| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,383.00 |
2,381.50 |
-1.50 |
-0.1% |
2,324.00 |
| High |
2,394.75 |
2,388.75 |
-6.00 |
-0.3% |
2,358.25 |
| Low |
2,381.50 |
2,378.75 |
-2.75 |
-0.1% |
2,322.75 |
| Close |
2,382.25 |
2,386.00 |
3.75 |
0.2% |
2,347.50 |
| Range |
13.25 |
10.00 |
-3.25 |
-24.5% |
35.50 |
| ATR |
19.62 |
18.93 |
-0.69 |
-3.5% |
0.00 |
| Volume |
1,493,096 |
1,115,269 |
-377,827 |
-25.3% |
6,414,477 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.50 |
2,410.25 |
2,391.50 |
|
| R3 |
2,404.50 |
2,400.25 |
2,388.75 |
|
| R2 |
2,394.50 |
2,394.50 |
2,387.75 |
|
| R1 |
2,390.25 |
2,390.25 |
2,387.00 |
2,392.50 |
| PP |
2,384.50 |
2,384.50 |
2,384.50 |
2,385.50 |
| S1 |
2,380.25 |
2,380.25 |
2,385.00 |
2,382.50 |
| S2 |
2,374.50 |
2,374.50 |
2,384.25 |
|
| S3 |
2,364.50 |
2,370.25 |
2,383.25 |
|
| S4 |
2,354.50 |
2,360.25 |
2,380.50 |
|
|
| 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 |
2,394.75 |
2,340.50 |
54.25 |
2.3% |
14.25 |
0.6% |
84% |
False |
False |
1,352,881 |
| 10 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
17.50 |
0.7% |
88% |
False |
False |
1,348,817 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
18.50 |
0.8% |
88% |
False |
False |
1,444,879 |
| 40 |
2,394.75 |
2,317.75 |
77.00 |
3.2% |
17.75 |
0.7% |
89% |
False |
False |
1,338,607 |
| 60 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
17.00 |
0.7% |
92% |
False |
False |
896,391 |
| 80 |
2,397.25 |
2,234.00 |
163.25 |
6.8% |
16.50 |
0.7% |
93% |
False |
False |
673,051 |
| 100 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.75 |
0.7% |
95% |
False |
False |
538,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.25 |
|
2.618 |
2,415.00 |
|
1.618 |
2,405.00 |
|
1.000 |
2,398.75 |
|
0.618 |
2,395.00 |
|
HIGH |
2,388.75 |
|
0.618 |
2,385.00 |
|
0.500 |
2,383.75 |
|
0.382 |
2,382.50 |
|
LOW |
2,378.75 |
|
0.618 |
2,372.50 |
|
1.000 |
2,368.75 |
|
1.618 |
2,362.50 |
|
2.618 |
2,352.50 |
|
4.250 |
2,336.25 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.25 |
2,384.50 |
| PP |
2,384.50 |
2,383.00 |
| S1 |
2,383.75 |
2,381.50 |
|