| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,447.00 |
5,414.00 |
-33.00 |
-0.6% |
5,360.00 |
| High |
5,481.25 |
5,437.25 |
-44.00 |
-0.8% |
5,452.75 |
| Low |
5,409.00 |
5,390.00 |
-19.00 |
-0.4% |
5,317.25 |
| Close |
5,416.25 |
5,422.75 |
6.50 |
0.1% |
5,438.50 |
| Range |
72.25 |
47.25 |
-25.00 |
-34.6% |
135.50 |
| ATR |
44.96 |
45.12 |
0.16 |
0.4% |
0.00 |
| Volume |
301,129 |
287,867 |
-13,262 |
-4.4% |
1,025,253 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,558.50 |
5,537.75 |
5,448.75 |
|
| R3 |
5,511.25 |
5,490.50 |
5,435.75 |
|
| R2 |
5,464.00 |
5,464.00 |
5,431.50 |
|
| R1 |
5,443.25 |
5,443.25 |
5,427.00 |
5,453.50 |
| PP |
5,416.75 |
5,416.75 |
5,416.75 |
5,421.75 |
| S1 |
5,396.00 |
5,396.00 |
5,418.50 |
5,406.50 |
| S2 |
5,369.50 |
5,369.50 |
5,414.00 |
|
| S3 |
5,322.25 |
5,348.75 |
5,409.75 |
|
| S4 |
5,275.00 |
5,301.50 |
5,396.75 |
|
|
| 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 |
5,390.00 |
91.25 |
1.7% |
48.75 |
0.9% |
36% |
False |
True |
243,103 |
| 10 |
5,481.25 |
5,317.25 |
164.00 |
3.0% |
48.00 |
0.9% |
64% |
False |
False |
236,908 |
| 20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
45.75 |
0.8% |
65% |
False |
False |
239,263 |
| 40 |
5,481.25 |
5,186.00 |
295.25 |
5.4% |
41.25 |
0.8% |
80% |
False |
False |
121,731 |
| 60 |
5,481.25 |
4,990.25 |
491.00 |
9.1% |
39.75 |
0.7% |
88% |
False |
False |
81,261 |
| 80 |
5,481.25 |
4,850.25 |
631.00 |
11.6% |
41.00 |
0.8% |
91% |
False |
False |
60,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,638.00 |
|
2.618 |
5,561.00 |
|
1.618 |
5,513.75 |
|
1.000 |
5,484.50 |
|
0.618 |
5,466.50 |
|
HIGH |
5,437.25 |
|
0.618 |
5,419.25 |
|
0.500 |
5,413.50 |
|
0.382 |
5,408.00 |
|
LOW |
5,390.00 |
|
0.618 |
5,360.75 |
|
1.000 |
5,342.75 |
|
1.618 |
5,313.50 |
|
2.618 |
5,266.25 |
|
4.250 |
5,189.25 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,419.75 |
5,435.50 |
| PP |
5,416.75 |
5,431.25 |
| S1 |
5,413.50 |
5,427.00 |
|