| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
19,290 |
19,005 |
-285 |
-1.5% |
19,145 |
| High |
19,300 |
19,125 |
-175 |
-0.9% |
19,315 |
| Low |
18,950 |
18,960 |
10 |
0.1% |
18,800 |
| Close |
19,015 |
19,045 |
30 |
0.2% |
19,015 |
| Range |
350 |
165 |
-185 |
-52.9% |
515 |
| ATR |
240 |
235 |
-5 |
-2.2% |
0 |
| Volume |
15,301 |
11,981 |
-3,320 |
-21.7% |
61,864 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,538 |
19,457 |
19,136 |
|
| R3 |
19,373 |
19,292 |
19,091 |
|
| R2 |
19,208 |
19,208 |
19,075 |
|
| R1 |
19,127 |
19,127 |
19,060 |
19,168 |
| PP |
19,043 |
19,043 |
19,043 |
19,064 |
| S1 |
18,962 |
18,962 |
19,030 |
19,003 |
| S2 |
18,878 |
18,878 |
19,015 |
|
| S3 |
18,713 |
18,797 |
19,000 |
|
| S4 |
18,548 |
18,632 |
18,954 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,588 |
20,317 |
19,298 |
|
| R3 |
20,073 |
19,802 |
19,157 |
|
| R2 |
19,558 |
19,558 |
19,110 |
|
| R1 |
19,287 |
19,287 |
19,062 |
19,165 |
| PP |
19,043 |
19,043 |
19,043 |
18,983 |
| S1 |
18,772 |
18,772 |
18,968 |
18,650 |
| S2 |
18,528 |
18,528 |
18,921 |
|
| S3 |
18,013 |
18,257 |
18,874 |
|
| S4 |
17,498 |
17,742 |
18,732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,315 |
18,950 |
365 |
1.9% |
228 |
1.2% |
26% |
False |
False |
12,099 |
| 10 |
19,415 |
18,800 |
615 |
3.2% |
261 |
1.4% |
40% |
False |
False |
13,468 |
| 20 |
19,665 |
18,800 |
865 |
4.5% |
218 |
1.1% |
28% |
False |
False |
11,240 |
| 40 |
19,665 |
18,780 |
885 |
4.6% |
227 |
1.2% |
30% |
False |
False |
6,440 |
| 60 |
19,665 |
18,645 |
1,020 |
5.4% |
233 |
1.2% |
39% |
False |
False |
4,296 |
| 80 |
19,665 |
18,590 |
1,075 |
5.6% |
199 |
1.0% |
42% |
False |
False |
3,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,826 |
|
2.618 |
19,557 |
|
1.618 |
19,392 |
|
1.000 |
19,290 |
|
0.618 |
19,227 |
|
HIGH |
19,125 |
|
0.618 |
19,062 |
|
0.500 |
19,043 |
|
0.382 |
19,023 |
|
LOW |
18,960 |
|
0.618 |
18,858 |
|
1.000 |
18,795 |
|
1.618 |
18,693 |
|
2.618 |
18,528 |
|
4.250 |
18,259 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,044 |
19,125 |
| PP |
19,043 |
19,098 |
| S1 |
19,043 |
19,072 |
|