| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,255.5 |
1,258.2 |
2.7 |
0.2% |
1,247.2 |
| High |
1,263.7 |
1,259.3 |
-4.4 |
-0.3% |
1,264.2 |
| Low |
1,255.5 |
1,245.4 |
-10.1 |
-0.8% |
1,241.5 |
| Close |
1,258.4 |
1,248.5 |
-9.9 |
-0.8% |
1,251.2 |
| Range |
8.2 |
13.9 |
5.7 |
69.5% |
22.7 |
| ATR |
12.7 |
12.8 |
0.1 |
0.7% |
0.0 |
| Volume |
158,364 |
236,740 |
78,376 |
49.5% |
731,393 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,292.8 |
1,284.5 |
1,256.1 |
|
| R3 |
1,278.9 |
1,270.6 |
1,252.3 |
|
| R2 |
1,265.0 |
1,265.0 |
1,251.0 |
|
| R1 |
1,256.7 |
1,256.7 |
1,249.8 |
1,253.9 |
| PP |
1,251.1 |
1,251.1 |
1,251.1 |
1,249.7 |
| S1 |
1,242.8 |
1,242.8 |
1,247.2 |
1,240.0 |
| S2 |
1,237.2 |
1,237.2 |
1,246.0 |
|
| S3 |
1,223.3 |
1,228.9 |
1,244.7 |
|
| S4 |
1,209.4 |
1,215.0 |
1,240.9 |
|
|
| 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% |
11.0 |
0.9% |
32% |
False |
False |
184,033 |
| 10 |
1,264.2 |
1,241.5 |
22.7 |
1.8% |
11.3 |
0.9% |
31% |
False |
False |
135,959 |
| 20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
11.8 |
0.9% |
76% |
False |
False |
80,486 |
| 40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.7 |
1.0% |
72% |
False |
False |
45,145 |
| 60 |
1,268.1 |
1,183.0 |
85.1 |
6.8% |
13.3 |
1.1% |
77% |
False |
False |
32,250 |
| 80 |
1,268.1 |
1,129.8 |
138.3 |
11.1% |
13.3 |
1.1% |
86% |
False |
False |
25,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,318.4 |
|
2.618 |
1,295.7 |
|
1.618 |
1,281.8 |
|
1.000 |
1,273.2 |
|
0.618 |
1,267.9 |
|
HIGH |
1,259.3 |
|
0.618 |
1,254.0 |
|
0.500 |
1,252.4 |
|
0.382 |
1,250.7 |
|
LOW |
1,245.4 |
|
0.618 |
1,236.8 |
|
1.000 |
1,231.5 |
|
1.618 |
1,222.9 |
|
2.618 |
1,209.0 |
|
4.250 |
1,186.3 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.4 |
1,254.6 |
| PP |
1,251.1 |
1,252.5 |
| S1 |
1,249.8 |
1,250.5 |
|