| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1,365.1 |
1,360.7 |
-4.4 |
-0.3% |
1,382.6 |
| High |
1,368.5 |
1,376.8 |
8.3 |
0.6% |
1,389.8 |
| Low |
1,349.7 |
1,359.3 |
9.6 |
0.7% |
1,338.6 |
| Close |
1,361.8 |
1,364.4 |
2.6 |
0.2% |
1,361.8 |
| Range |
18.8 |
17.5 |
-1.3 |
-6.9% |
51.2 |
| ATR |
19.7 |
19.5 |
-0.2 |
-0.8% |
0.0 |
| Volume |
144,867 |
154,111 |
9,244 |
6.4% |
824,996 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.3 |
1,409.3 |
1,374.0 |
|
| R3 |
1,401.8 |
1,391.8 |
1,369.3 |
|
| R2 |
1,384.3 |
1,384.3 |
1,367.5 |
|
| R1 |
1,374.3 |
1,374.3 |
1,366.0 |
1,379.3 |
| PP |
1,366.8 |
1,366.8 |
1,366.8 |
1,369.3 |
| S1 |
1,356.8 |
1,356.8 |
1,362.8 |
1,361.8 |
| S2 |
1,349.3 |
1,349.3 |
1,361.3 |
|
| S3 |
1,331.8 |
1,339.3 |
1,359.5 |
|
| S4 |
1,314.3 |
1,321.8 |
1,354.8 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,517.0 |
1,490.5 |
1,390.0 |
|
| R3 |
1,465.8 |
1,439.5 |
1,376.0 |
|
| R2 |
1,414.5 |
1,414.5 |
1,371.3 |
|
| R1 |
1,388.3 |
1,388.3 |
1,366.5 |
1,375.8 |
| PP |
1,363.5 |
1,363.5 |
1,363.5 |
1,357.3 |
| S1 |
1,337.0 |
1,337.0 |
1,357.0 |
1,324.5 |
| S2 |
1,312.3 |
1,312.3 |
1,352.5 |
|
| S3 |
1,261.0 |
1,285.8 |
1,347.8 |
|
| S4 |
1,209.8 |
1,234.5 |
1,333.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.7 |
1,338.6 |
44.1 |
3.2% |
23.0 |
1.7% |
59% |
False |
False |
162,595 |
| 10 |
1,390.6 |
1,338.6 |
52.0 |
3.8% |
20.0 |
1.5% |
50% |
False |
False |
145,680 |
| 20 |
1,393.5 |
1,331.8 |
61.7 |
4.5% |
20.3 |
1.5% |
53% |
False |
False |
166,722 |
| 40 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
17.3 |
1.3% |
40% |
False |
False |
100,300 |
| 60 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
14.3 |
1.0% |
40% |
False |
False |
66,874 |
| 80 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
12.0 |
0.9% |
40% |
False |
False |
50,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,451.3 |
|
2.618 |
1,422.5 |
|
1.618 |
1,405.0 |
|
1.000 |
1,394.3 |
|
0.618 |
1,387.5 |
|
HIGH |
1,376.8 |
|
0.618 |
1,370.0 |
|
0.500 |
1,368.0 |
|
0.382 |
1,366.0 |
|
LOW |
1,359.3 |
|
0.618 |
1,348.5 |
|
1.000 |
1,341.8 |
|
1.618 |
1,331.0 |
|
2.618 |
1,313.5 |
|
4.250 |
1,285.0 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,368.0 |
1,362.3 |
| PP |
1,366.8 |
1,360.0 |
| S1 |
1,365.5 |
1,357.8 |
|