| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,440.75 |
5,436.75 |
-4.00 |
-0.1% |
5,360.00 |
| High |
5,452.75 |
5,455.00 |
2.25 |
0.0% |
5,452.75 |
| Low |
5,421.00 |
5,403.25 |
-17.75 |
-0.3% |
5,317.25 |
| Close |
5,438.50 |
5,434.50 |
-4.00 |
-0.1% |
5,438.50 |
| Range |
31.75 |
51.75 |
20.00 |
63.0% |
135.50 |
| ATR |
42.31 |
42.98 |
0.67 |
1.6% |
0.00 |
| Volume |
166,661 |
264,740 |
98,079 |
58.8% |
1,025,253 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,586.25 |
5,562.00 |
5,463.00 |
|
| R3 |
5,534.50 |
5,510.25 |
5,448.75 |
|
| R2 |
5,482.75 |
5,482.75 |
5,444.00 |
|
| R1 |
5,458.50 |
5,458.50 |
5,439.25 |
5,444.75 |
| PP |
5,431.00 |
5,431.00 |
5,431.00 |
5,424.00 |
| S1 |
5,406.75 |
5,406.75 |
5,429.75 |
5,393.00 |
| S2 |
5,379.25 |
5,379.25 |
5,425.00 |
|
| S3 |
5,327.50 |
5,355.00 |
5,420.25 |
|
| S4 |
5,275.75 |
5,303.25 |
5,406.00 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,809.25 |
5,759.50 |
5,513.00 |
|
| R3 |
5,673.75 |
5,624.00 |
5,475.75 |
|
| R2 |
5,538.25 |
5,538.25 |
5,463.25 |
|
| R1 |
5,488.50 |
5,488.50 |
5,451.00 |
5,513.50 |
| PP |
5,402.75 |
5,402.75 |
5,402.75 |
5,415.25 |
| S1 |
5,353.00 |
5,353.00 |
5,426.00 |
5,378.00 |
| S2 |
5,267.25 |
5,267.25 |
5,413.75 |
|
| S3 |
5,131.75 |
5,217.50 |
5,401.25 |
|
| S4 |
4,996.25 |
5,082.00 |
5,364.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,455.00 |
5,363.50 |
91.50 |
1.7% |
40.50 |
0.7% |
78% |
True |
False |
202,698 |
| 10 |
5,455.00 |
5,315.00 |
140.00 |
2.6% |
52.25 |
1.0% |
85% |
True |
False |
260,534 |
| 20 |
5,455.00 |
5,315.00 |
140.00 |
2.6% |
43.25 |
0.8% |
85% |
True |
False |
203,506 |
| 40 |
5,455.00 |
5,140.50 |
314.50 |
5.8% |
39.50 |
0.7% |
93% |
True |
False |
102,160 |
| 60 |
5,455.00 |
4,953.25 |
501.75 |
9.2% |
39.25 |
0.7% |
96% |
True |
False |
68,201 |
| 80 |
5,455.00 |
4,765.50 |
689.50 |
12.7% |
41.00 |
0.8% |
97% |
True |
False |
51,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,675.00 |
|
2.618 |
5,590.50 |
|
1.618 |
5,538.75 |
|
1.000 |
5,506.75 |
|
0.618 |
5,487.00 |
|
HIGH |
5,455.00 |
|
0.618 |
5,435.25 |
|
0.500 |
5,429.00 |
|
0.382 |
5,423.00 |
|
LOW |
5,403.25 |
|
0.618 |
5,371.25 |
|
1.000 |
5,351.50 |
|
1.618 |
5,319.50 |
|
2.618 |
5,267.75 |
|
4.250 |
5,183.25 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,432.75 |
5,432.75 |
| PP |
5,431.00 |
5,431.00 |
| S1 |
5,429.00 |
5,429.00 |
|