| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,405.0 |
3,420.0 |
15.0 |
0.4% |
3,350.0 |
| High |
3,419.0 |
3,426.0 |
7.0 |
0.2% |
3,436.0 |
| Low |
3,393.0 |
3,385.0 |
-8.0 |
-0.2% |
3,333.0 |
| Close |
3,409.0 |
3,401.0 |
-8.0 |
-0.2% |
3,426.0 |
| Range |
26.0 |
41.0 |
15.0 |
57.7% |
103.0 |
| ATR |
33.8 |
34.4 |
0.5 |
1.5% |
0.0 |
| Volume |
705,207 |
922,660 |
217,453 |
30.8% |
4,305,290 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,527.0 |
3,505.0 |
3,423.6 |
|
| R3 |
3,486.0 |
3,464.0 |
3,412.3 |
|
| R2 |
3,445.0 |
3,445.0 |
3,408.5 |
|
| R1 |
3,423.0 |
3,423.0 |
3,404.8 |
3,413.5 |
| PP |
3,404.0 |
3,404.0 |
3,404.0 |
3,399.3 |
| S1 |
3,382.0 |
3,382.0 |
3,397.2 |
3,372.5 |
| S2 |
3,363.0 |
3,363.0 |
3,393.5 |
|
| S3 |
3,322.0 |
3,341.0 |
3,389.7 |
|
| S4 |
3,281.0 |
3,300.0 |
3,378.5 |
|
|
| 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 |
3,385.0 |
56.0 |
1.6% |
36.4 |
1.1% |
29% |
False |
True |
881,870 |
| 10 |
3,441.0 |
3,333.0 |
108.0 |
3.2% |
34.3 |
1.0% |
63% |
False |
False |
861,416 |
| 20 |
3,441.0 |
3,300.0 |
141.0 |
4.1% |
33.4 |
1.0% |
72% |
False |
False |
1,003,578 |
| 40 |
3,441.0 |
3,165.0 |
276.0 |
8.1% |
32.3 |
0.9% |
86% |
False |
False |
532,672 |
| 60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
31.3 |
0.9% |
87% |
False |
False |
358,245 |
| 80 |
3,441.0 |
3,116.0 |
325.0 |
9.6% |
28.8 |
0.8% |
88% |
False |
False |
269,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,600.3 |
|
2.618 |
3,533.3 |
|
1.618 |
3,492.3 |
|
1.000 |
3,467.0 |
|
0.618 |
3,451.3 |
|
HIGH |
3,426.0 |
|
0.618 |
3,410.3 |
|
0.500 |
3,405.5 |
|
0.382 |
3,400.7 |
|
LOW |
3,385.0 |
|
0.618 |
3,359.7 |
|
1.000 |
3,344.0 |
|
1.618 |
3,318.7 |
|
2.618 |
3,277.7 |
|
4.250 |
3,210.8 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,405.5 |
3,413.0 |
| PP |
3,404.0 |
3,409.0 |
| S1 |
3,402.5 |
3,405.0 |
|