| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
20,609 |
20,606 |
-3 |
0.0% |
20,599 |
| High |
20,691 |
20,623 |
-68 |
-0.3% |
20,828 |
| Low |
20,551 |
20,448 |
-103 |
-0.5% |
20,451 |
| Close |
20,598 |
20,593 |
-5 |
0.0% |
20,599 |
| Range |
140 |
175 |
35 |
25.0% |
377 |
| ATR |
155 |
156 |
1 |
0.9% |
0 |
| Volume |
139,608 |
191,207 |
51,599 |
37.0% |
774,143 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,080 |
21,011 |
20,689 |
|
| R3 |
20,905 |
20,836 |
20,641 |
|
| R2 |
20,730 |
20,730 |
20,625 |
|
| R1 |
20,661 |
20,661 |
20,609 |
20,608 |
| PP |
20,555 |
20,555 |
20,555 |
20,528 |
| S1 |
20,486 |
20,486 |
20,577 |
20,433 |
| S2 |
20,380 |
20,380 |
20,561 |
|
| S3 |
20,205 |
20,311 |
20,545 |
|
| S4 |
20,030 |
20,136 |
20,497 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,757 |
21,555 |
20,806 |
|
| R3 |
21,380 |
21,178 |
20,703 |
|
| R2 |
21,003 |
21,003 |
20,668 |
|
| R1 |
20,801 |
20,801 |
20,634 |
20,788 |
| PP |
20,626 |
20,626 |
20,626 |
20,619 |
| S1 |
20,424 |
20,424 |
20,565 |
20,411 |
| S2 |
20,249 |
20,249 |
20,530 |
|
| S3 |
19,872 |
20,047 |
20,495 |
|
| S4 |
19,495 |
19,670 |
20,392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,828 |
20,448 |
380 |
1.8% |
194 |
0.9% |
38% |
False |
True |
168,181 |
| 10 |
20,828 |
20,448 |
380 |
1.8% |
161 |
0.8% |
38% |
False |
True |
141,839 |
| 20 |
20,981 |
20,356 |
625 |
3.0% |
159 |
0.8% |
38% |
False |
False |
156,100 |
| 40 |
21,106 |
20,286 |
820 |
4.0% |
139 |
0.7% |
37% |
False |
False |
91,203 |
| 60 |
21,106 |
19,552 |
1,554 |
7.5% |
135 |
0.7% |
67% |
False |
False |
60,843 |
| 80 |
21,106 |
19,552 |
1,554 |
7.5% |
126 |
0.6% |
67% |
False |
False |
45,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,367 |
|
2.618 |
21,081 |
|
1.618 |
20,906 |
|
1.000 |
20,798 |
|
0.618 |
20,731 |
|
HIGH |
20,623 |
|
0.618 |
20,556 |
|
0.500 |
20,536 |
|
0.382 |
20,515 |
|
LOW |
20,448 |
|
0.618 |
20,340 |
|
1.000 |
20,273 |
|
1.618 |
20,165 |
|
2.618 |
19,990 |
|
4.250 |
19,704 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,574 |
20,585 |
| PP |
20,555 |
20,577 |
| S1 |
20,536 |
20,570 |
|