| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,280.0 |
1,277.9 |
-2.1 |
-0.2% |
1,292.4 |
| High |
1,280.0 |
1,279.9 |
-0.1 |
0.0% |
1,297.4 |
| Low |
1,266.0 |
1,262.8 |
-3.2 |
-0.3% |
1,275.4 |
| Close |
1,277.5 |
1,267.2 |
-10.3 |
-0.8% |
1,289.1 |
| Range |
14.0 |
17.1 |
3.1 |
22.1% |
22.0 |
| ATR |
14.2 |
14.4 |
0.2 |
1.5% |
0.0 |
| Volume |
302,842 |
253,774 |
-49,068 |
-16.2% |
1,208,320 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.3 |
1,311.3 |
1,276.6 |
|
| R3 |
1,304.2 |
1,294.2 |
1,271.9 |
|
| R2 |
1,287.1 |
1,287.1 |
1,270.3 |
|
| R1 |
1,277.1 |
1,277.1 |
1,268.8 |
1,273.6 |
| PP |
1,270.0 |
1,270.0 |
1,270.0 |
1,268.2 |
| S1 |
1,260.0 |
1,260.0 |
1,265.6 |
1,256.5 |
| S2 |
1,252.9 |
1,252.9 |
1,264.1 |
|
| S3 |
1,235.8 |
1,242.9 |
1,262.5 |
|
| S4 |
1,218.7 |
1,225.8 |
1,257.8 |
|
|
| 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 |
1,292.7 |
1,262.8 |
29.9 |
2.4% |
13.1 |
1.0% |
15% |
False |
True |
258,506 |
| 10 |
1,297.4 |
1,254.7 |
42.7 |
3.4% |
13.9 |
1.1% |
29% |
False |
False |
254,363 |
| 20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.7 |
1.0% |
46% |
False |
False |
223,218 |
| 40 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.8 |
1.0% |
70% |
False |
False |
124,803 |
| 60 |
1,297.4 |
1,193.3 |
104.1 |
8.2% |
13.1 |
1.0% |
71% |
False |
False |
85,080 |
| 80 |
1,297.4 |
1,149.8 |
147.6 |
11.6% |
13.5 |
1.1% |
80% |
False |
False |
65,361 |
| 100 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.5 |
1.1% |
82% |
False |
False |
52,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.6 |
|
2.618 |
1,324.7 |
|
1.618 |
1,307.6 |
|
1.000 |
1,297.0 |
|
0.618 |
1,290.5 |
|
HIGH |
1,279.9 |
|
0.618 |
1,273.4 |
|
0.500 |
1,271.4 |
|
0.382 |
1,269.3 |
|
LOW |
1,262.8 |
|
0.618 |
1,252.2 |
|
1.000 |
1,245.7 |
|
1.618 |
1,235.1 |
|
2.618 |
1,218.0 |
|
4.250 |
1,190.1 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.4 |
1,276.5 |
| PP |
1,270.0 |
1,273.4 |
| S1 |
1,268.6 |
1,270.3 |
|