| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,351.75 |
2,338.75 |
-13.00 |
-0.6% |
2,357.50 |
| High |
2,356.50 |
2,345.00 |
-11.50 |
-0.5% |
2,375.00 |
| Low |
2,337.50 |
2,324.00 |
-13.50 |
-0.6% |
2,336.75 |
| Close |
2,340.75 |
2,327.50 |
-13.25 |
-0.6% |
2,352.25 |
| Range |
19.00 |
21.00 |
2.00 |
10.5% |
38.25 |
| ATR |
19.00 |
19.14 |
0.14 |
0.8% |
0.00 |
| Volume |
1,534,596 |
1,587,079 |
52,483 |
3.4% |
7,933,315 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.25 |
2,382.25 |
2,339.00 |
|
| R3 |
2,374.25 |
2,361.25 |
2,333.25 |
|
| R2 |
2,353.25 |
2,353.25 |
2,331.25 |
|
| R1 |
2,340.25 |
2,340.25 |
2,329.50 |
2,336.25 |
| PP |
2,332.25 |
2,332.25 |
2,332.25 |
2,330.00 |
| S1 |
2,319.25 |
2,319.25 |
2,325.50 |
2,315.25 |
| S2 |
2,311.25 |
2,311.25 |
2,323.75 |
|
| S3 |
2,290.25 |
2,298.25 |
2,321.75 |
|
| S4 |
2,269.25 |
2,277.25 |
2,316.00 |
|
|
| 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 |
2,363.25 |
2,324.00 |
39.25 |
1.7% |
20.50 |
0.9% |
9% |
False |
True |
1,560,627 |
| 10 |
2,375.00 |
2,324.00 |
51.00 |
2.2% |
20.50 |
0.9% |
7% |
False |
True |
1,583,187 |
| 20 |
2,382.25 |
2,317.75 |
64.50 |
2.8% |
19.75 |
0.8% |
15% |
False |
False |
1,571,290 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.50 |
0.7% |
12% |
False |
False |
1,044,960 |
| 60 |
2,397.25 |
2,246.25 |
151.00 |
6.5% |
16.75 |
0.7% |
54% |
False |
False |
698,634 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
16.00 |
0.7% |
60% |
False |
False |
524,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.25 |
|
2.618 |
2,400.00 |
|
1.618 |
2,379.00 |
|
1.000 |
2,366.00 |
|
0.618 |
2,358.00 |
|
HIGH |
2,345.00 |
|
0.618 |
2,337.00 |
|
0.500 |
2,334.50 |
|
0.382 |
2,332.00 |
|
LOW |
2,324.00 |
|
0.618 |
2,311.00 |
|
1.000 |
2,303.00 |
|
1.618 |
2,290.00 |
|
2.618 |
2,269.00 |
|
4.250 |
2,234.75 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,334.50 |
2,340.25 |
| PP |
2,332.25 |
2,336.00 |
| S1 |
2,329.75 |
2,331.75 |
|