| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,277.2 |
1,288.3 |
11.1 |
0.9% |
1,251.9 |
| High |
1,289.0 |
1,290.7 |
1.7 |
0.1% |
1,273.3 |
| Low |
1,273.8 |
1,283.8 |
10.0 |
0.8% |
1,245.4 |
| Close |
1,278.1 |
1,288.5 |
10.4 |
0.8% |
1,257.3 |
| Range |
15.2 |
6.9 |
-8.3 |
-54.6% |
27.9 |
| ATR |
14.0 |
13.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
251,097 |
235,464 |
-15,633 |
-6.2% |
1,077,976 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.4 |
1,305.3 |
1,292.3 |
|
| R3 |
1,301.5 |
1,298.4 |
1,290.4 |
|
| R2 |
1,294.6 |
1,294.6 |
1,289.8 |
|
| R1 |
1,291.5 |
1,291.5 |
1,289.1 |
1,293.1 |
| PP |
1,287.7 |
1,287.7 |
1,287.7 |
1,288.4 |
| S1 |
1,284.6 |
1,284.6 |
1,287.9 |
1,286.2 |
| S2 |
1,280.8 |
1,280.8 |
1,287.2 |
|
| S3 |
1,273.9 |
1,277.7 |
1,286.6 |
|
| S4 |
1,267.0 |
1,270.8 |
1,284.7 |
|
|
| 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 |
1,290.7 |
1,248.2 |
42.5 |
3.3% |
15.3 |
1.2% |
95% |
True |
False |
267,262 |
| 10 |
1,290.7 |
1,241.5 |
49.2 |
3.8% |
12.9 |
1.0% |
96% |
True |
False |
220,408 |
| 20 |
1,290.7 |
1,227.3 |
63.4 |
4.9% |
12.0 |
0.9% |
97% |
True |
False |
149,076 |
| 40 |
1,290.7 |
1,198.0 |
92.7 |
7.2% |
12.5 |
1.0% |
98% |
True |
False |
81,833 |
| 60 |
1,290.7 |
1,186.0 |
104.7 |
8.1% |
13.2 |
1.0% |
98% |
True |
False |
56,477 |
| 80 |
1,290.7 |
1,133.5 |
157.2 |
12.2% |
13.1 |
1.0% |
99% |
True |
False |
43,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,320.0 |
|
2.618 |
1,308.8 |
|
1.618 |
1,301.9 |
|
1.000 |
1,297.6 |
|
0.618 |
1,295.0 |
|
HIGH |
1,290.7 |
|
0.618 |
1,288.1 |
|
0.500 |
1,287.3 |
|
0.382 |
1,286.4 |
|
LOW |
1,283.8 |
|
0.618 |
1,279.5 |
|
1.000 |
1,276.9 |
|
1.618 |
1,272.6 |
|
2.618 |
1,265.7 |
|
4.250 |
1,254.5 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.1 |
1,283.2 |
| PP |
1,287.7 |
1,278.0 |
| S1 |
1,287.3 |
1,272.7 |
|