| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,200.0 |
12,171.0 |
-29.0 |
-0.2% |
12,363.0 |
| High |
12,268.0 |
12,179.5 |
-88.5 |
-0.7% |
12,411.5 |
| Low |
12,144.0 |
12,090.5 |
-53.5 |
-0.4% |
12,142.0 |
| Close |
12,186.5 |
12,129.0 |
-57.5 |
-0.5% |
12,245.0 |
| Range |
124.0 |
89.0 |
-35.0 |
-28.2% |
269.5 |
| ATR |
120.6 |
118.8 |
-1.8 |
-1.5% |
0.0 |
| Volume |
78,042 |
107,738 |
29,696 |
38.1% |
367,120 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,400.0 |
12,353.5 |
12,178.0 |
|
| R3 |
12,311.0 |
12,264.5 |
12,153.5 |
|
| R2 |
12,222.0 |
12,222.0 |
12,145.3 |
|
| R1 |
12,175.5 |
12,175.5 |
12,137.2 |
12,154.3 |
| PP |
12,133.0 |
12,133.0 |
12,133.0 |
12,122.4 |
| S1 |
12,086.5 |
12,086.5 |
12,120.8 |
12,065.3 |
| S2 |
12,044.0 |
12,044.0 |
12,112.7 |
|
| S3 |
11,955.0 |
11,997.5 |
12,104.5 |
|
| S4 |
11,866.0 |
11,908.5 |
12,080.1 |
|
|
| 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 |
12,297.5 |
12,070.0 |
227.5 |
1.9% |
119.9 |
1.0% |
26% |
False |
False |
90,074 |
| 10 |
12,411.5 |
12,070.0 |
341.5 |
2.8% |
123.8 |
1.0% |
17% |
False |
False |
84,174 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
117.8 |
1.0% |
47% |
False |
False |
81,248 |
| 40 |
12,411.5 |
11,722.0 |
689.5 |
5.7% |
109.5 |
0.9% |
59% |
False |
False |
49,639 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.5% |
106.0 |
0.9% |
69% |
False |
False |
33,246 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.1% |
99.1 |
0.8% |
71% |
False |
False |
25,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,557.8 |
|
2.618 |
12,412.5 |
|
1.618 |
12,323.5 |
|
1.000 |
12,268.5 |
|
0.618 |
12,234.5 |
|
HIGH |
12,179.5 |
|
0.618 |
12,145.5 |
|
0.500 |
12,135.0 |
|
0.382 |
12,124.5 |
|
LOW |
12,090.5 |
|
0.618 |
12,035.5 |
|
1.000 |
12,001.5 |
|
1.618 |
11,946.5 |
|
2.618 |
11,857.5 |
|
4.250 |
11,712.3 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,135.0 |
12,169.0 |
| PP |
12,133.0 |
12,155.7 |
| S1 |
12,131.0 |
12,142.3 |
|