Trading Metrics calculated at close of trading on 05-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.1 |
1,255.4 |
2.3 |
0.2% |
1,245.5 |
High |
1,260.3 |
1,255.9 |
-4.4 |
-0.3% |
1,261.0 |
Low |
1,253.0 |
1,242.7 |
-10.3 |
-0.8% |
1,238.7 |
Close |
1,255.0 |
1,245.4 |
-9.6 |
-0.8% |
1,247.3 |
Range |
7.3 |
13.2 |
5.9 |
80.8% |
22.3 |
ATR |
12.6 |
12.6 |
0.0 |
0.3% |
0.0 |
Volume |
724 |
907 |
183 |
25.3% |
730,741 |
|
Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.6 |
1,279.7 |
1,252.7 |
|
R3 |
1,274.4 |
1,266.5 |
1,249.0 |
|
R2 |
1,261.2 |
1,261.2 |
1,247.8 |
|
R1 |
1,253.3 |
1,253.3 |
1,246.6 |
1,250.7 |
PP |
1,248.0 |
1,248.0 |
1,248.0 |
1,246.7 |
S1 |
1,240.1 |
1,240.1 |
1,244.2 |
1,237.5 |
S2 |
1,234.8 |
1,234.8 |
1,243.0 |
|
S3 |
1,221.6 |
1,226.9 |
1,241.8 |
|
S4 |
1,208.4 |
1,213.7 |
1,238.1 |
|
|
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% |
10.4 |
0.8% |
31% |
False |
False |
12,468 |
10 |
1,261.0 |
1,238.7 |
22.3 |
1.8% |
10.8 |
0.9% |
30% |
False |
False |
117,586 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
11.7 |
0.9% |
77% |
False |
False |
166,432 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.7% |
12.8 |
1.0% |
72% |
False |
False |
196,657 |
60 |
1,264.9 |
1,180.3 |
84.6 |
6.8% |
13.5 |
1.1% |
77% |
False |
False |
166,812 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.1% |
13.6 |
1.1% |
86% |
False |
False |
127,096 |
100 |
1,297.0 |
1,127.2 |
169.8 |
13.6% |
14.7 |
1.2% |
70% |
False |
False |
102,665 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
14.6 |
1.2% |
55% |
False |
False |
85,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.0 |
2.618 |
1,290.5 |
1.618 |
1,277.3 |
1.000 |
1,269.1 |
0.618 |
1,264.1 |
HIGH |
1,255.9 |
0.618 |
1,250.9 |
0.500 |
1,249.3 |
0.382 |
1,247.7 |
LOW |
1,242.7 |
0.618 |
1,234.5 |
1.000 |
1,229.5 |
1.618 |
1,221.3 |
2.618 |
1,208.1 |
4.250 |
1,186.6 |
|
|
Fisher Pivots for day following 05-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,249.3 |
1,251.5 |
PP |
1,248.0 |
1,249.5 |
S1 |
1,246.7 |
1,247.4 |
|