| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,167.0 |
12,211.5 |
44.5 |
0.4% |
12,363.0 |
| High |
12,270.0 |
12,279.5 |
9.5 |
0.1% |
12,411.5 |
| Low |
12,142.0 |
12,168.0 |
26.0 |
0.2% |
12,142.0 |
| Close |
12,263.0 |
12,245.0 |
-18.0 |
-0.1% |
12,245.0 |
| Range |
128.0 |
111.5 |
-16.5 |
-12.9% |
269.5 |
| ATR |
117.8 |
117.4 |
-0.5 |
-0.4% |
0.0 |
| Volume |
74,814 |
62,444 |
-12,370 |
-16.5% |
367,120 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,565.3 |
12,516.7 |
12,306.3 |
|
| R3 |
12,453.8 |
12,405.2 |
12,275.7 |
|
| R2 |
12,342.3 |
12,342.3 |
12,265.4 |
|
| R1 |
12,293.7 |
12,293.7 |
12,255.2 |
12,318.0 |
| PP |
12,230.8 |
12,230.8 |
12,230.8 |
12,243.0 |
| S1 |
12,182.2 |
12,182.2 |
12,234.8 |
12,206.5 |
| S2 |
12,119.3 |
12,119.3 |
12,224.6 |
|
| S3 |
12,007.8 |
12,070.7 |
12,214.3 |
|
| S4 |
11,896.3 |
11,959.2 |
12,183.7 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,074.7 |
12,929.3 |
12,393.2 |
|
| R3 |
12,805.2 |
12,659.8 |
12,319.1 |
|
| R2 |
12,535.7 |
12,535.7 |
12,294.4 |
|
| R1 |
12,390.3 |
12,390.3 |
12,269.7 |
12,328.3 |
| PP |
12,266.2 |
12,266.2 |
12,266.2 |
12,235.1 |
| S1 |
12,120.8 |
12,120.8 |
12,220.3 |
12,058.8 |
| S2 |
11,996.7 |
11,996.7 |
12,195.6 |
|
| S3 |
11,727.2 |
11,851.3 |
12,170.9 |
|
| S4 |
11,457.7 |
11,581.8 |
12,096.8 |
|
|
| 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% |
124.8 |
1.0% |
38% |
False |
False |
73,424 |
| 10 |
12,411.5 |
11,942.5 |
469.0 |
3.8% |
115.0 |
0.9% |
64% |
False |
False |
73,083 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
113.4 |
0.9% |
69% |
False |
False |
75,655 |
| 40 |
12,411.5 |
11,701.0 |
710.5 |
5.8% |
106.4 |
0.9% |
77% |
False |
False |
40,000 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
103.7 |
0.8% |
83% |
False |
False |
26,884 |
| 80 |
12,411.5 |
11,381.5 |
1,030.0 |
8.4% |
95.4 |
0.8% |
84% |
False |
False |
20,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,753.4 |
|
2.618 |
12,571.4 |
|
1.618 |
12,459.9 |
|
1.000 |
12,391.0 |
|
0.618 |
12,348.4 |
|
HIGH |
12,279.5 |
|
0.618 |
12,236.9 |
|
0.500 |
12,223.8 |
|
0.382 |
12,210.6 |
|
LOW |
12,168.0 |
|
0.618 |
12,099.1 |
|
1.000 |
12,056.5 |
|
1.618 |
11,987.6 |
|
2.618 |
11,876.1 |
|
4.250 |
11,694.1 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,237.9 |
12,241.4 |
| PP |
12,230.8 |
12,237.8 |
| S1 |
12,223.8 |
12,234.3 |
|