| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,370.00 |
2,383.00 |
13.00 |
0.5% |
2,324.00 |
| High |
2,389.25 |
2,394.75 |
5.50 |
0.2% |
2,358.25 |
| Low |
2,368.25 |
2,381.50 |
13.25 |
0.6% |
2,322.75 |
| Close |
2,385.00 |
2,382.25 |
-2.75 |
-0.1% |
2,347.50 |
| Range |
21.00 |
13.25 |
-7.75 |
-36.9% |
35.50 |
| ATR |
20.11 |
19.62 |
-0.49 |
-2.4% |
0.00 |
| Volume |
1,324,272 |
1,493,096 |
168,824 |
12.7% |
6,414,477 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.00 |
2,417.25 |
2,389.50 |
|
| R3 |
2,412.75 |
2,404.00 |
2,386.00 |
|
| R2 |
2,399.50 |
2,399.50 |
2,384.75 |
|
| R1 |
2,390.75 |
2,390.75 |
2,383.50 |
2,388.50 |
| PP |
2,386.25 |
2,386.25 |
2,386.25 |
2,385.00 |
| S1 |
2,377.50 |
2,377.50 |
2,381.00 |
2,375.25 |
| S2 |
2,373.00 |
2,373.00 |
2,379.75 |
|
| S3 |
2,359.75 |
2,364.25 |
2,378.50 |
|
| S4 |
2,346.50 |
2,351.00 |
2,375.00 |
|
|
| 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 |
2,394.75 |
2,332.50 |
62.25 |
2.6% |
17.50 |
0.7% |
80% |
True |
False |
1,423,531 |
| 10 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
18.50 |
0.8% |
83% |
True |
False |
1,390,750 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
18.75 |
0.8% |
83% |
True |
False |
1,446,842 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.3% |
18.50 |
0.8% |
81% |
False |
False |
1,311,931 |
| 60 |
2,397.25 |
2,257.25 |
140.00 |
5.9% |
17.25 |
0.7% |
89% |
False |
False |
877,879 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.3% |
16.75 |
0.7% |
91% |
False |
False |
659,131 |
| 100 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.75 |
0.7% |
93% |
False |
False |
527,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.00 |
|
2.618 |
2,429.50 |
|
1.618 |
2,416.25 |
|
1.000 |
2,408.00 |
|
0.618 |
2,403.00 |
|
HIGH |
2,394.75 |
|
0.618 |
2,389.75 |
|
0.500 |
2,388.00 |
|
0.382 |
2,386.50 |
|
LOW |
2,381.50 |
|
0.618 |
2,373.25 |
|
1.000 |
2,368.25 |
|
1.618 |
2,360.00 |
|
2.618 |
2,346.75 |
|
4.250 |
2,325.25 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.00 |
2,381.50 |
| PP |
2,386.25 |
2,380.75 |
| S1 |
2,384.25 |
2,380.00 |
|