Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,252.7 |
1,254.5 |
1.8 |
0.1% |
1,247.5 |
High |
1,255.6 |
1,273.5 |
17.9 |
1.4% |
1,269.1 |
Low |
1,246.8 |
1,254.5 |
7.7 |
0.6% |
1,242.7 |
Close |
1,251.1 |
1,271.2 |
20.1 |
1.6% |
1,254.3 |
Range |
8.8 |
19.0 |
10.2 |
115.9% |
26.4 |
ATR |
12.8 |
13.5 |
0.7 |
5.4% |
0.0 |
Volume |
182 |
401 |
219 |
120.3% |
3,405 |
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.4 |
1,316.3 |
1,281.7 |
|
R3 |
1,304.4 |
1,297.3 |
1,276.4 |
|
R2 |
1,285.4 |
1,285.4 |
1,274.7 |
|
R1 |
1,278.3 |
1,278.3 |
1,272.9 |
1,281.9 |
PP |
1,266.4 |
1,266.4 |
1,266.4 |
1,268.2 |
S1 |
1,259.3 |
1,259.3 |
1,269.5 |
1,262.9 |
S2 |
1,247.4 |
1,247.4 |
1,267.7 |
|
S3 |
1,228.4 |
1,240.3 |
1,266.0 |
|
S4 |
1,209.4 |
1,221.3 |
1,260.8 |
|
|
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 |
1,273.5 |
1,242.7 |
30.8 |
2.4% |
13.8 |
1.1% |
93% |
True |
False |
420 |
10 |
1,273.5 |
1,238.7 |
34.8 |
2.7% |
11.5 |
0.9% |
93% |
True |
False |
25,421 |
20 |
1,273.5 |
1,196.8 |
76.7 |
6.0% |
12.4 |
1.0% |
97% |
True |
False |
124,042 |
40 |
1,273.5 |
1,194.5 |
79.0 |
6.2% |
12.5 |
1.0% |
97% |
True |
False |
174,569 |
60 |
1,273.5 |
1,182.6 |
90.9 |
7.2% |
13.5 |
1.1% |
97% |
True |
False |
164,640 |
80 |
1,273.5 |
1,127.2 |
146.3 |
11.5% |
13.5 |
1.1% |
98% |
True |
False |
126,933 |
100 |
1,273.5 |
1,127.2 |
146.3 |
11.5% |
14.1 |
1.1% |
98% |
True |
False |
102,458 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.0% |
14.8 |
1.2% |
66% |
False |
False |
85,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.3 |
2.618 |
1,323.2 |
1.618 |
1,304.2 |
1.000 |
1,292.5 |
0.618 |
1,285.2 |
HIGH |
1,273.5 |
0.618 |
1,266.2 |
0.500 |
1,264.0 |
0.382 |
1,261.8 |
LOW |
1,254.5 |
0.618 |
1,242.8 |
1.000 |
1,235.5 |
1.618 |
1,223.8 |
2.618 |
1,204.8 |
4.250 |
1,173.8 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,268.8 |
1,267.5 |
PP |
1,266.4 |
1,263.8 |
S1 |
1,264.0 |
1,260.2 |
|