Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,256.1 |
1,249.5 |
-6.6 |
-0.5% |
1,247.5 |
High |
1,257.5 |
1,269.1 |
11.6 |
0.9% |
1,269.1 |
Low |
1,248.9 |
1,249.5 |
0.6 |
0.0% |
1,242.7 |
Close |
1,250.3 |
1,254.3 |
4.0 |
0.3% |
1,254.3 |
Range |
8.6 |
19.6 |
11.0 |
127.9% |
26.4 |
ATR |
12.6 |
13.1 |
0.5 |
4.0% |
0.0 |
Volume |
169 |
445 |
276 |
163.3% |
3,405 |
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.4 |
1,305.0 |
1,265.1 |
|
R3 |
1,296.8 |
1,285.4 |
1,259.7 |
|
R2 |
1,277.2 |
1,277.2 |
1,257.9 |
|
R1 |
1,265.8 |
1,265.8 |
1,256.1 |
1,271.5 |
PP |
1,257.6 |
1,257.6 |
1,257.6 |
1,260.5 |
S1 |
1,246.2 |
1,246.2 |
1,252.5 |
1,251.9 |
S2 |
1,238.0 |
1,238.0 |
1,250.7 |
|
S3 |
1,218.4 |
1,226.6 |
1,248.9 |
|
S4 |
1,198.8 |
1,207.0 |
1,243.5 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.6 |
1,320.8 |
1,268.8 |
|
R3 |
1,308.2 |
1,294.4 |
1,261.6 |
|
R2 |
1,281.8 |
1,281.8 |
1,259.1 |
|
R1 |
1,268.0 |
1,268.0 |
1,256.7 |
1,274.9 |
PP |
1,255.4 |
1,255.4 |
1,255.4 |
1,258.8 |
S1 |
1,241.6 |
1,241.6 |
1,251.9 |
1,248.5 |
S2 |
1,229.0 |
1,229.0 |
1,249.5 |
|
S3 |
1,202.6 |
1,215.2 |
1,247.0 |
|
S4 |
1,176.2 |
1,188.8 |
1,239.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.1 |
1,242.7 |
26.4 |
2.1% |
11.5 |
0.9% |
44% |
True |
False |
681 |
10 |
1,269.1 |
1,238.7 |
30.4 |
2.4% |
11.4 |
0.9% |
51% |
True |
False |
73,414 |
20 |
1,269.1 |
1,196.8 |
72.3 |
5.8% |
12.0 |
1.0% |
80% |
True |
False |
141,895 |
40 |
1,269.1 |
1,194.5 |
74.6 |
5.9% |
12.6 |
1.0% |
80% |
True |
False |
184,971 |
60 |
1,269.1 |
1,182.6 |
86.5 |
6.9% |
13.5 |
1.1% |
83% |
True |
False |
165,922 |
80 |
1,269.1 |
1,127.2 |
141.9 |
11.3% |
13.6 |
1.1% |
90% |
True |
False |
127,037 |
100 |
1,269.1 |
1,127.2 |
141.9 |
11.3% |
14.1 |
1.1% |
90% |
True |
False |
102,516 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.7 |
1.2% |
59% |
False |
False |
85,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.4 |
2.618 |
1,320.4 |
1.618 |
1,300.8 |
1.000 |
1,288.7 |
0.618 |
1,281.2 |
HIGH |
1,269.1 |
0.618 |
1,261.6 |
0.500 |
1,259.3 |
0.382 |
1,257.0 |
LOW |
1,249.5 |
0.618 |
1,237.4 |
1.000 |
1,229.9 |
1.618 |
1,217.8 |
2.618 |
1,198.2 |
4.250 |
1,166.2 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,259.3 |
1,255.9 |
PP |
1,257.6 |
1,255.4 |
S1 |
1,256.0 |
1,254.8 |
|