| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,251.9 |
1,255.5 |
3.6 |
0.3% |
1,247.2 |
| High |
1,255.9 |
1,263.7 |
7.8 |
0.6% |
1,264.2 |
| Low |
1,246.4 |
1,255.5 |
9.1 |
0.7% |
1,241.5 |
| Close |
1,254.0 |
1,258.4 |
4.4 |
0.4% |
1,251.2 |
| Range |
9.5 |
8.2 |
-1.3 |
-13.7% |
22.7 |
| ATR |
12.9 |
12.7 |
-0.2 |
-1.8% |
0.0 |
| Volume |
142,196 |
158,364 |
16,168 |
11.4% |
731,393 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.8 |
1,279.3 |
1,262.9 |
|
| R3 |
1,275.6 |
1,271.1 |
1,260.7 |
|
| R2 |
1,267.4 |
1,267.4 |
1,259.9 |
|
| R1 |
1,262.9 |
1,262.9 |
1,259.2 |
1,265.2 |
| PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,260.3 |
| S1 |
1,254.7 |
1,254.7 |
1,257.6 |
1,257.0 |
| S2 |
1,251.0 |
1,251.0 |
1,256.9 |
|
| S3 |
1,242.8 |
1,246.5 |
1,256.1 |
|
| S4 |
1,234.6 |
1,238.3 |
1,253.9 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.4 |
1,308.5 |
1,263.7 |
|
| R3 |
1,297.7 |
1,285.8 |
1,257.4 |
|
| R2 |
1,275.0 |
1,275.0 |
1,255.4 |
|
| R1 |
1,263.1 |
1,263.1 |
1,253.3 |
1,269.1 |
| PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,255.3 |
| S1 |
1,240.4 |
1,240.4 |
1,249.1 |
1,246.4 |
| S2 |
1,229.6 |
1,229.6 |
1,247.0 |
|
| S3 |
1,206.9 |
1,217.7 |
1,245.0 |
|
| S4 |
1,184.2 |
1,195.0 |
1,238.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,263.7 |
1,241.5 |
22.2 |
1.8% |
9.8 |
0.8% |
76% |
True |
False |
170,022 |
| 10 |
1,264.2 |
1,241.5 |
22.7 |
1.8% |
10.7 |
0.8% |
74% |
False |
False |
115,451 |
| 20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
11.7 |
0.9% |
91% |
False |
False |
69,506 |
| 40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.5 |
1.0% |
86% |
False |
False |
39,400 |
| 60 |
1,268.1 |
1,178.0 |
90.1 |
7.2% |
13.3 |
1.1% |
89% |
False |
False |
28,389 |
| 80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.2 |
1.0% |
93% |
False |
False |
22,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.6 |
|
2.618 |
1,285.2 |
|
1.618 |
1,277.0 |
|
1.000 |
1,271.9 |
|
0.618 |
1,268.8 |
|
HIGH |
1,263.7 |
|
0.618 |
1,260.6 |
|
0.500 |
1,259.6 |
|
0.382 |
1,258.6 |
|
LOW |
1,255.5 |
|
0.618 |
1,250.4 |
|
1.000 |
1,247.3 |
|
1.618 |
1,242.2 |
|
2.618 |
1,234.0 |
|
4.250 |
1,220.7 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.6 |
1,256.5 |
| PP |
1,259.2 |
1,254.5 |
| S1 |
1,258.8 |
1,252.6 |
|