| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,262.5 |
12,200.5 |
-62.0 |
-0.5% |
12,363.0 |
| High |
12,297.5 |
12,248.0 |
-49.5 |
-0.4% |
12,411.5 |
| Low |
12,200.5 |
12,070.0 |
-130.5 |
-1.1% |
12,142.0 |
| Close |
12,243.5 |
12,154.5 |
-89.0 |
-0.7% |
12,245.0 |
| Range |
97.0 |
178.0 |
81.0 |
83.5% |
269.5 |
| ATR |
115.9 |
120.3 |
4.4 |
3.8% |
0.0 |
| Volume |
110,026 |
92,122 |
-17,904 |
-16.3% |
367,120 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,691.5 |
12,601.0 |
12,252.4 |
|
| R3 |
12,513.5 |
12,423.0 |
12,203.5 |
|
| R2 |
12,335.5 |
12,335.5 |
12,187.1 |
|
| R1 |
12,245.0 |
12,245.0 |
12,170.8 |
12,201.3 |
| PP |
12,157.5 |
12,157.5 |
12,157.5 |
12,135.6 |
| S1 |
12,067.0 |
12,067.0 |
12,138.2 |
12,023.3 |
| S2 |
11,979.5 |
11,979.5 |
12,121.9 |
|
| S3 |
11,801.5 |
11,889.0 |
12,105.6 |
|
| S4 |
11,623.5 |
11,711.0 |
12,056.6 |
|
|
| 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 |
12,070.0 |
256.5 |
2.1% |
129.6 |
1.1% |
33% |
False |
True |
84,918 |
| 10 |
12,411.5 |
12,070.0 |
341.5 |
2.8% |
116.1 |
1.0% |
25% |
False |
True |
78,270 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
119.2 |
1.0% |
52% |
False |
False |
78,620 |
| 40 |
12,411.5 |
11,722.0 |
689.5 |
5.7% |
108.9 |
0.9% |
63% |
False |
False |
45,019 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.5% |
104.9 |
0.9% |
72% |
False |
False |
30,184 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.1% |
97.4 |
0.8% |
74% |
False |
False |
22,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,004.5 |
|
2.618 |
12,714.0 |
|
1.618 |
12,536.0 |
|
1.000 |
12,426.0 |
|
0.618 |
12,358.0 |
|
HIGH |
12,248.0 |
|
0.618 |
12,180.0 |
|
0.500 |
12,159.0 |
|
0.382 |
12,138.0 |
|
LOW |
12,070.0 |
|
0.618 |
11,960.0 |
|
1.000 |
11,892.0 |
|
1.618 |
11,782.0 |
|
2.618 |
11,604.0 |
|
4.250 |
11,313.5 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,159.0 |
12,183.8 |
| PP |
12,157.5 |
12,174.0 |
| S1 |
12,156.0 |
12,164.3 |
|