| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,254.5 |
1,275.0 |
20.5 |
1.6% |
1,247.5 |
| High |
1,273.5 |
1,285.1 |
11.6 |
0.9% |
1,269.1 |
| Low |
1,254.5 |
1,272.0 |
17.5 |
1.4% |
1,242.7 |
| Close |
1,271.2 |
1,275.3 |
4.1 |
0.3% |
1,254.3 |
| Range |
19.0 |
13.1 |
-5.9 |
-31.1% |
26.4 |
| ATR |
13.5 |
13.5 |
0.0 |
0.2% |
0.0 |
| Volume |
401 |
492 |
91 |
22.7% |
3,405 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.8 |
1,309.1 |
1,282.5 |
|
| R3 |
1,303.7 |
1,296.0 |
1,278.9 |
|
| R2 |
1,290.6 |
1,290.6 |
1,277.7 |
|
| R1 |
1,282.9 |
1,282.9 |
1,276.5 |
1,286.8 |
| PP |
1,277.5 |
1,277.5 |
1,277.5 |
1,279.4 |
| S1 |
1,269.8 |
1,269.8 |
1,274.1 |
1,273.7 |
| S2 |
1,264.4 |
1,264.4 |
1,272.9 |
|
| S3 |
1,251.3 |
1,256.7 |
1,271.7 |
|
| S4 |
1,238.2 |
1,243.6 |
1,268.1 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.6 |
1,320.8 |
1,268.8 |
|
| R3 |
1,308.2 |
1,294.4 |
1,261.6 |
|
| R2 |
1,281.8 |
1,281.8 |
1,259.1 |
|
| R1 |
1,268.0 |
1,268.0 |
1,256.7 |
1,274.9 |
| PP |
1,255.4 |
1,255.4 |
1,255.4 |
1,258.8 |
| S1 |
1,241.6 |
1,241.6 |
1,251.9 |
1,248.5 |
| S2 |
1,229.0 |
1,229.0 |
1,249.5 |
|
| S3 |
1,202.6 |
1,215.2 |
1,247.0 |
|
| S4 |
1,176.2 |
1,188.8 |
1,239.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,285.1 |
1,246.8 |
38.3 |
3.0% |
13.8 |
1.1% |
74% |
True |
False |
337 |
| 10 |
1,285.1 |
1,238.7 |
46.4 |
3.6% |
12.1 |
0.9% |
79% |
True |
False |
6,403 |
| 20 |
1,285.1 |
1,218.1 |
67.0 |
5.3% |
11.8 |
0.9% |
85% |
True |
False |
110,850 |
| 40 |
1,285.1 |
1,194.5 |
90.6 |
7.1% |
12.5 |
1.0% |
89% |
True |
False |
168,737 |
| 60 |
1,285.1 |
1,182.6 |
102.5 |
8.0% |
13.3 |
1.0% |
90% |
True |
False |
164,067 |
| 80 |
1,285.1 |
1,129.9 |
155.2 |
12.2% |
13.4 |
1.0% |
94% |
True |
False |
126,782 |
| 100 |
1,285.1 |
1,127.2 |
157.9 |
12.4% |
14.1 |
1.1% |
94% |
True |
False |
102,342 |
| 120 |
1,343.9 |
1,127.2 |
216.7 |
17.0% |
14.9 |
1.2% |
68% |
False |
False |
85,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.8 |
|
2.618 |
1,319.4 |
|
1.618 |
1,306.3 |
|
1.000 |
1,298.2 |
|
0.618 |
1,293.2 |
|
HIGH |
1,285.1 |
|
0.618 |
1,280.1 |
|
0.500 |
1,278.6 |
|
0.382 |
1,277.0 |
|
LOW |
1,272.0 |
|
0.618 |
1,263.9 |
|
1.000 |
1,258.9 |
|
1.618 |
1,250.8 |
|
2.618 |
1,237.7 |
|
4.250 |
1,216.3 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,278.6 |
1,272.2 |
| PP |
1,277.5 |
1,269.1 |
| S1 |
1,276.4 |
1,266.0 |
|