| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,211.5 |
12,262.5 |
51.0 |
0.4% |
12,363.0 |
| High |
12,279.5 |
12,297.5 |
18.0 |
0.1% |
12,411.5 |
| Low |
12,168.0 |
12,200.5 |
32.5 |
0.3% |
12,142.0 |
| Close |
12,245.0 |
12,243.5 |
-1.5 |
0.0% |
12,245.0 |
| Range |
111.5 |
97.0 |
-14.5 |
-13.0% |
269.5 |
| ATR |
117.4 |
115.9 |
-1.5 |
-1.2% |
0.0 |
| Volume |
62,444 |
110,026 |
47,582 |
76.2% |
367,120 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,538.2 |
12,487.8 |
12,296.9 |
|
| R3 |
12,441.2 |
12,390.8 |
12,270.2 |
|
| R2 |
12,344.2 |
12,344.2 |
12,261.3 |
|
| R1 |
12,293.8 |
12,293.8 |
12,252.4 |
12,270.5 |
| PP |
12,247.2 |
12,247.2 |
12,247.2 |
12,235.5 |
| S1 |
12,196.8 |
12,196.8 |
12,234.6 |
12,173.5 |
| S2 |
12,150.2 |
12,150.2 |
12,225.7 |
|
| S3 |
12,053.2 |
12,099.8 |
12,216.8 |
|
| S4 |
11,956.2 |
12,002.8 |
12,190.2 |
|
|
| 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 |
12,326.5 |
12,142.0 |
184.5 |
1.5% |
108.7 |
0.9% |
55% |
False |
False |
82,803 |
| 10 |
12,411.5 |
12,070.5 |
341.0 |
2.8% |
112.8 |
0.9% |
51% |
False |
False |
75,818 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
114.8 |
0.9% |
68% |
False |
False |
77,482 |
| 40 |
12,411.5 |
11,722.0 |
689.5 |
5.6% |
105.6 |
0.9% |
76% |
False |
False |
42,728 |
| 60 |
12,411.5 |
11,456.0 |
955.5 |
7.8% |
104.6 |
0.9% |
82% |
False |
False |
28,656 |
| 80 |
12,411.5 |
11,405.0 |
1,006.5 |
8.2% |
95.8 |
0.8% |
83% |
False |
False |
21,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,709.8 |
|
2.618 |
12,551.4 |
|
1.618 |
12,454.4 |
|
1.000 |
12,394.5 |
|
0.618 |
12,357.4 |
|
HIGH |
12,297.5 |
|
0.618 |
12,260.4 |
|
0.500 |
12,249.0 |
|
0.382 |
12,237.6 |
|
LOW |
12,200.5 |
|
0.618 |
12,140.6 |
|
1.000 |
12,103.5 |
|
1.618 |
12,043.6 |
|
2.618 |
11,946.6 |
|
4.250 |
11,788.3 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,249.0 |
12,235.6 |
| PP |
12,247.2 |
12,227.7 |
| S1 |
12,245.3 |
12,219.8 |
|