| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
12,459.0 |
12,454.0 |
-5.0 |
0.0% |
12,305.0 |
| High |
12,497.0 |
12,479.0 |
-18.0 |
-0.1% |
12,518.5 |
| Low |
12,445.5 |
12,426.0 |
-19.5 |
-0.2% |
12,271.5 |
| Close |
12,465.5 |
12,467.5 |
2.0 |
0.0% |
12,467.5 |
| Range |
51.5 |
53.0 |
1.5 |
2.9% |
247.0 |
| ATR |
125.5 |
120.3 |
-5.2 |
-4.1% |
0.0 |
| Volume |
61,789 |
66,978 |
5,189 |
8.4% |
329,436 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,616.5 |
12,595.0 |
12,496.7 |
|
| R3 |
12,563.5 |
12,542.0 |
12,482.1 |
|
| R2 |
12,510.5 |
12,510.5 |
12,477.2 |
|
| R1 |
12,489.0 |
12,489.0 |
12,472.4 |
12,499.8 |
| PP |
12,457.5 |
12,457.5 |
12,457.5 |
12,462.9 |
| S1 |
12,436.0 |
12,436.0 |
12,462.6 |
12,446.8 |
| S2 |
12,404.5 |
12,404.5 |
12,457.8 |
|
| S3 |
12,351.5 |
12,383.0 |
12,452.9 |
|
| S4 |
12,298.5 |
12,330.0 |
12,438.4 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,160.2 |
13,060.8 |
12,603.4 |
|
| R3 |
12,913.2 |
12,813.8 |
12,535.4 |
|
| R2 |
12,666.2 |
12,666.2 |
12,512.8 |
|
| R1 |
12,566.8 |
12,566.8 |
12,490.1 |
12,616.5 |
| PP |
12,419.2 |
12,419.2 |
12,419.2 |
12,444.0 |
| S1 |
12,319.8 |
12,319.8 |
12,444.9 |
12,369.5 |
| S2 |
12,172.2 |
12,172.2 |
12,422.2 |
|
| S3 |
11,925.2 |
12,072.8 |
12,399.6 |
|
| S4 |
11,678.2 |
11,825.8 |
12,331.7 |
|
|
| 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 |
12,271.5 |
247.0 |
2.0% |
92.8 |
0.7% |
79% |
False |
False |
65,887 |
| 10 |
12,518.5 |
11,962.5 |
556.0 |
4.5% |
106.6 |
0.9% |
91% |
False |
False |
80,792 |
| 20 |
12,518.5 |
11,962.5 |
556.0 |
4.5% |
113.8 |
0.9% |
91% |
False |
False |
80,518 |
| 40 |
12,518.5 |
11,878.5 |
640.0 |
5.1% |
107.5 |
0.9% |
92% |
False |
False |
66,904 |
| 60 |
12,518.5 |
11,496.0 |
1,022.5 |
8.2% |
107.0 |
0.9% |
95% |
False |
False |
44,817 |
| 80 |
12,518.5 |
11,456.0 |
1,062.5 |
8.5% |
103.4 |
0.8% |
95% |
False |
False |
33,788 |
| 100 |
12,518.5 |
10,927.0 |
1,591.5 |
12.8% |
97.5 |
0.8% |
97% |
False |
False |
27,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,704.3 |
|
2.618 |
12,617.8 |
|
1.618 |
12,564.8 |
|
1.000 |
12,532.0 |
|
0.618 |
12,511.8 |
|
HIGH |
12,479.0 |
|
0.618 |
12,458.8 |
|
0.500 |
12,452.5 |
|
0.382 |
12,446.2 |
|
LOW |
12,426.0 |
|
0.618 |
12,393.2 |
|
1.000 |
12,373.0 |
|
1.618 |
12,340.2 |
|
2.618 |
12,287.2 |
|
4.250 |
12,200.8 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,462.5 |
12,468.5 |
| PP |
12,457.5 |
12,468.2 |
| S1 |
12,452.5 |
12,467.8 |
|