| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,185.0 |
12,042.5 |
-142.5 |
-1.2% |
12,262.5 |
| High |
12,210.0 |
12,064.5 |
-145.5 |
-1.2% |
12,297.5 |
| Low |
11,980.5 |
11,988.0 |
7.5 |
0.1% |
12,070.0 |
| Close |
12,055.0 |
12,044.0 |
-11.0 |
-0.1% |
12,129.0 |
| Range |
229.5 |
76.5 |
-153.0 |
-66.7% |
227.5 |
| ATR |
126.7 |
123.2 |
-3.6 |
-2.8% |
0.0 |
| Volume |
67,966 |
82,803 |
14,837 |
21.8% |
387,928 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,261.7 |
12,229.3 |
12,086.1 |
|
| R3 |
12,185.2 |
12,152.8 |
12,065.0 |
|
| R2 |
12,108.7 |
12,108.7 |
12,058.0 |
|
| R1 |
12,076.3 |
12,076.3 |
12,051.0 |
12,092.5 |
| PP |
12,032.2 |
12,032.2 |
12,032.2 |
12,040.3 |
| S1 |
11,999.8 |
11,999.8 |
12,037.0 |
12,016.0 |
| S2 |
11,955.7 |
11,955.7 |
12,030.0 |
|
| S3 |
11,879.2 |
11,923.3 |
12,023.0 |
|
| S4 |
11,802.7 |
11,846.8 |
12,001.9 |
|
|
| 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 |
12,268.0 |
11,980.5 |
287.5 |
2.4% |
139.4 |
1.2% |
22% |
False |
False |
85,734 |
| 10 |
12,326.5 |
11,980.5 |
346.0 |
2.9% |
124.1 |
1.0% |
18% |
False |
False |
84,268 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
125.4 |
1.0% |
31% |
False |
False |
80,656 |
| 40 |
12,411.5 |
11,751.0 |
660.5 |
5.5% |
113.5 |
0.9% |
44% |
False |
False |
53,360 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.6% |
108.5 |
0.9% |
60% |
False |
False |
35,735 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.2% |
101.9 |
0.8% |
63% |
False |
False |
26,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,389.6 |
|
2.618 |
12,264.8 |
|
1.618 |
12,188.3 |
|
1.000 |
12,141.0 |
|
0.618 |
12,111.8 |
|
HIGH |
12,064.5 |
|
0.618 |
12,035.3 |
|
0.500 |
12,026.3 |
|
0.382 |
12,017.2 |
|
LOW |
11,988.0 |
|
0.618 |
11,940.7 |
|
1.000 |
11,911.5 |
|
1.618 |
11,864.2 |
|
2.618 |
11,787.7 |
|
4.250 |
11,662.9 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,038.1 |
12,095.3 |
| PP |
12,032.2 |
12,078.2 |
| S1 |
12,026.3 |
12,061.1 |
|