| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
5,369.00 |
5,352.75 |
-16.25 |
-0.3% |
5,420.75 |
| High |
5,399.50 |
5,399.50 |
0.00 |
0.0% |
5,443.75 |
| Low |
5,347.50 |
5,347.75 |
0.25 |
0.0% |
5,347.50 |
| Close |
5,359.00 |
5,395.25 |
36.25 |
0.7% |
5,359.00 |
| Range |
52.00 |
51.75 |
-0.25 |
-0.5% |
96.25 |
| ATR |
47.16 |
47.48 |
0.33 |
0.7% |
0.00 |
| Volume |
278,784 |
148,626 |
-130,158 |
-46.7% |
1,059,568 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,536.00 |
5,517.50 |
5,423.75 |
|
| R3 |
5,484.25 |
5,465.75 |
5,409.50 |
|
| R2 |
5,432.50 |
5,432.50 |
5,404.75 |
|
| R1 |
5,414.00 |
5,414.00 |
5,400.00 |
5,423.25 |
| PP |
5,380.75 |
5,380.75 |
5,380.75 |
5,385.50 |
| S1 |
5,362.25 |
5,362.25 |
5,390.50 |
5,371.50 |
| S2 |
5,329.00 |
5,329.00 |
5,385.75 |
|
| S3 |
5,277.25 |
5,310.50 |
5,381.00 |
|
| S4 |
5,225.50 |
5,258.75 |
5,366.75 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,672.25 |
5,611.75 |
5,412.00 |
|
| R3 |
5,576.00 |
5,515.50 |
5,385.50 |
|
| R2 |
5,479.75 |
5,479.75 |
5,376.75 |
|
| R1 |
5,419.25 |
5,419.25 |
5,367.75 |
5,401.50 |
| PP |
5,383.50 |
5,383.50 |
5,383.50 |
5,374.50 |
| S1 |
5,323.00 |
5,323.00 |
5,350.25 |
5,305.00 |
| S2 |
5,287.25 |
5,287.25 |
5,341.25 |
|
| S3 |
5,191.00 |
5,226.75 |
5,332.50 |
|
| S4 |
5,094.75 |
5,130.50 |
5,306.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,443.75 |
5,347.50 |
96.25 |
1.8% |
51.25 |
1.0% |
50% |
False |
False |
241,638 |
| 10 |
5,481.25 |
5,347.50 |
133.75 |
2.5% |
52.25 |
1.0% |
36% |
False |
False |
250,085 |
| 20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
51.25 |
0.9% |
48% |
False |
False |
249,307 |
| 40 |
5,481.25 |
5,287.00 |
194.25 |
3.6% |
44.00 |
0.8% |
56% |
False |
False |
157,952 |
| 60 |
5,481.25 |
5,028.00 |
453.25 |
8.4% |
41.50 |
0.8% |
81% |
False |
False |
105,434 |
| 80 |
5,481.25 |
4,850.25 |
631.00 |
11.7% |
41.00 |
0.8% |
86% |
False |
False |
79,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,619.50 |
|
2.618 |
5,535.00 |
|
1.618 |
5,483.25 |
|
1.000 |
5,451.25 |
|
0.618 |
5,431.50 |
|
HIGH |
5,399.50 |
|
0.618 |
5,379.75 |
|
0.500 |
5,373.50 |
|
0.382 |
5,367.50 |
|
LOW |
5,347.75 |
|
0.618 |
5,315.75 |
|
1.000 |
5,296.00 |
|
1.618 |
5,264.00 |
|
2.618 |
5,212.25 |
|
4.250 |
5,127.75 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,388.00 |
5,390.25 |
| PP |
5,380.75 |
5,385.25 |
| S1 |
5,373.50 |
5,380.00 |
|