| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3,347.0 |
3,378.0 |
31.0 |
0.9% |
3,394.0 |
| High |
3,383.0 |
3,391.0 |
8.0 |
0.2% |
3,396.0 |
| Low |
3,338.0 |
3,352.0 |
14.0 |
0.4% |
3,326.0 |
| Close |
3,376.0 |
3,377.0 |
1.0 |
0.0% |
3,377.0 |
| Range |
45.0 |
39.0 |
-6.0 |
-13.3% |
70.0 |
| ATR |
37.8 |
37.9 |
0.1 |
0.2% |
0.0 |
| Volume |
1,152,576 |
1,387,749 |
235,173 |
20.4% |
4,639,185 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,490.3 |
3,472.7 |
3,398.5 |
|
| R3 |
3,451.3 |
3,433.7 |
3,387.7 |
|
| R2 |
3,412.3 |
3,412.3 |
3,384.2 |
|
| R1 |
3,394.7 |
3,394.7 |
3,380.6 |
3,384.0 |
| PP |
3,373.3 |
3,373.3 |
3,373.3 |
3,368.0 |
| S1 |
3,355.7 |
3,355.7 |
3,373.4 |
3,345.0 |
| S2 |
3,334.3 |
3,334.3 |
3,369.9 |
|
| S3 |
3,295.3 |
3,316.7 |
3,366.3 |
|
| S4 |
3,256.3 |
3,277.7 |
3,355.6 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,576.3 |
3,546.7 |
3,415.5 |
|
| R3 |
3,506.3 |
3,476.7 |
3,396.3 |
|
| R2 |
3,436.3 |
3,436.3 |
3,389.8 |
|
| R1 |
3,406.7 |
3,406.7 |
3,383.4 |
3,386.5 |
| PP |
3,366.3 |
3,366.3 |
3,366.3 |
3,356.3 |
| S1 |
3,336.7 |
3,336.7 |
3,370.6 |
3,316.5 |
| S2 |
3,296.3 |
3,296.3 |
3,364.2 |
|
| S3 |
3,226.3 |
3,266.7 |
3,357.8 |
|
| S4 |
3,156.3 |
3,196.7 |
3,338.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,398.0 |
3,326.0 |
72.0 |
2.1% |
42.4 |
1.3% |
71% |
False |
False |
1,113,513 |
| 10 |
3,436.0 |
3,326.0 |
110.0 |
3.3% |
40.6 |
1.2% |
46% |
False |
False |
1,008,570 |
| 20 |
3,441.0 |
3,326.0 |
115.0 |
3.4% |
37.5 |
1.1% |
44% |
False |
False |
934,993 |
| 40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
34.9 |
1.0% |
73% |
False |
False |
778,518 |
| 60 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
33.8 |
1.0% |
79% |
False |
False |
524,565 |
| 80 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
31.7 |
0.9% |
79% |
False |
False |
395,056 |
| 100 |
3,441.0 |
2,915.0 |
526.0 |
15.6% |
30.0 |
0.9% |
88% |
False |
False |
316,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,556.8 |
|
2.618 |
3,493.1 |
|
1.618 |
3,454.1 |
|
1.000 |
3,430.0 |
|
0.618 |
3,415.1 |
|
HIGH |
3,391.0 |
|
0.618 |
3,376.1 |
|
0.500 |
3,371.5 |
|
0.382 |
3,366.9 |
|
LOW |
3,352.0 |
|
0.618 |
3,327.9 |
|
1.000 |
3,313.0 |
|
1.618 |
3,288.9 |
|
2.618 |
3,249.9 |
|
4.250 |
3,186.3 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,375.2 |
3,372.3 |
| PP |
3,373.3 |
3,367.7 |
| S1 |
3,371.5 |
3,363.0 |
|