| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,338.75 |
2,324.00 |
-14.75 |
-0.6% |
2,351.75 |
| High |
2,345.00 |
2,346.00 |
1.00 |
0.0% |
2,363.25 |
| Low |
2,324.00 |
2,322.75 |
-1.25 |
-0.1% |
2,324.00 |
| Close |
2,327.50 |
2,345.00 |
17.50 |
0.8% |
2,327.50 |
| Range |
21.00 |
23.25 |
2.25 |
10.7% |
39.25 |
| ATR |
19.14 |
19.44 |
0.29 |
1.5% |
0.00 |
| Volume |
1,587,079 |
981,675 |
-605,404 |
-38.1% |
6,329,676 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.75 |
2,399.50 |
2,357.75 |
|
| R3 |
2,384.50 |
2,376.25 |
2,351.50 |
|
| R2 |
2,361.25 |
2,361.25 |
2,349.25 |
|
| R1 |
2,353.00 |
2,353.00 |
2,347.25 |
2,357.00 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,340.00 |
| S1 |
2,329.75 |
2,329.75 |
2,342.75 |
2,334.00 |
| S2 |
2,314.75 |
2,314.75 |
2,340.75 |
|
| S3 |
2,291.50 |
2,306.50 |
2,338.50 |
|
| S4 |
2,268.25 |
2,283.25 |
2,332.25 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.00 |
2,431.00 |
2,349.00 |
|
| R3 |
2,416.75 |
2,391.75 |
2,338.25 |
|
| R2 |
2,377.50 |
2,377.50 |
2,334.75 |
|
| R1 |
2,352.50 |
2,352.50 |
2,331.00 |
2,345.50 |
| PP |
2,338.25 |
2,338.25 |
2,338.25 |
2,334.75 |
| S1 |
2,313.25 |
2,313.25 |
2,324.00 |
2,306.00 |
| S2 |
2,299.00 |
2,299.00 |
2,320.25 |
|
| S3 |
2,259.75 |
2,274.00 |
2,316.75 |
|
| S4 |
2,220.50 |
2,234.75 |
2,306.00 |
|
|
| 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 |
2,322.75 |
40.50 |
1.7% |
20.25 |
0.9% |
55% |
False |
True |
1,462,270 |
| 10 |
2,375.00 |
2,322.75 |
52.25 |
2.2% |
21.75 |
0.9% |
43% |
False |
True |
1,524,466 |
| 20 |
2,378.75 |
2,317.75 |
61.00 |
2.6% |
20.50 |
0.9% |
45% |
False |
False |
1,556,506 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.75 |
0.8% |
34% |
False |
False |
1,069,254 |
| 60 |
2,397.25 |
2,246.25 |
151.00 |
6.4% |
17.00 |
0.7% |
65% |
False |
False |
714,965 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
16.25 |
0.7% |
70% |
False |
False |
536,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.75 |
|
2.618 |
2,406.75 |
|
1.618 |
2,383.50 |
|
1.000 |
2,369.25 |
|
0.618 |
2,360.25 |
|
HIGH |
2,346.00 |
|
0.618 |
2,337.00 |
|
0.500 |
2,334.50 |
|
0.382 |
2,331.75 |
|
LOW |
2,322.75 |
|
0.618 |
2,308.50 |
|
1.000 |
2,299.50 |
|
1.618 |
2,285.25 |
|
2.618 |
2,262.00 |
|
4.250 |
2,224.00 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.50 |
2,343.25 |
| PP |
2,338.00 |
2,341.50 |
| S1 |
2,334.50 |
2,339.50 |
|