| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,257.6 |
1,253.9 |
-3.7 |
-0.3% |
1,251.9 |
| High |
1,260.9 |
1,273.3 |
12.4 |
1.0% |
1,273.3 |
| Low |
1,251.3 |
1,252.4 |
1.1 |
0.1% |
1,245.4 |
| Close |
1,253.3 |
1,257.3 |
4.0 |
0.3% |
1,257.3 |
| Range |
9.6 |
20.9 |
11.3 |
117.7% |
27.9 |
| ATR |
12.7 |
13.3 |
0.6 |
4.6% |
0.0 |
| Volume |
165,264 |
375,412 |
210,148 |
127.2% |
1,077,976 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.7 |
1,311.4 |
1,268.8 |
|
| R3 |
1,302.8 |
1,290.5 |
1,263.0 |
|
| R2 |
1,281.9 |
1,281.9 |
1,261.1 |
|
| R1 |
1,269.6 |
1,269.6 |
1,259.2 |
1,275.8 |
| PP |
1,261.0 |
1,261.0 |
1,261.0 |
1,264.1 |
| S1 |
1,248.7 |
1,248.7 |
1,255.4 |
1,254.9 |
| S2 |
1,240.1 |
1,240.1 |
1,253.5 |
|
| S3 |
1,219.2 |
1,227.8 |
1,251.6 |
|
| S4 |
1,198.3 |
1,206.9 |
1,245.8 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.4 |
1,327.7 |
1,272.6 |
|
| R3 |
1,314.5 |
1,299.8 |
1,265.0 |
|
| R2 |
1,286.6 |
1,286.6 |
1,262.4 |
|
| R1 |
1,271.9 |
1,271.9 |
1,259.9 |
1,279.3 |
| PP |
1,258.7 |
1,258.7 |
1,258.7 |
1,262.3 |
| S1 |
1,244.0 |
1,244.0 |
1,254.7 |
1,251.4 |
| S2 |
1,230.8 |
1,230.8 |
1,252.2 |
|
| S3 |
1,202.9 |
1,216.1 |
1,249.6 |
|
| S4 |
1,175.0 |
1,188.2 |
1,242.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.3 |
1,245.4 |
27.9 |
2.2% |
12.4 |
1.0% |
43% |
True |
False |
215,595 |
| 10 |
1,273.3 |
1,241.5 |
31.8 |
2.5% |
12.1 |
1.0% |
50% |
True |
False |
180,936 |
| 20 |
1,273.3 |
1,200.0 |
73.3 |
5.8% |
12.3 |
1.0% |
78% |
True |
False |
105,427 |
| 40 |
1,273.3 |
1,198.0 |
75.3 |
6.0% |
12.6 |
1.0% |
79% |
True |
False |
58,392 |
| 60 |
1,273.3 |
1,186.0 |
87.3 |
6.9% |
13.3 |
1.1% |
82% |
True |
False |
40,993 |
| 80 |
1,273.3 |
1,129.8 |
143.5 |
11.4% |
13.3 |
1.1% |
89% |
True |
False |
31,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,362.1 |
|
2.618 |
1,328.0 |
|
1.618 |
1,307.1 |
|
1.000 |
1,294.2 |
|
0.618 |
1,286.2 |
|
HIGH |
1,273.3 |
|
0.618 |
1,265.3 |
|
0.500 |
1,262.9 |
|
0.382 |
1,260.4 |
|
LOW |
1,252.4 |
|
0.618 |
1,239.5 |
|
1.000 |
1,231.5 |
|
1.618 |
1,218.6 |
|
2.618 |
1,197.7 |
|
4.250 |
1,163.6 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.9 |
1,259.4 |
| PP |
1,261.0 |
1,258.7 |
| S1 |
1,259.2 |
1,258.0 |
|