| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,357.50 |
2,354.25 |
-3.25 |
-0.1% |
2,337.00 |
| High |
2,363.25 |
2,358.75 |
-4.50 |
-0.2% |
2,366.75 |
| Low |
2,340.00 |
2,344.75 |
4.75 |
0.2% |
2,317.75 |
| Close |
2,356.00 |
2,356.50 |
0.50 |
0.0% |
2,359.25 |
| Range |
23.25 |
14.00 |
-9.25 |
-39.8% |
49.00 |
| ATR |
17.46 |
17.21 |
-0.25 |
-1.4% |
0.00 |
| Volume |
1,716,027 |
1,209,054 |
-506,973 |
-29.5% |
7,126,171 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.25 |
2,390.00 |
2,364.25 |
|
| R3 |
2,381.25 |
2,376.00 |
2,360.25 |
|
| R2 |
2,367.25 |
2,367.25 |
2,359.00 |
|
| R1 |
2,362.00 |
2,362.00 |
2,357.75 |
2,364.50 |
| PP |
2,353.25 |
2,353.25 |
2,353.25 |
2,354.75 |
| S1 |
2,348.00 |
2,348.00 |
2,355.25 |
2,350.50 |
| S2 |
2,339.25 |
2,339.25 |
2,354.00 |
|
| S3 |
2,325.25 |
2,334.00 |
2,352.75 |
|
| S4 |
2,311.25 |
2,320.00 |
2,348.75 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.00 |
2,476.00 |
2,386.25 |
|
| R3 |
2,446.00 |
2,427.00 |
2,372.75 |
|
| R2 |
2,397.00 |
2,397.00 |
2,368.25 |
|
| R1 |
2,378.00 |
2,378.00 |
2,363.75 |
2,387.50 |
| PP |
2,348.00 |
2,348.00 |
2,348.00 |
2,352.50 |
| S1 |
2,329.00 |
2,329.00 |
2,354.75 |
2,338.50 |
| S2 |
2,299.00 |
2,299.00 |
2,350.25 |
|
| S3 |
2,250.00 |
2,280.00 |
2,345.75 |
|
| S4 |
2,201.00 |
2,231.00 |
2,332.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.75 |
2,340.00 |
26.75 |
1.1% |
14.25 |
0.6% |
62% |
False |
False |
1,362,623 |
| 10 |
2,366.75 |
2,317.75 |
49.00 |
2.1% |
17.75 |
0.8% |
79% |
False |
False |
1,516,650 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
17.50 |
0.7% |
55% |
False |
False |
1,504,845 |
| 40 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
16.25 |
0.7% |
66% |
False |
False |
763,286 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.75 |
0.7% |
74% |
False |
False |
509,859 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.75 |
0.7% |
77% |
False |
False |
382,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.25 |
|
2.618 |
2,395.50 |
|
1.618 |
2,381.50 |
|
1.000 |
2,372.75 |
|
0.618 |
2,367.50 |
|
HIGH |
2,358.75 |
|
0.618 |
2,353.50 |
|
0.500 |
2,351.75 |
|
0.382 |
2,350.00 |
|
LOW |
2,344.75 |
|
0.618 |
2,336.00 |
|
1.000 |
2,330.75 |
|
1.618 |
2,322.00 |
|
2.618 |
2,308.00 |
|
4.250 |
2,285.25 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.00 |
2,355.50 |
| PP |
2,353.25 |
2,354.50 |
| S1 |
2,351.75 |
2,353.50 |
|