| 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 |
18,995 |
18,820 |
-175 |
-0.9% |
19,145 |
| High |
19,080 |
18,845 |
-235 |
-1.2% |
19,315 |
| Low |
18,830 |
18,585 |
-245 |
-1.3% |
18,800 |
| Close |
18,845 |
18,790 |
-55 |
-0.3% |
19,015 |
| Range |
250 |
260 |
10 |
4.0% |
515 |
| ATR |
240 |
242 |
1 |
0.6% |
0 |
| Volume |
14,796 |
17,935 |
3,139 |
21.2% |
61,864 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,520 |
19,415 |
18,933 |
|
| R3 |
19,260 |
19,155 |
18,862 |
|
| R2 |
19,000 |
19,000 |
18,838 |
|
| R1 |
18,895 |
18,895 |
18,814 |
18,818 |
| PP |
18,740 |
18,740 |
18,740 |
18,701 |
| S1 |
18,635 |
18,635 |
18,766 |
18,558 |
| S2 |
18,480 |
18,480 |
18,742 |
|
| S3 |
18,220 |
18,375 |
18,719 |
|
| S4 |
17,960 |
18,115 |
18,647 |
|
|
| 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 |
19,300 |
18,585 |
715 |
3.8% |
266 |
1.4% |
29% |
False |
True |
14,920 |
| 10 |
19,315 |
18,585 |
730 |
3.9% |
257 |
1.4% |
28% |
False |
True |
13,624 |
| 20 |
19,665 |
18,585 |
1,080 |
5.7% |
235 |
1.2% |
19% |
False |
True |
12,151 |
| 40 |
19,665 |
18,585 |
1,080 |
5.7% |
233 |
1.2% |
19% |
False |
True |
7,622 |
| 60 |
19,665 |
18,585 |
1,080 |
5.7% |
235 |
1.3% |
19% |
False |
True |
5,085 |
| 80 |
19,665 |
18,585 |
1,080 |
5.7% |
209 |
1.1% |
19% |
False |
True |
3,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,950 |
|
2.618 |
19,526 |
|
1.618 |
19,266 |
|
1.000 |
19,105 |
|
0.618 |
19,006 |
|
HIGH |
18,845 |
|
0.618 |
18,746 |
|
0.500 |
18,715 |
|
0.382 |
18,684 |
|
LOW |
18,585 |
|
0.618 |
18,424 |
|
1.000 |
18,325 |
|
1.618 |
18,164 |
|
2.618 |
17,904 |
|
4.250 |
17,480 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
18,765 |
18,833 |
| PP |
18,740 |
18,818 |
| S1 |
18,715 |
18,804 |
|