| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,283.3 |
1,280.0 |
-3.3 |
-0.3% |
1,292.4 |
| High |
1,290.1 |
1,280.0 |
-10.1 |
-0.8% |
1,297.4 |
| Low |
1,280.0 |
1,266.0 |
-14.0 |
-1.1% |
1,275.4 |
| Close |
1,289.1 |
1,277.5 |
-11.6 |
-0.9% |
1,289.1 |
| Range |
10.1 |
14.0 |
3.9 |
38.6% |
22.0 |
| ATR |
13.5 |
14.2 |
0.7 |
5.1% |
0.0 |
| Volume |
229,598 |
302,842 |
73,244 |
31.9% |
1,208,320 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.5 |
1,311.0 |
1,285.2 |
|
| R3 |
1,302.5 |
1,297.0 |
1,281.4 |
|
| R2 |
1,288.5 |
1,288.5 |
1,280.1 |
|
| R1 |
1,283.0 |
1,283.0 |
1,278.8 |
1,278.8 |
| PP |
1,274.5 |
1,274.5 |
1,274.5 |
1,272.4 |
| S1 |
1,269.0 |
1,269.0 |
1,276.2 |
1,264.8 |
| S2 |
1,260.5 |
1,260.5 |
1,274.9 |
|
| S3 |
1,246.5 |
1,255.0 |
1,273.7 |
|
| S4 |
1,232.5 |
1,241.0 |
1,269.8 |
|
|
| 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 |
1,294.4 |
1,266.0 |
28.4 |
2.2% |
12.5 |
1.0% |
40% |
False |
True |
263,899 |
| 10 |
1,297.4 |
1,248.2 |
49.2 |
3.9% |
13.2 |
1.0% |
60% |
False |
False |
247,206 |
| 20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.7 |
1.0% |
64% |
False |
False |
214,071 |
| 40 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
80% |
False |
False |
118,613 |
| 60 |
1,297.4 |
1,186.0 |
111.4 |
8.7% |
13.0 |
1.0% |
82% |
False |
False |
80,970 |
| 80 |
1,297.4 |
1,143.1 |
154.3 |
12.1% |
13.4 |
1.0% |
87% |
False |
False |
62,205 |
| 100 |
1,297.4 |
1,129.8 |
167.6 |
13.1% |
13.4 |
1.1% |
88% |
False |
False |
50,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.5 |
|
2.618 |
1,316.7 |
|
1.618 |
1,302.7 |
|
1.000 |
1,294.0 |
|
0.618 |
1,288.7 |
|
HIGH |
1,280.0 |
|
0.618 |
1,274.7 |
|
0.500 |
1,273.0 |
|
0.382 |
1,271.3 |
|
LOW |
1,266.0 |
|
0.618 |
1,257.3 |
|
1.000 |
1,252.0 |
|
1.618 |
1,243.3 |
|
2.618 |
1,229.3 |
|
4.250 |
1,206.5 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.0 |
1,278.1 |
| PP |
1,274.5 |
1,277.9 |
| S1 |
1,273.0 |
1,277.7 |
|