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 |
1,242.1 |
1,247.5 |
5.4 |
0.4% |
1,245.5 |
High |
1,248.8 |
1,252.4 |
3.6 |
0.3% |
1,261.0 |
Low |
1,238.7 |
1,243.6 |
4.9 |
0.4% |
1,238.7 |
Close |
1,247.3 |
1,250.8 |
3.5 |
0.3% |
1,247.3 |
Range |
10.1 |
8.8 |
-1.3 |
-12.9% |
22.3 |
ATR |
13.1 |
12.8 |
-0.3 |
-2.4% |
0.0 |
Volume |
8,223 |
1,160 |
-7,063 |
-85.9% |
730,741 |
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.3 |
1,271.9 |
1,255.6 |
|
R3 |
1,266.5 |
1,263.1 |
1,253.2 |
|
R2 |
1,257.7 |
1,257.7 |
1,252.4 |
|
R1 |
1,254.3 |
1,254.3 |
1,251.6 |
1,256.0 |
PP |
1,248.9 |
1,248.9 |
1,248.9 |
1,249.8 |
S1 |
1,245.5 |
1,245.5 |
1,250.0 |
1,247.2 |
S2 |
1,240.1 |
1,240.1 |
1,249.2 |
|
S3 |
1,231.3 |
1,236.7 |
1,248.4 |
|
S4 |
1,222.5 |
1,227.9 |
1,246.0 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.9 |
1,303.9 |
1,259.6 |
|
R3 |
1,293.6 |
1,281.6 |
1,253.4 |
|
R2 |
1,271.3 |
1,271.3 |
1,251.4 |
|
R1 |
1,259.3 |
1,259.3 |
1,249.3 |
1,265.3 |
PP |
1,249.0 |
1,249.0 |
1,249.0 |
1,252.0 |
S1 |
1,237.0 |
1,237.0 |
1,245.3 |
1,243.0 |
S2 |
1,226.7 |
1,226.7 |
1,243.2 |
|
S3 |
1,204.4 |
1,214.7 |
1,241.2 |
|
S4 |
1,182.1 |
1,192.4 |
1,235.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.4 |
1,238.7 |
19.7 |
1.6% |
10.0 |
0.8% |
61% |
False |
False |
98,925 |
10 |
1,261.0 |
1,226.6 |
34.4 |
2.8% |
11.6 |
0.9% |
70% |
False |
False |
167,631 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
11.9 |
1.0% |
85% |
False |
False |
187,091 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
12.9 |
1.0% |
80% |
False |
False |
206,607 |
60 |
1,264.9 |
1,174.1 |
90.8 |
7.3% |
13.6 |
1.1% |
84% |
False |
False |
167,458 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
13.7 |
1.1% |
90% |
False |
False |
127,152 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.3 |
1.2% |
57% |
False |
False |
102,754 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.6 |
1.2% |
57% |
False |
False |
86,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.8 |
2.618 |
1,275.4 |
1.618 |
1,266.6 |
1.000 |
1,261.2 |
0.618 |
1,257.8 |
HIGH |
1,252.4 |
0.618 |
1,249.0 |
0.500 |
1,248.0 |
0.382 |
1,247.0 |
LOW |
1,243.6 |
0.618 |
1,238.2 |
1.000 |
1,234.8 |
1.618 |
1,229.4 |
2.618 |
1,220.6 |
4.250 |
1,206.2 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,249.9 |
1,249.3 |
PP |
1,248.9 |
1,247.7 |
S1 |
1,248.0 |
1,246.2 |
|