| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,305.0 |
12,460.0 |
155.0 |
1.3% |
12,185.0 |
| High |
12,503.0 |
12,518.5 |
15.5 |
0.1% |
12,210.0 |
| Low |
12,271.5 |
12,450.0 |
178.5 |
1.5% |
11,962.5 |
| Close |
12,466.5 |
12,496.0 |
29.5 |
0.2% |
12,085.5 |
| Range |
231.5 |
68.5 |
-163.0 |
-70.4% |
247.5 |
| ATR |
141.5 |
136.3 |
-5.2 |
-3.7% |
0.0 |
| Volume |
75,801 |
60,775 |
-15,026 |
-19.8% |
370,751 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,693.7 |
12,663.3 |
12,533.7 |
|
| R3 |
12,625.2 |
12,594.8 |
12,514.8 |
|
| R2 |
12,556.7 |
12,556.7 |
12,508.6 |
|
| R1 |
12,526.3 |
12,526.3 |
12,502.3 |
12,541.5 |
| PP |
12,488.2 |
12,488.2 |
12,488.2 |
12,495.8 |
| S1 |
12,457.8 |
12,457.8 |
12,489.7 |
12,473.0 |
| S2 |
12,419.7 |
12,419.7 |
12,483.4 |
|
| S3 |
12,351.2 |
12,389.3 |
12,477.2 |
|
| S4 |
12,282.7 |
12,320.8 |
12,458.3 |
|
|
| 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 |
12,518.5 |
11,962.5 |
556.0 |
4.4% |
116.6 |
0.9% |
96% |
True |
False |
87,872 |
| 10 |
12,518.5 |
11,962.5 |
556.0 |
4.4% |
130.1 |
1.0% |
96% |
True |
False |
89,525 |
| 20 |
12,518.5 |
11,942.5 |
576.0 |
4.6% |
122.5 |
1.0% |
96% |
True |
False |
81,304 |
| 40 |
12,518.5 |
11,811.5 |
707.0 |
5.7% |
112.6 |
0.9% |
97% |
True |
False |
62,221 |
| 60 |
12,518.5 |
11,496.0 |
1,022.5 |
8.2% |
110.7 |
0.9% |
98% |
True |
False |
41,618 |
| 80 |
12,518.5 |
11,428.0 |
1,090.5 |
8.7% |
106.0 |
0.8% |
98% |
True |
False |
31,384 |
| 100 |
12,518.5 |
10,439.5 |
2,079.0 |
16.6% |
100.9 |
0.8% |
99% |
True |
False |
25,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,809.6 |
|
2.618 |
12,697.8 |
|
1.618 |
12,629.3 |
|
1.000 |
12,587.0 |
|
0.618 |
12,560.8 |
|
HIGH |
12,518.5 |
|
0.618 |
12,492.3 |
|
0.500 |
12,484.3 |
|
0.382 |
12,476.2 |
|
LOW |
12,450.0 |
|
0.618 |
12,407.7 |
|
1.000 |
12,381.5 |
|
1.618 |
12,339.2 |
|
2.618 |
12,270.7 |
|
4.250 |
12,158.9 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,492.1 |
12,422.3 |
| PP |
12,488.2 |
12,348.5 |
| S1 |
12,484.3 |
12,274.8 |
|