Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,247.5 |
1,253.1 |
5.6 |
0.4% |
1,245.5 |
High |
1,252.4 |
1,260.3 |
7.9 |
0.6% |
1,261.0 |
Low |
1,243.6 |
1,253.0 |
9.4 |
0.8% |
1,238.7 |
Close |
1,250.8 |
1,255.0 |
4.2 |
0.3% |
1,247.3 |
Range |
8.8 |
7.3 |
-1.5 |
-17.0% |
22.3 |
ATR |
12.8 |
12.6 |
-0.2 |
-1.9% |
0.0 |
Volume |
1,160 |
724 |
-436 |
-37.6% |
730,741 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.0 |
1,273.8 |
1,259.0 |
|
R3 |
1,270.7 |
1,266.5 |
1,257.0 |
|
R2 |
1,263.4 |
1,263.4 |
1,256.3 |
|
R1 |
1,259.2 |
1,259.2 |
1,255.7 |
1,261.3 |
PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,257.2 |
S1 |
1,251.9 |
1,251.9 |
1,254.3 |
1,254.0 |
S2 |
1,248.8 |
1,248.8 |
1,253.7 |
|
S3 |
1,241.5 |
1,244.6 |
1,253.0 |
|
S4 |
1,234.2 |
1,237.3 |
1,251.0 |
|
|
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 |
1,260.3 |
1,238.7 |
21.6 |
1.7% |
9.2 |
0.7% |
75% |
True |
False |
50,422 |
10 |
1,261.0 |
1,238.7 |
22.3 |
1.8% |
10.2 |
0.8% |
73% |
False |
False |
139,140 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
11.6 |
0.9% |
91% |
False |
False |
176,942 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
12.7 |
1.0% |
86% |
False |
False |
201,692 |
60 |
1,264.9 |
1,175.8 |
89.1 |
7.1% |
13.5 |
1.1% |
89% |
False |
False |
167,193 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
13.6 |
1.1% |
93% |
False |
False |
127,117 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.2 |
1.2% |
59% |
False |
False |
102,734 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.6 |
1.2% |
59% |
False |
False |
86,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.3 |
2.618 |
1,279.4 |
1.618 |
1,272.1 |
1.000 |
1,267.6 |
0.618 |
1,264.8 |
HIGH |
1,260.3 |
0.618 |
1,257.5 |
0.500 |
1,256.7 |
0.382 |
1,255.8 |
LOW |
1,253.0 |
0.618 |
1,248.5 |
1.000 |
1,245.7 |
1.618 |
1,241.2 |
2.618 |
1,233.9 |
4.250 |
1,222.0 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.7 |
1,253.2 |
PP |
1,256.1 |
1,251.3 |
S1 |
1,255.6 |
1,249.5 |
|