
| S3 |
2,271.75 |
2,292.00 |
2,337.75 |
|
| S4 |
2,236.25 |
2,256.50 |
2,328.00 |
|
|
| 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% |
19.75 |
0.8% |
70% |
False |
False |
1,282,895 |
| 10 |
2,363.25 |
2,322.75 |
40.50 |
1.7% |
20.25 |
0.9% |
61% |
False |
False |
1,421,761 |
| 20 |
2,375.00 |
2,317.75 |
57.25 |
2.4% |
20.00 |
0.9% |
52% |
False |
False |
1,470,195 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
18.25 |
0.8% |
37% |
False |
False |
1,204,027 |
| 60 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
17.00 |
0.7% |
64% |
False |
False |
805,301 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.75 |
0.7% |
72% |
False |
False |
604,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.00 |
|
2.618 |
2,396.50 |
|
1.618 |
2,381.00 |
|
1.000 |
2,371.50 |
|
0.618 |
2,365.50 |
|
HIGH |
2,356.00 |
|
0.618 |
2,350.00 |
|
0.500 |
2,348.25 |
|
0.382 |
2,346.50 |
|
LOW |
2,340.50 |
|
0.618 |
2,331.00 |
|
1.000 |
2,325.00 |
|
1.618 |
2,315.50 |
|
2.618 |
2,300.00 |
|
4.250 |
2,274.50 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.25 |
2,346.50 |
| PP |
2,348.00 |
2,345.75 |
| S1 |
2,347.75 |
2,344.75 |
|