| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,171.0 |
12,185.0 |
14.0 |
0.1% |
12,262.5 |
| High |
12,179.5 |
12,210.0 |
30.5 |
0.3% |
12,297.5 |
| Low |
12,090.5 |
11,980.5 |
-110.0 |
-0.9% |
12,070.0 |
| Close |
12,129.0 |
12,055.0 |
-74.0 |
-0.6% |
12,129.0 |
| Range |
89.0 |
229.5 |
140.5 |
157.9% |
227.5 |
| ATR |
118.8 |
126.7 |
7.9 |
6.7% |
0.0 |
| Volume |
107,738 |
67,966 |
-39,772 |
-36.9% |
387,928 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,770.3 |
12,642.2 |
12,181.2 |
|
| R3 |
12,540.8 |
12,412.7 |
12,118.1 |
|
| R2 |
12,311.3 |
12,311.3 |
12,097.1 |
|
| R1 |
12,183.2 |
12,183.2 |
12,076.0 |
12,132.5 |
| PP |
12,081.8 |
12,081.8 |
12,081.8 |
12,056.5 |
| S1 |
11,953.7 |
11,953.7 |
12,034.0 |
11,903.0 |
| S2 |
11,852.3 |
11,852.3 |
12,012.9 |
|
| S3 |
11,622.8 |
11,724.2 |
11,991.9 |
|
| S4 |
11,393.3 |
11,494.7 |
11,928.8 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,848.0 |
12,716.0 |
12,254.1 |
|
| R3 |
12,620.5 |
12,488.5 |
12,191.6 |
|
| R2 |
12,393.0 |
12,393.0 |
12,170.7 |
|
| R1 |
12,261.0 |
12,261.0 |
12,149.9 |
12,213.3 |
| PP |
12,165.5 |
12,165.5 |
12,165.5 |
12,141.6 |
| S1 |
12,033.5 |
12,033.5 |
12,108.1 |
11,985.8 |
| S2 |
11,938.0 |
11,938.0 |
12,087.3 |
|
| S3 |
11,710.5 |
11,806.0 |
12,066.4 |
|
| S4 |
11,483.0 |
11,578.5 |
12,003.9 |
|
|
| 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 |
11,980.5 |
317.0 |
2.6% |
143.5 |
1.2% |
24% |
False |
True |
91,178 |
| 10 |
12,411.5 |
11,980.5 |
431.0 |
3.6% |
134.2 |
1.1% |
17% |
False |
True |
82,301 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
124.3 |
1.0% |
33% |
False |
False |
82,169 |
| 40 |
12,411.5 |
11,751.0 |
660.5 |
5.5% |
112.7 |
0.9% |
46% |
False |
False |
51,304 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.6% |
108.7 |
0.9% |
61% |
False |
False |
34,375 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.2% |
101.6 |
0.8% |
64% |
False |
False |
25,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,185.4 |
|
2.618 |
12,810.8 |
|
1.618 |
12,581.3 |
|
1.000 |
12,439.5 |
|
0.618 |
12,351.8 |
|
HIGH |
12,210.0 |
|
0.618 |
12,122.3 |
|
0.500 |
12,095.3 |
|
0.382 |
12,068.2 |
|
LOW |
11,980.5 |
|
0.618 |
11,838.7 |
|
1.000 |
11,751.0 |
|
1.618 |
11,609.2 |
|
2.618 |
11,379.7 |
|
4.250 |
11,005.1 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,095.3 |
12,124.3 |
| PP |
12,081.8 |
12,101.2 |
| S1 |
12,068.4 |
12,078.1 |
|