| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,507.0 |
12,459.0 |
-48.0 |
-0.4% |
12,185.0 |
| High |
12,511.0 |
12,497.0 |
-14.0 |
-0.1% |
12,210.0 |
| Low |
12,451.5 |
12,445.5 |
-6.0 |
0.0% |
11,962.5 |
| Close |
12,501.0 |
12,465.5 |
-35.5 |
-0.3% |
12,085.5 |
| Range |
59.5 |
51.5 |
-8.0 |
-13.4% |
247.5 |
| ATR |
130.8 |
125.5 |
-5.4 |
-4.1% |
0.0 |
| Volume |
64,093 |
61,789 |
-2,304 |
-3.6% |
370,751 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,623.8 |
12,596.2 |
12,493.8 |
|
| R3 |
12,572.3 |
12,544.7 |
12,479.7 |
|
| R2 |
12,520.8 |
12,520.8 |
12,474.9 |
|
| R1 |
12,493.2 |
12,493.2 |
12,470.2 |
12,507.0 |
| PP |
12,469.3 |
12,469.3 |
12,469.3 |
12,476.3 |
| S1 |
12,441.7 |
12,441.7 |
12,460.8 |
12,455.5 |
| S2 |
12,417.8 |
12,417.8 |
12,456.1 |
|
| S3 |
12,366.3 |
12,390.2 |
12,451.3 |
|
| S4 |
12,314.8 |
12,338.7 |
12,437.2 |
|
|
| 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 |
12,031.0 |
487.5 |
3.9% |
98.9 |
0.8% |
89% |
False |
False |
77,499 |
| 10 |
12,518.5 |
11,962.5 |
556.0 |
4.5% |
113.7 |
0.9% |
90% |
False |
False |
81,898 |
| 20 |
12,518.5 |
11,962.5 |
556.0 |
4.5% |
114.9 |
0.9% |
90% |
False |
False |
80,084 |
| 40 |
12,518.5 |
11,878.5 |
640.0 |
5.1% |
112.1 |
0.9% |
92% |
False |
False |
65,294 |
| 60 |
12,518.5 |
11,496.0 |
1,022.5 |
8.2% |
107.7 |
0.9% |
95% |
False |
False |
43,709 |
| 80 |
12,518.5 |
11,456.0 |
1,062.5 |
8.5% |
103.6 |
0.8% |
95% |
False |
False |
32,954 |
| 100 |
12,518.5 |
10,695.5 |
1,823.0 |
14.6% |
98.5 |
0.8% |
97% |
False |
False |
26,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,715.9 |
|
2.618 |
12,631.8 |
|
1.618 |
12,580.3 |
|
1.000 |
12,548.5 |
|
0.618 |
12,528.8 |
|
HIGH |
12,497.0 |
|
0.618 |
12,477.3 |
|
0.500 |
12,471.3 |
|
0.382 |
12,465.2 |
|
LOW |
12,445.5 |
|
0.618 |
12,413.7 |
|
1.000 |
12,394.0 |
|
1.618 |
12,362.2 |
|
2.618 |
12,310.7 |
|
4.250 |
12,226.6 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,471.3 |
12,482.0 |
| PP |
12,469.3 |
12,476.5 |
| S1 |
12,467.4 |
12,471.0 |
|