| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,282.2 |
1,283.3 |
1.1 |
0.1% |
1,292.4 |
| High |
1,285.2 |
1,290.1 |
4.9 |
0.4% |
1,297.4 |
| Low |
1,278.0 |
1,280.0 |
2.0 |
0.2% |
1,275.4 |
| Close |
1,283.8 |
1,289.1 |
5.3 |
0.4% |
1,289.1 |
| Range |
7.2 |
10.1 |
2.9 |
40.3% |
22.0 |
| ATR |
13.7 |
13.5 |
-0.3 |
-1.9% |
0.0 |
| Volume |
245,618 |
229,598 |
-16,020 |
-6.5% |
1,208,320 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.7 |
1,313.0 |
1,294.7 |
|
| R3 |
1,306.6 |
1,302.9 |
1,291.9 |
|
| R2 |
1,296.5 |
1,296.5 |
1,291.0 |
|
| R1 |
1,292.8 |
1,292.8 |
1,290.0 |
1,294.7 |
| PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,287.3 |
| S1 |
1,282.7 |
1,282.7 |
1,288.2 |
1,284.6 |
| S2 |
1,276.3 |
1,276.3 |
1,287.2 |
|
| S3 |
1,266.2 |
1,272.6 |
1,286.3 |
|
| S4 |
1,256.1 |
1,262.5 |
1,283.5 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.3 |
1,343.2 |
1,301.2 |
|
| R3 |
1,331.3 |
1,321.2 |
1,295.2 |
|
| R2 |
1,309.3 |
1,309.3 |
1,293.1 |
|
| R1 |
1,299.2 |
1,299.2 |
1,291.1 |
1,293.3 |
| PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,284.3 |
| S1 |
1,277.2 |
1,277.2 |
1,287.1 |
1,271.3 |
| S2 |
1,265.3 |
1,265.3 |
1,285.1 |
|
| S3 |
1,243.3 |
1,255.2 |
1,283.1 |
|
| S4 |
1,221.3 |
1,233.2 |
1,277.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.4 |
1,275.4 |
22.0 |
1.7% |
12.5 |
1.0% |
62% |
False |
False |
241,664 |
| 10 |
1,297.4 |
1,248.2 |
49.2 |
3.8% |
13.9 |
1.1% |
83% |
False |
False |
254,463 |
| 20 |
1,297.4 |
1,241.5 |
55.9 |
4.3% |
12.5 |
1.0% |
85% |
False |
False |
201,484 |
| 40 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.6 |
1.0% |
92% |
False |
False |
111,272 |
| 60 |
1,297.4 |
1,186.0 |
111.4 |
8.6% |
13.1 |
1.0% |
93% |
False |
False |
76,045 |
| 80 |
1,297.4 |
1,138.9 |
158.5 |
12.3% |
13.4 |
1.0% |
95% |
False |
False |
58,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.0 |
|
2.618 |
1,316.5 |
|
1.618 |
1,306.4 |
|
1.000 |
1,300.2 |
|
0.618 |
1,296.3 |
|
HIGH |
1,290.1 |
|
0.618 |
1,286.2 |
|
0.500 |
1,285.1 |
|
0.382 |
1,283.9 |
|
LOW |
1,280.0 |
|
0.618 |
1,273.8 |
|
1.000 |
1,269.9 |
|
1.618 |
1,263.7 |
|
2.618 |
1,253.6 |
|
4.250 |
1,237.1 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,287.8 |
1,287.4 |
| PP |
1,286.4 |
1,285.7 |
| S1 |
1,285.1 |
1,284.1 |
|