| 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 |
1,256.8 |
1,277.2 |
20.4 |
1.6% |
1,251.9 |
| High |
1,277.4 |
1,289.0 |
11.6 |
0.9% |
1,273.3 |
| Low |
1,254.7 |
1,273.8 |
19.1 |
1.5% |
1,245.4 |
| Close |
1,274.2 |
1,278.1 |
3.9 |
0.3% |
1,257.3 |
| Range |
22.7 |
15.2 |
-7.5 |
-33.0% |
27.9 |
| ATR |
13.9 |
14.0 |
0.1 |
0.7% |
0.0 |
| Volume |
292,142 |
251,097 |
-41,045 |
-14.0% |
1,077,976 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.9 |
1,317.2 |
1,286.5 |
|
| R3 |
1,310.7 |
1,302.0 |
1,282.3 |
|
| R2 |
1,295.5 |
1,295.5 |
1,280.9 |
|
| R1 |
1,286.8 |
1,286.8 |
1,279.5 |
1,291.2 |
| PP |
1,280.3 |
1,280.3 |
1,280.3 |
1,282.5 |
| S1 |
1,271.6 |
1,271.6 |
1,276.7 |
1,276.0 |
| S2 |
1,265.1 |
1,265.1 |
1,275.3 |
|
| S3 |
1,249.9 |
1,256.4 |
1,273.9 |
|
| S4 |
1,234.7 |
1,241.2 |
1,269.7 |
|
|
| 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 |
1,289.0 |
1,248.2 |
40.8 |
3.2% |
15.8 |
1.2% |
73% |
True |
False |
253,222 |
| 10 |
1,289.0 |
1,241.5 |
47.5 |
3.7% |
13.4 |
1.1% |
77% |
True |
False |
218,627 |
| 20 |
1,289.0 |
1,221.3 |
67.7 |
5.3% |
12.5 |
1.0% |
84% |
True |
False |
138,189 |
| 40 |
1,289.0 |
1,198.0 |
91.0 |
7.1% |
12.8 |
1.0% |
88% |
True |
False |
76,054 |
| 60 |
1,289.0 |
1,186.0 |
103.0 |
8.1% |
13.3 |
1.0% |
89% |
True |
False |
52,619 |
| 80 |
1,289.0 |
1,133.5 |
155.5 |
12.2% |
13.2 |
1.0% |
93% |
True |
False |
40,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,353.6 |
|
2.618 |
1,328.8 |
|
1.618 |
1,313.6 |
|
1.000 |
1,304.2 |
|
0.618 |
1,298.4 |
|
HIGH |
1,289.0 |
|
0.618 |
1,283.2 |
|
0.500 |
1,281.4 |
|
0.382 |
1,279.6 |
|
LOW |
1,273.8 |
|
0.618 |
1,264.4 |
|
1.000 |
1,258.6 |
|
1.618 |
1,249.2 |
|
2.618 |
1,234.0 |
|
4.250 |
1,209.2 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,281.4 |
1,274.9 |
| PP |
1,280.3 |
1,271.8 |
| S1 |
1,279.2 |
1,268.6 |
|