| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,020.0 |
12,071.0 |
51.0 |
0.4% |
12,185.0 |
| High |
12,085.5 |
12,114.5 |
29.0 |
0.2% |
12,210.0 |
| Low |
11,962.5 |
12,031.0 |
68.5 |
0.6% |
11,962.5 |
| Close |
12,055.0 |
12,085.5 |
30.5 |
0.3% |
12,085.5 |
| Range |
123.0 |
83.5 |
-39.5 |
-32.1% |
247.5 |
| ATR |
123.1 |
120.3 |
-2.8 |
-2.3% |
0.0 |
| Volume |
94,943 |
125,039 |
30,096 |
31.7% |
370,751 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,327.5 |
12,290.0 |
12,131.4 |
|
| R3 |
12,244.0 |
12,206.5 |
12,108.5 |
|
| R2 |
12,160.5 |
12,160.5 |
12,100.8 |
|
| R1 |
12,123.0 |
12,123.0 |
12,093.2 |
12,141.8 |
| PP |
12,077.0 |
12,077.0 |
12,077.0 |
12,086.4 |
| S1 |
12,039.5 |
12,039.5 |
12,077.8 |
12,058.3 |
| S2 |
11,993.5 |
11,993.5 |
12,070.2 |
|
| S3 |
11,910.0 |
11,956.0 |
12,062.5 |
|
| S4 |
11,826.5 |
11,872.5 |
12,039.6 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,828.5 |
12,704.5 |
12,221.6 |
|
| R3 |
12,581.0 |
12,457.0 |
12,153.6 |
|
| R2 |
12,333.5 |
12,333.5 |
12,130.9 |
|
| R1 |
12,209.5 |
12,209.5 |
12,108.2 |
12,147.8 |
| PP |
12,086.0 |
12,086.0 |
12,086.0 |
12,055.1 |
| S1 |
11,962.0 |
11,962.0 |
12,062.8 |
11,900.3 |
| S2 |
11,838.5 |
11,838.5 |
12,040.1 |
|
| S3 |
11,591.0 |
11,714.5 |
12,017.4 |
|
| S4 |
11,343.5 |
11,467.0 |
11,949.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,210.0 |
11,962.5 |
247.5 |
2.0% |
120.3 |
1.0% |
50% |
False |
False |
95,697 |
| 10 |
12,297.5 |
11,962.5 |
335.0 |
2.8% |
124.0 |
1.0% |
37% |
False |
False |
89,593 |
| 20 |
12,411.5 |
11,922.5 |
489.0 |
4.0% |
119.9 |
1.0% |
33% |
False |
False |
82,622 |
| 40 |
12,411.5 |
11,751.0 |
660.5 |
5.5% |
112.3 |
0.9% |
51% |
False |
False |
58,831 |
| 60 |
12,411.5 |
11,496.0 |
915.5 |
7.6% |
107.6 |
0.9% |
64% |
False |
False |
39,354 |
| 80 |
12,411.5 |
11,428.0 |
983.5 |
8.1% |
103.6 |
0.9% |
67% |
False |
False |
29,681 |
| 100 |
12,411.5 |
10,439.5 |
1,972.0 |
16.3% |
99.6 |
0.8% |
83% |
False |
False |
23,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,469.4 |
|
2.618 |
12,333.1 |
|
1.618 |
12,249.6 |
|
1.000 |
12,198.0 |
|
0.618 |
12,166.1 |
|
HIGH |
12,114.5 |
|
0.618 |
12,082.6 |
|
0.500 |
12,072.8 |
|
0.382 |
12,062.9 |
|
LOW |
12,031.0 |
|
0.618 |
11,979.4 |
|
1.000 |
11,947.5 |
|
1.618 |
11,895.9 |
|
2.618 |
11,812.4 |
|
4.250 |
11,676.1 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,081.3 |
12,069.8 |
| PP |
12,077.0 |
12,054.2 |
| S1 |
12,072.8 |
12,038.5 |
|