| 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 |
12,326.5 |
12,167.0 |
-159.5 |
-1.3% |
12,027.5 |
| High |
12,326.5 |
12,270.0 |
-56.5 |
-0.5% |
12,367.0 |
| Low |
12,193.0 |
12,142.0 |
-51.0 |
-0.4% |
11,942.5 |
| Close |
12,240.0 |
12,263.0 |
23.0 |
0.2% |
12,329.5 |
| Range |
133.5 |
128.0 |
-5.5 |
-4.1% |
424.5 |
| ATR |
117.0 |
117.8 |
0.8 |
0.7% |
0.0 |
| Volume |
85,185 |
74,814 |
-10,371 |
-12.2% |
363,716 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,609.0 |
12,564.0 |
12,333.4 |
|
| R3 |
12,481.0 |
12,436.0 |
12,298.2 |
|
| R2 |
12,353.0 |
12,353.0 |
12,286.5 |
|
| R1 |
12,308.0 |
12,308.0 |
12,274.7 |
12,330.5 |
| PP |
12,225.0 |
12,225.0 |
12,225.0 |
12,236.3 |
| S1 |
12,180.0 |
12,180.0 |
12,251.3 |
12,202.5 |
| S2 |
12,097.0 |
12,097.0 |
12,239.5 |
|
| S3 |
11,969.0 |
12,052.0 |
12,227.8 |
|
| S4 |
11,841.0 |
11,924.0 |
12,192.6 |
|
|
| 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 |
12,142.0 |
269.5 |
2.2% |
127.6 |
1.0% |
45% |
False |
True |
78,274 |
| 10 |
12,411.5 |
11,942.5 |
469.0 |
3.8% |
113.3 |
0.9% |
68% |
False |
False |
75,685 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.3% |
114.3 |
0.9% |
72% |
False |
False |
74,685 |
| 40 |
12,411.5 |
11,676.0 |
735.5 |
6.0% |
105.2 |
0.9% |
80% |
False |
False |
38,443 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
102.8 |
0.8% |
84% |
False |
False |
25,852 |
| 80 |
12,411.5 |
11,299.0 |
1,112.5 |
9.1% |
95.4 |
0.8% |
87% |
False |
False |
19,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,814.0 |
|
2.618 |
12,605.1 |
|
1.618 |
12,477.1 |
|
1.000 |
12,398.0 |
|
0.618 |
12,349.1 |
|
HIGH |
12,270.0 |
|
0.618 |
12,221.1 |
|
0.500 |
12,206.0 |
|
0.382 |
12,190.9 |
|
LOW |
12,142.0 |
|
0.618 |
12,062.9 |
|
1.000 |
12,014.0 |
|
1.618 |
11,934.9 |
|
2.618 |
11,806.9 |
|
4.250 |
11,598.0 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,244.0 |
12,253.4 |
| PP |
12,225.0 |
12,243.8 |
| S1 |
12,206.0 |
12,234.3 |
|