| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,355.25 |
2,351.75 |
-3.50 |
-0.1% |
2,357.50 |
| High |
2,360.75 |
2,363.25 |
2.50 |
0.1% |
2,375.00 |
| Low |
2,336.75 |
2,347.50 |
10.75 |
0.5% |
2,336.75 |
| Close |
2,352.25 |
2,352.50 |
0.25 |
0.0% |
2,352.25 |
| Range |
24.00 |
15.75 |
-8.25 |
-34.4% |
38.25 |
| ATR |
18.96 |
18.73 |
-0.23 |
-1.2% |
0.00 |
| Volume |
1,473,460 |
1,351,301 |
-122,159 |
-8.3% |
7,933,315 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.75 |
2,392.75 |
2,361.25 |
|
| R3 |
2,386.00 |
2,377.00 |
2,356.75 |
|
| R2 |
2,370.25 |
2,370.25 |
2,355.50 |
|
| R1 |
2,361.25 |
2,361.25 |
2,354.00 |
2,365.75 |
| PP |
2,354.50 |
2,354.50 |
2,354.50 |
2,356.50 |
| S1 |
2,345.50 |
2,345.50 |
2,351.00 |
2,350.00 |
| S2 |
2,338.75 |
2,338.75 |
2,349.50 |
|
| S3 |
2,323.00 |
2,329.75 |
2,348.25 |
|
| S4 |
2,307.25 |
2,314.00 |
2,343.75 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.50 |
2,449.00 |
2,373.25 |
|
| R3 |
2,431.25 |
2,410.75 |
2,362.75 |
|
| R2 |
2,393.00 |
2,393.00 |
2,359.25 |
|
| R1 |
2,372.50 |
2,372.50 |
2,355.75 |
2,363.50 |
| PP |
2,354.75 |
2,354.75 |
2,354.75 |
2,350.25 |
| S1 |
2,334.25 |
2,334.25 |
2,348.75 |
2,325.50 |
| S2 |
2,316.50 |
2,316.50 |
2,345.25 |
|
| S3 |
2,278.25 |
2,296.00 |
2,341.75 |
|
| S4 |
2,240.00 |
2,257.75 |
2,331.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.00 |
2,336.75 |
38.25 |
1.6% |
21.75 |
0.9% |
41% |
False |
False |
1,513,717 |
| 10 |
2,375.00 |
2,333.50 |
41.50 |
1.8% |
19.25 |
0.8% |
46% |
False |
False |
1,479,655 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
19.50 |
0.8% |
49% |
False |
False |
1,592,679 |
| 40 |
2,397.25 |
2,308.25 |
89.00 |
3.8% |
17.25 |
0.7% |
50% |
False |
False |
921,763 |
| 60 |
2,397.25 |
2,246.25 |
151.00 |
6.4% |
16.25 |
0.7% |
70% |
False |
False |
615,737 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.00 |
0.7% |
74% |
False |
False |
462,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.25 |
|
2.618 |
2,404.50 |
|
1.618 |
2,388.75 |
|
1.000 |
2,379.00 |
|
0.618 |
2,373.00 |
|
HIGH |
2,363.25 |
|
0.618 |
2,357.25 |
|
0.500 |
2,355.50 |
|
0.382 |
2,353.50 |
|
LOW |
2,347.50 |
|
0.618 |
2,337.75 |
|
1.000 |
2,331.75 |
|
1.618 |
2,322.00 |
|
2.618 |
2,306.25 |
|
4.250 |
2,280.50 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.50 |
2,351.75 |
| PP |
2,354.50 |
2,350.75 |
| S1 |
2,353.50 |
2,350.00 |
|