| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,365.75 |
2,370.00 |
4.25 |
0.2% |
2,324.00 |
| High |
2,376.75 |
2,389.25 |
12.50 |
0.5% |
2,358.25 |
| Low |
2,365.25 |
2,368.25 |
3.00 |
0.1% |
2,322.75 |
| Close |
2,370.00 |
2,385.00 |
15.00 |
0.6% |
2,347.50 |
| Range |
11.50 |
21.00 |
9.50 |
82.6% |
35.50 |
| ATR |
20.04 |
20.11 |
0.07 |
0.3% |
0.00 |
| Volume |
1,553,985 |
1,324,272 |
-229,713 |
-14.8% |
6,414,477 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.75 |
2,435.50 |
2,396.50 |
|
| R3 |
2,422.75 |
2,414.50 |
2,390.75 |
|
| R2 |
2,401.75 |
2,401.75 |
2,388.75 |
|
| R1 |
2,393.50 |
2,393.50 |
2,387.00 |
2,397.50 |
| PP |
2,380.75 |
2,380.75 |
2,380.75 |
2,383.00 |
| S1 |
2,372.50 |
2,372.50 |
2,383.00 |
2,376.50 |
| S2 |
2,359.75 |
2,359.75 |
2,381.25 |
|
| S3 |
2,338.75 |
2,351.50 |
2,379.25 |
|
| S4 |
2,317.75 |
2,330.50 |
2,373.50 |
|
|
| 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 |
2,389.25 |
2,331.25 |
58.00 |
2.4% |
18.25 |
0.8% |
93% |
True |
False |
1,375,771 |
| 10 |
2,389.25 |
2,322.75 |
66.50 |
2.8% |
19.50 |
0.8% |
94% |
True |
False |
1,427,110 |
| 20 |
2,389.25 |
2,322.75 |
66.50 |
2.8% |
19.25 |
0.8% |
94% |
True |
False |
1,453,383 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.3% |
18.50 |
0.8% |
85% |
False |
False |
1,275,352 |
| 60 |
2,397.25 |
2,257.25 |
140.00 |
5.9% |
17.25 |
0.7% |
91% |
False |
False |
853,146 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.3% |
16.75 |
0.7% |
93% |
False |
False |
640,480 |
| 100 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.75 |
0.7% |
95% |
False |
False |
512,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.50 |
|
2.618 |
2,444.25 |
|
1.618 |
2,423.25 |
|
1.000 |
2,410.25 |
|
0.618 |
2,402.25 |
|
HIGH |
2,389.25 |
|
0.618 |
2,381.25 |
|
0.500 |
2,378.75 |
|
0.382 |
2,376.25 |
|
LOW |
2,368.25 |
|
0.618 |
2,355.25 |
|
1.000 |
2,347.25 |
|
1.618 |
2,334.25 |
|
2.618 |
2,313.25 |
|
4.250 |
2,279.00 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,383.00 |
2,378.25 |
| PP |
2,380.75 |
2,371.50 |
| S1 |
2,378.75 |
2,365.00 |
|