| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,042.5 |
12,020.0 |
-22.5 |
-0.2% |
12,262.5 |
| High |
12,064.5 |
12,085.5 |
21.0 |
0.2% |
12,297.5 |
| Low |
11,988.0 |
11,962.5 |
-25.5 |
-0.2% |
12,070.0 |
| Close |
12,044.0 |
12,055.0 |
11.0 |
0.1% |
12,129.0 |
| Range |
76.5 |
123.0 |
46.5 |
60.8% |
227.5 |
| ATR |
123.2 |
123.1 |
0.0 |
0.0% |
0.0 |
| Volume |
82,803 |
94,943 |
12,140 |
14.7% |
387,928 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,403.3 |
12,352.2 |
12,122.7 |
|
| R3 |
12,280.3 |
12,229.2 |
12,088.8 |
|
| R2 |
12,157.3 |
12,157.3 |
12,077.6 |
|
| R1 |
12,106.2 |
12,106.2 |
12,066.3 |
12,131.8 |
| PP |
12,034.3 |
12,034.3 |
12,034.3 |
12,047.1 |
| S1 |
11,983.2 |
11,983.2 |
12,043.7 |
12,008.8 |
| S2 |
11,911.3 |
11,911.3 |
12,032.5 |
|
| S3 |
11,788.3 |
11,860.2 |
12,021.2 |
|
| S4 |
11,665.3 |
11,737.2 |
11,987.4 |
|
|
| 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 |
11,962.5 |
305.5 |
2.5% |
128.4 |
1.1% |
30% |
False |
True |
86,298 |
| 10 |
12,326.5 |
11,962.5 |
364.0 |
3.0% |
129.0 |
1.1% |
25% |
False |
True |
85,608 |
| 20 |
12,411.5 |
11,878.5 |
533.0 |
4.4% |
120.6 |
1.0% |
33% |
False |
False |
80,958 |
| 40 |
12,411.5 |
11,751.0 |
660.5 |
5.5% |
111.7 |
0.9% |
46% |
False |
False |
55,718 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.6% |
109.3 |
0.9% |
61% |
False |
False |
37,281 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.2% |
103.0 |
0.9% |
64% |
False |
False |
28,118 |
| 100 |
12,411.5 |
10,439.5 |
1,972.0 |
16.4% |
99.8 |
0.8% |
82% |
False |
False |
22,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,608.3 |
|
2.618 |
12,407.5 |
|
1.618 |
12,284.5 |
|
1.000 |
12,208.5 |
|
0.618 |
12,161.5 |
|
HIGH |
12,085.5 |
|
0.618 |
12,038.5 |
|
0.500 |
12,024.0 |
|
0.382 |
12,009.5 |
|
LOW |
11,962.5 |
|
0.618 |
11,886.5 |
|
1.000 |
11,839.5 |
|
1.618 |
11,763.5 |
|
2.618 |
11,640.5 |
|
4.250 |
11,439.8 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,044.7 |
12,086.3 |
| PP |
12,034.3 |
12,075.8 |
| S1 |
12,024.0 |
12,065.4 |
|