| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,352.75 |
2,365.75 |
13.00 |
0.6% |
2,324.00 |
| High |
2,356.00 |
2,376.75 |
20.75 |
0.9% |
2,358.25 |
| Low |
2,340.50 |
2,365.25 |
24.75 |
1.1% |
2,322.75 |
| Close |
2,347.50 |
2,370.00 |
22.50 |
1.0% |
2,347.50 |
| Range |
15.50 |
11.50 |
-4.00 |
-25.8% |
35.50 |
| ATR |
19.33 |
20.04 |
0.71 |
3.7% |
0.00 |
| Volume |
1,277,783 |
1,553,985 |
276,202 |
21.6% |
6,414,477 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.25 |
2,399.00 |
2,376.25 |
|
| R3 |
2,393.75 |
2,387.50 |
2,373.25 |
|
| R2 |
2,382.25 |
2,382.25 |
2,372.00 |
|
| R1 |
2,376.00 |
2,376.00 |
2,371.00 |
2,379.00 |
| PP |
2,370.75 |
2,370.75 |
2,370.75 |
2,372.25 |
| S1 |
2,364.50 |
2,364.50 |
2,369.00 |
2,367.50 |
| S2 |
2,359.25 |
2,359.25 |
2,368.00 |
|
| S3 |
2,347.75 |
2,353.00 |
2,366.75 |
|
| S4 |
2,336.25 |
2,341.50 |
2,363.75 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.25 |
2,434.00 |
2,367.00 |
|
| R3 |
2,413.75 |
2,398.50 |
2,357.25 |
|
| R2 |
2,378.25 |
2,378.25 |
2,354.00 |
|
| R1 |
2,363.00 |
2,363.00 |
2,350.75 |
2,370.50 |
| PP |
2,342.75 |
2,342.75 |
2,342.75 |
2,346.75 |
| S1 |
2,327.50 |
2,327.50 |
2,344.25 |
2,335.00 |
| S2 |
2,307.25 |
2,307.25 |
2,341.00 |
|
| S3 |
2,271.75 |
2,292.00 |
2,337.75 |
|
| S4 |
2,236.25 |
2,256.50 |
2,328.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,376.75 |
2,330.25 |
46.50 |
2.0% |
17.50 |
0.7% |
85% |
True |
False |
1,397,357 |
| 10 |
2,376.75 |
2,322.75 |
54.00 |
2.3% |
19.00 |
0.8% |
88% |
True |
False |
1,429,813 |
| 20 |
2,376.75 |
2,317.75 |
59.00 |
2.5% |
19.50 |
0.8% |
89% |
True |
False |
1,467,881 |
| 40 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
18.00 |
0.8% |
66% |
False |
False |
1,242,607 |
| 60 |
2,397.25 |
2,257.25 |
140.00 |
5.9% |
17.00 |
0.7% |
81% |
False |
False |
831,157 |
| 80 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.75 |
0.7% |
84% |
False |
False |
623,962 |
| 100 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.75 |
0.7% |
88% |
False |
False |
499,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.50 |
|
2.618 |
2,406.75 |
|
1.618 |
2,395.25 |
|
1.000 |
2,388.25 |
|
0.618 |
2,383.75 |
|
HIGH |
2,376.75 |
|
0.618 |
2,372.25 |
|
0.500 |
2,371.00 |
|
0.382 |
2,369.75 |
|
LOW |
2,365.25 |
|
0.618 |
2,358.25 |
|
1.000 |
2,353.75 |
|
1.618 |
2,346.75 |
|
2.618 |
2,335.25 |
|
4.250 |
2,316.50 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.00 |
2,365.00 |
| PP |
2,370.75 |
2,359.75 |
| S1 |
2,370.25 |
2,354.50 |
|