| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,436.75 |
5,432.75 |
-4.00 |
-0.1% |
5,360.00 |
| High |
5,455.00 |
5,448.00 |
-7.00 |
-0.1% |
5,452.75 |
| Low |
5,403.25 |
5,406.75 |
3.50 |
0.1% |
5,317.25 |
| Close |
5,434.50 |
5,444.00 |
9.50 |
0.2% |
5,438.50 |
| Range |
51.75 |
41.25 |
-10.50 |
-20.3% |
135.50 |
| ATR |
42.98 |
42.86 |
-0.12 |
-0.3% |
0.00 |
| Volume |
264,740 |
195,119 |
-69,621 |
-26.3% |
1,025,253 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,556.75 |
5,541.50 |
5,466.75 |
|
| R3 |
5,515.50 |
5,500.25 |
5,455.25 |
|
| R2 |
5,474.25 |
5,474.25 |
5,451.50 |
|
| R1 |
5,459.00 |
5,459.00 |
5,447.75 |
5,466.50 |
| PP |
5,433.00 |
5,433.00 |
5,433.00 |
5,436.75 |
| S1 |
5,417.75 |
5,417.75 |
5,440.25 |
5,425.50 |
| S2 |
5,391.75 |
5,391.75 |
5,436.50 |
|
| S3 |
5,350.50 |
5,376.50 |
5,432.75 |
|
| S4 |
5,309.25 |
5,335.25 |
5,421.25 |
|
|
| 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 |
5,403.25 |
51.75 |
1.0% |
36.50 |
0.7% |
79% |
False |
False |
192,716 |
| 10 |
5,455.00 |
5,315.00 |
140.00 |
2.6% |
45.25 |
0.8% |
92% |
False |
False |
238,572 |
| 20 |
5,455.00 |
5,315.00 |
140.00 |
2.6% |
43.75 |
0.8% |
92% |
False |
False |
212,915 |
| 40 |
5,455.00 |
5,154.25 |
300.75 |
5.5% |
40.00 |
0.7% |
96% |
False |
False |
107,028 |
| 60 |
5,455.00 |
4,990.25 |
464.75 |
8.5% |
39.00 |
0.7% |
98% |
False |
False |
71,450 |
| 80 |
5,455.00 |
4,839.25 |
615.75 |
11.3% |
40.50 |
0.7% |
98% |
False |
False |
53,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,623.25 |
|
2.618 |
5,556.00 |
|
1.618 |
5,514.75 |
|
1.000 |
5,489.25 |
|
0.618 |
5,473.50 |
|
HIGH |
5,448.00 |
|
0.618 |
5,432.25 |
|
0.500 |
5,427.50 |
|
0.382 |
5,422.50 |
|
LOW |
5,406.75 |
|
0.618 |
5,381.25 |
|
1.000 |
5,365.50 |
|
1.618 |
5,340.00 |
|
2.618 |
5,298.75 |
|
4.250 |
5,231.50 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,438.50 |
5,439.00 |
| PP |
5,433.00 |
5,434.00 |
| S1 |
5,427.50 |
5,429.00 |
|