| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,432.75 |
5,447.00 |
14.25 |
0.3% |
5,360.00 |
| High |
5,448.00 |
5,481.25 |
33.25 |
0.6% |
5,452.75 |
| Low |
5,406.75 |
5,409.00 |
2.25 |
0.0% |
5,317.25 |
| Close |
5,444.00 |
5,416.25 |
-27.75 |
-0.5% |
5,438.50 |
| Range |
41.25 |
72.25 |
31.00 |
75.2% |
135.50 |
| ATR |
42.86 |
44.96 |
2.10 |
4.9% |
0.00 |
| Volume |
195,119 |
301,129 |
106,010 |
54.3% |
1,025,253 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,652.25 |
5,606.50 |
5,456.00 |
|
| R3 |
5,580.00 |
5,534.25 |
5,436.00 |
|
| R2 |
5,507.75 |
5,507.75 |
5,429.50 |
|
| R1 |
5,462.00 |
5,462.00 |
5,422.75 |
5,448.75 |
| PP |
5,435.50 |
5,435.50 |
5,435.50 |
5,429.00 |
| S1 |
5,389.75 |
5,389.75 |
5,409.75 |
5,376.50 |
| S2 |
5,363.25 |
5,363.25 |
5,403.00 |
|
| S3 |
5,291.00 |
5,317.50 |
5,396.50 |
|
| S4 |
5,218.75 |
5,245.25 |
5,376.50 |
|
|
| 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 |
5,481.25 |
5,403.25 |
78.00 |
1.4% |
44.25 |
0.8% |
17% |
True |
False |
218,154 |
| 10 |
5,481.25 |
5,317.25 |
164.00 |
3.0% |
46.25 |
0.9% |
60% |
True |
False |
235,099 |
| 20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
45.25 |
0.8% |
61% |
True |
False |
227,285 |
| 40 |
5,481.25 |
5,163.00 |
318.25 |
5.9% |
40.75 |
0.8% |
80% |
True |
False |
114,544 |
| 60 |
5,481.25 |
4,990.25 |
491.00 |
9.1% |
39.75 |
0.7% |
87% |
True |
False |
76,468 |
| 80 |
5,481.25 |
4,839.25 |
642.00 |
11.9% |
41.00 |
0.8% |
90% |
True |
False |
57,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,788.25 |
|
2.618 |
5,670.50 |
|
1.618 |
5,598.25 |
|
1.000 |
5,553.50 |
|
0.618 |
5,526.00 |
|
HIGH |
5,481.25 |
|
0.618 |
5,453.75 |
|
0.500 |
5,445.00 |
|
0.382 |
5,436.50 |
|
LOW |
5,409.00 |
|
0.618 |
5,364.25 |
|
1.000 |
5,336.75 |
|
1.618 |
5,292.00 |
|
2.618 |
5,219.75 |
|
4.250 |
5,102.00 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,445.00 |
5,442.25 |
| PP |
5,435.50 |
5,433.50 |
| S1 |
5,426.00 |
5,425.00 |
|