| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
2,381.50 |
2,386.25 |
4.75 |
0.2% |
2,365.75 |
| High |
2,388.75 |
2,388.75 |
0.00 |
0.0% |
2,394.75 |
| Low |
2,378.75 |
2,378.25 |
-0.50 |
0.0% |
2,365.25 |
| Close |
2,386.00 |
2,380.50 |
-5.50 |
-0.2% |
2,380.50 |
| Range |
10.00 |
10.50 |
0.50 |
5.0% |
29.50 |
| ATR |
18.93 |
18.33 |
-0.60 |
-3.2% |
0.00 |
| Volume |
1,115,269 |
1,167,297 |
52,028 |
4.7% |
6,653,919 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.00 |
2,407.75 |
2,386.25 |
|
| R3 |
2,403.50 |
2,397.25 |
2,383.50 |
|
| R2 |
2,393.00 |
2,393.00 |
2,382.50 |
|
| R1 |
2,386.75 |
2,386.75 |
2,381.50 |
2,384.50 |
| PP |
2,382.50 |
2,382.50 |
2,382.50 |
2,381.50 |
| S1 |
2,376.25 |
2,376.25 |
2,379.50 |
2,374.00 |
| S2 |
2,372.00 |
2,372.00 |
2,378.50 |
|
| S3 |
2,361.50 |
2,365.75 |
2,377.50 |
|
| S4 |
2,351.00 |
2,355.25 |
2,374.75 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.75 |
2,454.00 |
2,396.75 |
|
| R3 |
2,439.25 |
2,424.50 |
2,388.50 |
|
| R2 |
2,409.75 |
2,409.75 |
2,386.00 |
|
| R1 |
2,395.00 |
2,395.00 |
2,383.25 |
2,402.50 |
| PP |
2,380.25 |
2,380.25 |
2,380.25 |
2,383.75 |
| S1 |
2,365.50 |
2,365.50 |
2,377.75 |
2,373.00 |
| S2 |
2,350.75 |
2,350.75 |
2,375.00 |
|
| S3 |
2,321.25 |
2,336.00 |
2,372.50 |
|
| S4 |
2,291.75 |
2,306.50 |
2,364.25 |
|
|
| 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 |
2,365.25 |
29.50 |
1.2% |
13.25 |
0.6% |
52% |
False |
False |
1,330,783 |
| 10 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
16.50 |
0.7% |
80% |
False |
False |
1,306,839 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
18.50 |
0.8% |
80% |
False |
False |
1,445,013 |
| 40 |
2,394.75 |
2,317.75 |
77.00 |
3.2% |
17.50 |
0.7% |
81% |
False |
False |
1,367,167 |
| 60 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
17.00 |
0.7% |
88% |
False |
False |
915,798 |
| 80 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
16.50 |
0.7% |
89% |
False |
False |
687,613 |
| 100 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.75 |
0.7% |
93% |
False |
False |
550,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.50 |
|
2.618 |
2,416.25 |
|
1.618 |
2,405.75 |
|
1.000 |
2,399.25 |
|
0.618 |
2,395.25 |
|
HIGH |
2,388.75 |
|
0.618 |
2,384.75 |
|
0.500 |
2,383.50 |
|
0.382 |
2,382.25 |
|
LOW |
2,378.25 |
|
0.618 |
2,371.75 |
|
1.000 |
2,367.75 |
|
1.618 |
2,361.25 |
|
2.618 |
2,350.75 |
|
4.250 |
2,333.50 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,383.50 |
2,386.50 |
| PP |
2,382.50 |
2,384.50 |
| S1 |
2,381.50 |
2,382.50 |
|