Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,275.0 |
1,285.3 |
10.3 |
0.8% |
1,247.5 |
High |
1,285.1 |
1,287.6 |
2.5 |
0.2% |
1,269.1 |
Low |
1,272.0 |
1,282.0 |
10.0 |
0.8% |
1,242.7 |
Close |
1,275.3 |
1,285.9 |
10.6 |
0.8% |
1,254.3 |
Range |
13.1 |
5.6 |
-7.5 |
-57.3% |
26.4 |
ATR |
13.5 |
13.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
492 |
915 |
423 |
86.0% |
3,405 |
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.0 |
1,299.5 |
1,289.0 |
|
R3 |
1,296.4 |
1,293.9 |
1,287.4 |
|
R2 |
1,290.8 |
1,290.8 |
1,286.9 |
|
R1 |
1,288.3 |
1,288.3 |
1,286.4 |
1,289.6 |
PP |
1,285.2 |
1,285.2 |
1,285.2 |
1,285.8 |
S1 |
1,282.7 |
1,282.7 |
1,285.4 |
1,284.0 |
S2 |
1,279.6 |
1,279.6 |
1,284.9 |
|
S3 |
1,274.0 |
1,277.1 |
1,284.4 |
|
S4 |
1,268.4 |
1,271.5 |
1,282.8 |
|
|
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 |
1,287.6 |
1,246.8 |
40.8 |
3.2% |
13.2 |
1.0% |
96% |
True |
False |
487 |
10 |
1,287.6 |
1,238.7 |
48.9 |
3.8% |
11.4 |
0.9% |
97% |
True |
False |
1,361 |
20 |
1,287.6 |
1,224.0 |
63.6 |
4.9% |
11.3 |
0.9% |
97% |
True |
False |
98,002 |
40 |
1,287.6 |
1,194.5 |
93.1 |
7.2% |
12.2 |
1.0% |
98% |
True |
False |
163,092 |
60 |
1,287.6 |
1,182.6 |
105.0 |
8.2% |
13.2 |
1.0% |
98% |
True |
False |
163,637 |
80 |
1,287.6 |
1,129.9 |
157.7 |
12.3% |
13.3 |
1.0% |
99% |
True |
False |
126,743 |
100 |
1,287.6 |
1,127.2 |
160.4 |
12.5% |
14.0 |
1.1% |
99% |
True |
False |
102,310 |
120 |
1,343.9 |
1,127.2 |
216.7 |
16.9% |
14.8 |
1.2% |
73% |
False |
False |
85,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.4 |
2.618 |
1,302.3 |
1.618 |
1,296.7 |
1.000 |
1,293.2 |
0.618 |
1,291.1 |
HIGH |
1,287.6 |
0.618 |
1,285.5 |
0.500 |
1,284.8 |
0.382 |
1,284.1 |
LOW |
1,282.0 |
0.618 |
1,278.5 |
1.000 |
1,276.4 |
1.618 |
1,272.9 |
2.618 |
1,267.3 |
4.250 |
1,258.2 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,285.5 |
1,281.0 |
PP |
1,285.2 |
1,276.0 |
S1 |
1,284.8 |
1,271.1 |
|