| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,255.6 |
1,256.8 |
1.2 |
0.1% |
1,251.9 |
| High |
1,258.9 |
1,277.4 |
18.5 |
1.5% |
1,273.3 |
| Low |
1,248.2 |
1,254.7 |
6.5 |
0.5% |
1,245.4 |
| Close |
1,253.9 |
1,274.2 |
20.3 |
1.6% |
1,257.3 |
| Range |
10.7 |
22.7 |
12.0 |
112.1% |
27.9 |
| ATR |
13.1 |
13.9 |
0.7 |
5.6% |
0.0 |
| Volume |
182,195 |
292,142 |
109,947 |
60.3% |
1,077,976 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.9 |
1,328.2 |
1,286.7 |
|
| R3 |
1,314.2 |
1,305.5 |
1,280.4 |
|
| R2 |
1,291.5 |
1,291.5 |
1,278.4 |
|
| R1 |
1,282.8 |
1,282.8 |
1,276.3 |
1,287.2 |
| PP |
1,268.8 |
1,268.8 |
1,268.8 |
1,270.9 |
| S1 |
1,260.1 |
1,260.1 |
1,272.1 |
1,264.5 |
| S2 |
1,246.1 |
1,246.1 |
1,270.0 |
|
| S3 |
1,223.4 |
1,237.4 |
1,268.0 |
|
| S4 |
1,200.7 |
1,214.7 |
1,261.7 |
|
|
| 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 |
1,277.4 |
1,245.4 |
32.0 |
2.5% |
15.6 |
1.2% |
90% |
True |
False |
250,350 |
| 10 |
1,277.4 |
1,241.5 |
35.9 |
2.8% |
12.7 |
1.0% |
91% |
True |
False |
210,186 |
| 20 |
1,277.4 |
1,200.0 |
77.4 |
6.1% |
13.0 |
1.0% |
96% |
True |
False |
126,642 |
| 40 |
1,277.4 |
1,198.0 |
79.4 |
6.2% |
12.7 |
1.0% |
96% |
True |
False |
70,029 |
| 60 |
1,277.4 |
1,186.0 |
91.4 |
7.2% |
13.4 |
1.0% |
96% |
True |
False |
48,538 |
| 80 |
1,277.4 |
1,129.8 |
147.6 |
11.6% |
13.3 |
1.0% |
98% |
True |
False |
37,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.9 |
|
2.618 |
1,336.8 |
|
1.618 |
1,314.1 |
|
1.000 |
1,300.1 |
|
0.618 |
1,291.4 |
|
HIGH |
1,277.4 |
|
0.618 |
1,268.7 |
|
0.500 |
1,266.1 |
|
0.382 |
1,263.4 |
|
LOW |
1,254.7 |
|
0.618 |
1,240.7 |
|
1.000 |
1,232.0 |
|
1.618 |
1,218.0 |
|
2.618 |
1,195.3 |
|
4.250 |
1,158.2 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.5 |
1,270.4 |
| PP |
1,268.8 |
1,266.6 |
| S1 |
1,266.1 |
1,262.8 |
|