| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,420.0 |
3,381.0 |
-39.0 |
-1.1% |
3,350.0 |
| High |
3,426.0 |
3,425.0 |
-1.0 |
0.0% |
3,436.0 |
| Low |
3,385.0 |
3,375.0 |
-10.0 |
-0.3% |
3,333.0 |
| Close |
3,401.0 |
3,423.0 |
22.0 |
0.6% |
3,426.0 |
| Range |
41.0 |
50.0 |
9.0 |
22.0% |
103.0 |
| ATR |
34.4 |
35.5 |
1.1 |
3.3% |
0.0 |
| Volume |
922,660 |
1,010,097 |
87,437 |
9.5% |
4,305,290 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,557.7 |
3,540.3 |
3,450.5 |
|
| R3 |
3,507.7 |
3,490.3 |
3,436.8 |
|
| R2 |
3,457.7 |
3,457.7 |
3,432.2 |
|
| R1 |
3,440.3 |
3,440.3 |
3,427.6 |
3,449.0 |
| PP |
3,407.7 |
3,407.7 |
3,407.7 |
3,412.0 |
| S1 |
3,390.3 |
3,390.3 |
3,418.4 |
3,399.0 |
| S2 |
3,357.7 |
3,357.7 |
3,413.8 |
|
| S3 |
3,307.7 |
3,340.3 |
3,409.3 |
|
| S4 |
3,257.7 |
3,290.3 |
3,395.5 |
|
|
| 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 |
3,375.0 |
66.0 |
1.9% |
42.2 |
1.2% |
73% |
False |
True |
959,067 |
| 10 |
3,441.0 |
3,333.0 |
108.0 |
3.2% |
35.2 |
1.0% |
83% |
False |
False |
879,448 |
| 20 |
3,441.0 |
3,310.0 |
131.0 |
3.8% |
34.0 |
1.0% |
86% |
False |
False |
1,013,162 |
| 40 |
3,441.0 |
3,186.0 |
255.0 |
7.4% |
32.6 |
1.0% |
93% |
False |
False |
557,239 |
| 60 |
3,441.0 |
3,135.0 |
306.0 |
8.9% |
31.8 |
0.9% |
94% |
False |
False |
374,913 |
| 80 |
3,441.0 |
3,125.0 |
316.0 |
9.2% |
29.1 |
0.8% |
94% |
False |
False |
281,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,637.5 |
|
2.618 |
3,555.9 |
|
1.618 |
3,505.9 |
|
1.000 |
3,475.0 |
|
0.618 |
3,455.9 |
|
HIGH |
3,425.0 |
|
0.618 |
3,405.9 |
|
0.500 |
3,400.0 |
|
0.382 |
3,394.1 |
|
LOW |
3,375.0 |
|
0.618 |
3,344.1 |
|
1.000 |
3,325.0 |
|
1.618 |
3,294.1 |
|
2.618 |
3,244.1 |
|
4.250 |
3,162.5 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,415.3 |
3,415.5 |
| PP |
3,407.7 |
3,408.0 |
| S1 |
3,400.0 |
3,400.5 |
|