| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,363.0 |
12,282.0 |
-81.0 |
-0.7% |
12,027.5 |
| High |
12,411.5 |
12,326.5 |
-85.0 |
-0.7% |
12,367.0 |
| Low |
12,234.0 |
12,253.0 |
19.0 |
0.2% |
11,942.5 |
| Close |
12,297.0 |
12,307.5 |
10.5 |
0.1% |
12,329.5 |
| Range |
177.5 |
73.5 |
-104.0 |
-58.6% |
424.5 |
| ATR |
119.0 |
115.8 |
-3.3 |
-2.7% |
0.0 |
| Volume |
63,129 |
81,548 |
18,419 |
29.2% |
363,716 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,516.2 |
12,485.3 |
12,347.9 |
|
| R3 |
12,442.7 |
12,411.8 |
12,327.7 |
|
| R2 |
12,369.2 |
12,369.2 |
12,321.0 |
|
| R1 |
12,338.3 |
12,338.3 |
12,314.2 |
12,353.8 |
| PP |
12,295.7 |
12,295.7 |
12,295.7 |
12,303.4 |
| S1 |
12,264.8 |
12,264.8 |
12,300.8 |
12,280.3 |
| S2 |
12,222.2 |
12,222.2 |
12,294.0 |
|
| S3 |
12,148.7 |
12,191.3 |
12,287.3 |
|
| S4 |
12,075.2 |
12,117.8 |
12,267.1 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,486.5 |
13,332.5 |
12,563.0 |
|
| R3 |
13,062.0 |
12,908.0 |
12,446.2 |
|
| R2 |
12,637.5 |
12,637.5 |
12,407.3 |
|
| R1 |
12,483.5 |
12,483.5 |
12,368.4 |
12,560.5 |
| PP |
12,213.0 |
12,213.0 |
12,213.0 |
12,251.5 |
| S1 |
12,059.0 |
12,059.0 |
12,290.6 |
12,136.0 |
| S2 |
11,788.5 |
11,788.5 |
12,251.7 |
|
| S3 |
11,364.0 |
11,634.5 |
12,212.8 |
|
| S4 |
10,939.5 |
11,210.0 |
12,096.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,411.5 |
12,191.5 |
220.0 |
1.8% |
102.6 |
0.8% |
53% |
False |
False |
71,622 |
| 10 |
12,411.5 |
11,878.5 |
533.0 |
4.3% |
112.3 |
0.9% |
80% |
False |
False |
76,309 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.3% |
111.5 |
0.9% |
80% |
False |
False |
68,007 |
| 40 |
12,411.5 |
11,517.0 |
894.5 |
7.3% |
103.7 |
0.8% |
88% |
False |
False |
34,448 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
102.6 |
0.8% |
89% |
False |
False |
23,198 |
| 80 |
12,411.5 |
11,221.5 |
1,190.0 |
9.7% |
94.2 |
0.8% |
91% |
False |
False |
17,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,638.9 |
|
2.618 |
12,518.9 |
|
1.618 |
12,445.4 |
|
1.000 |
12,400.0 |
|
0.618 |
12,371.9 |
|
HIGH |
12,326.5 |
|
0.618 |
12,298.4 |
|
0.500 |
12,289.8 |
|
0.382 |
12,281.1 |
|
LOW |
12,253.0 |
|
0.618 |
12,207.6 |
|
1.000 |
12,179.5 |
|
1.618 |
12,134.1 |
|
2.618 |
12,060.6 |
|
4.250 |
11,940.6 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,301.6 |
12,322.8 |
| PP |
12,295.7 |
12,317.7 |
| S1 |
12,289.8 |
12,312.6 |
|