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 |
1,255.4 |
1,256.1 |
0.7 |
0.1% |
1,245.5 |
High |
1,255.9 |
1,257.5 |
1.6 |
0.1% |
1,261.0 |
Low |
1,242.7 |
1,248.9 |
6.2 |
0.5% |
1,238.7 |
Close |
1,245.4 |
1,250.3 |
4.9 |
0.4% |
1,247.3 |
Range |
13.2 |
8.6 |
-4.6 |
-34.8% |
22.3 |
ATR |
12.6 |
12.6 |
0.0 |
-0.3% |
0.0 |
Volume |
907 |
169 |
-738 |
-81.4% |
730,741 |
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.0 |
1,272.8 |
1,255.0 |
|
R3 |
1,269.4 |
1,264.2 |
1,252.7 |
|
R2 |
1,260.8 |
1,260.8 |
1,251.9 |
|
R1 |
1,255.6 |
1,255.6 |
1,251.1 |
1,253.9 |
PP |
1,252.2 |
1,252.2 |
1,252.2 |
1,251.4 |
S1 |
1,247.0 |
1,247.0 |
1,249.5 |
1,245.3 |
S2 |
1,243.6 |
1,243.6 |
1,248.7 |
|
S3 |
1,235.0 |
1,238.4 |
1,247.9 |
|
S4 |
1,226.4 |
1,229.8 |
1,245.6 |
|
|
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% |
9.6 |
0.8% |
54% |
False |
False |
2,236 |
10 |
1,261.0 |
1,238.7 |
22.3 |
1.8% |
10.6 |
0.8% |
52% |
False |
False |
94,126 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
11.6 |
0.9% |
84% |
False |
False |
154,765 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
12.6 |
1.0% |
79% |
False |
False |
191,113 |
60 |
1,264.9 |
1,180.3 |
84.6 |
6.8% |
13.5 |
1.1% |
83% |
False |
False |
166,397 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
13.5 |
1.1% |
89% |
False |
False |
127,058 |
100 |
1,269.0 |
1,127.2 |
141.8 |
11.3% |
14.4 |
1.1% |
87% |
False |
False |
102,590 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.6 |
1.2% |
57% |
False |
False |
85,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.1 |
2.618 |
1,280.0 |
1.618 |
1,271.4 |
1.000 |
1,266.1 |
0.618 |
1,262.8 |
HIGH |
1,257.5 |
0.618 |
1,254.2 |
0.500 |
1,253.2 |
0.382 |
1,252.2 |
LOW |
1,248.9 |
0.618 |
1,243.6 |
1.000 |
1,240.3 |
1.618 |
1,235.0 |
2.618 |
1,226.4 |
4.250 |
1,212.4 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.2 |
1,251.5 |
PP |
1,252.2 |
1,251.1 |
S1 |
1,251.3 |
1,250.7 |
|