| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,460.0 |
12,507.0 |
47.0 |
0.4% |
12,185.0 |
| High |
12,518.5 |
12,511.0 |
-7.5 |
-0.1% |
12,210.0 |
| Low |
12,450.0 |
12,451.5 |
1.5 |
0.0% |
11,962.5 |
| Close |
12,496.0 |
12,501.0 |
5.0 |
0.0% |
12,085.5 |
| Range |
68.5 |
59.5 |
-9.0 |
-13.1% |
247.5 |
| ATR |
136.3 |
130.8 |
-5.5 |
-4.0% |
0.0 |
| Volume |
60,775 |
64,093 |
3,318 |
5.5% |
370,751 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,666.3 |
12,643.2 |
12,533.7 |
|
| R3 |
12,606.8 |
12,583.7 |
12,517.4 |
|
| R2 |
12,547.3 |
12,547.3 |
12,511.9 |
|
| R1 |
12,524.2 |
12,524.2 |
12,506.5 |
12,506.0 |
| PP |
12,487.8 |
12,487.8 |
12,487.8 |
12,478.8 |
| S1 |
12,464.7 |
12,464.7 |
12,495.5 |
12,446.5 |
| S2 |
12,428.3 |
12,428.3 |
12,490.1 |
|
| S3 |
12,368.8 |
12,405.2 |
12,484.6 |
|
| S4 |
12,309.3 |
12,345.7 |
12,468.3 |
|
|
| 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% |
113.2 |
0.9% |
97% |
False |
False |
84,130 |
| 10 |
12,518.5 |
11,962.5 |
556.0 |
4.4% |
126.3 |
1.0% |
97% |
False |
False |
84,932 |
| 20 |
12,518.5 |
11,962.5 |
556.0 |
4.4% |
119.5 |
1.0% |
97% |
False |
False |
80,375 |
| 40 |
12,518.5 |
11,811.5 |
707.0 |
5.7% |
112.5 |
0.9% |
98% |
False |
False |
63,821 |
| 60 |
12,518.5 |
11,496.0 |
1,022.5 |
8.2% |
109.7 |
0.9% |
98% |
False |
False |
42,683 |
| 80 |
12,518.5 |
11,456.0 |
1,062.5 |
8.5% |
104.1 |
0.8% |
98% |
False |
False |
32,183 |
| 100 |
12,518.5 |
10,495.0 |
2,023.5 |
16.2% |
100.4 |
0.8% |
99% |
False |
False |
25,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,763.9 |
|
2.618 |
12,666.8 |
|
1.618 |
12,607.3 |
|
1.000 |
12,570.5 |
|
0.618 |
12,547.8 |
|
HIGH |
12,511.0 |
|
0.618 |
12,488.3 |
|
0.500 |
12,481.3 |
|
0.382 |
12,474.2 |
|
LOW |
12,451.5 |
|
0.618 |
12,414.7 |
|
1.000 |
12,392.0 |
|
1.618 |
12,355.2 |
|
2.618 |
12,295.7 |
|
4.250 |
12,198.6 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,494.4 |
12,465.7 |
| PP |
12,487.8 |
12,430.3 |
| S1 |
12,481.3 |
12,395.0 |
|