| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,402.0 |
3,432.0 |
30.0 |
0.9% |
3,350.0 |
| High |
3,436.0 |
3,441.0 |
5.0 |
0.1% |
3,436.0 |
| Low |
3,395.0 |
3,388.0 |
-7.0 |
-0.2% |
3,333.0 |
| Close |
3,426.0 |
3,406.0 |
-20.0 |
-0.6% |
3,426.0 |
| Range |
41.0 |
53.0 |
12.0 |
29.3% |
103.0 |
| ATR |
33.0 |
34.4 |
1.4 |
4.3% |
0.0 |
| Volume |
1,069,547 |
1,087,828 |
18,281 |
1.7% |
4,305,290 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,570.7 |
3,541.3 |
3,435.2 |
|
| R3 |
3,517.7 |
3,488.3 |
3,420.6 |
|
| R2 |
3,464.7 |
3,464.7 |
3,415.7 |
|
| R1 |
3,435.3 |
3,435.3 |
3,410.9 |
3,423.5 |
| PP |
3,411.7 |
3,411.7 |
3,411.7 |
3,405.8 |
| S1 |
3,382.3 |
3,382.3 |
3,401.1 |
3,370.5 |
| S2 |
3,358.7 |
3,358.7 |
3,396.3 |
|
| S3 |
3,305.7 |
3,329.3 |
3,391.4 |
|
| S4 |
3,252.7 |
3,276.3 |
3,376.9 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,707.3 |
3,669.7 |
3,482.7 |
|
| R3 |
3,604.3 |
3,566.7 |
3,454.3 |
|
| R2 |
3,501.3 |
3,501.3 |
3,444.9 |
|
| R1 |
3,463.7 |
3,463.7 |
3,435.4 |
3,482.5 |
| PP |
3,398.3 |
3,398.3 |
3,398.3 |
3,407.8 |
| S1 |
3,360.7 |
3,360.7 |
3,416.6 |
3,379.5 |
| S2 |
3,295.3 |
3,295.3 |
3,407.1 |
|
| S3 |
3,192.3 |
3,257.7 |
3,397.7 |
|
| S4 |
3,089.3 |
3,154.7 |
3,369.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,441.0 |
3,363.0 |
78.0 |
2.3% |
35.4 |
1.0% |
55% |
True |
False |
907,703 |
| 10 |
3,441.0 |
3,321.0 |
120.0 |
3.5% |
37.1 |
1.1% |
71% |
True |
False |
923,463 |
| 20 |
3,441.0 |
3,295.0 |
146.0 |
4.3% |
32.7 |
1.0% |
76% |
True |
False |
959,690 |
| 40 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
32.2 |
0.9% |
89% |
True |
False |
493,355 |
| 60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
31.1 |
0.9% |
89% |
True |
False |
331,117 |
| 80 |
3,441.0 |
3,095.0 |
346.0 |
10.2% |
28.8 |
0.8% |
90% |
True |
False |
249,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.3 |
|
2.618 |
3,579.8 |
|
1.618 |
3,526.8 |
|
1.000 |
3,494.0 |
|
0.618 |
3,473.8 |
|
HIGH |
3,441.0 |
|
0.618 |
3,420.8 |
|
0.500 |
3,414.5 |
|
0.382 |
3,408.2 |
|
LOW |
3,388.0 |
|
0.618 |
3,355.2 |
|
1.000 |
3,335.0 |
|
1.618 |
3,302.2 |
|
2.618 |
3,249.2 |
|
4.250 |
3,162.8 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,414.5 |
3,414.5 |
| PP |
3,411.7 |
3,411.7 |
| S1 |
3,408.8 |
3,408.8 |
|