| 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 |
12,282.0 |
12,326.5 |
44.5 |
0.4% |
12,027.5 |
| High |
12,326.5 |
12,326.5 |
0.0 |
0.0% |
12,367.0 |
| Low |
12,253.0 |
12,193.0 |
-60.0 |
-0.5% |
11,942.5 |
| Close |
12,307.5 |
12,240.0 |
-67.5 |
-0.5% |
12,329.5 |
| Range |
73.5 |
133.5 |
60.0 |
81.6% |
424.5 |
| ATR |
115.8 |
117.0 |
1.3 |
1.1% |
0.0 |
| Volume |
81,548 |
85,185 |
3,637 |
4.5% |
363,716 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,653.7 |
12,580.3 |
12,313.4 |
|
| R3 |
12,520.2 |
12,446.8 |
12,276.7 |
|
| R2 |
12,386.7 |
12,386.7 |
12,264.5 |
|
| R1 |
12,313.3 |
12,313.3 |
12,252.2 |
12,283.3 |
| PP |
12,253.2 |
12,253.2 |
12,253.2 |
12,238.1 |
| S1 |
12,179.8 |
12,179.8 |
12,227.8 |
12,149.8 |
| S2 |
12,119.7 |
12,119.7 |
12,215.5 |
|
| S3 |
11,986.2 |
12,046.3 |
12,203.3 |
|
| S4 |
11,852.7 |
11,912.8 |
12,166.6 |
|
|
| 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 |
12,193.0 |
218.5 |
1.8% |
114.5 |
0.9% |
22% |
False |
True |
77,000 |
| 10 |
12,411.5 |
11,922.5 |
489.0 |
4.0% |
115.7 |
0.9% |
65% |
False |
False |
75,650 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
113.0 |
0.9% |
68% |
False |
False |
71,816 |
| 40 |
12,411.5 |
11,577.0 |
834.5 |
6.8% |
104.7 |
0.9% |
79% |
False |
False |
36,576 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
102.2 |
0.8% |
82% |
False |
False |
24,610 |
| 80 |
12,411.5 |
11,252.5 |
1,159.0 |
9.5% |
94.4 |
0.8% |
85% |
False |
False |
18,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,893.9 |
|
2.618 |
12,676.0 |
|
1.618 |
12,542.5 |
|
1.000 |
12,460.0 |
|
0.618 |
12,409.0 |
|
HIGH |
12,326.5 |
|
0.618 |
12,275.5 |
|
0.500 |
12,259.8 |
|
0.382 |
12,244.0 |
|
LOW |
12,193.0 |
|
0.618 |
12,110.5 |
|
1.000 |
12,059.5 |
|
1.618 |
11,977.0 |
|
2.618 |
11,843.5 |
|
4.250 |
11,625.6 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,259.8 |
12,302.3 |
| PP |
12,253.2 |
12,281.5 |
| S1 |
12,246.6 |
12,260.8 |
|