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 |
1,258.2 |
1,257.6 |
-0.6 |
0.0% |
1,247.2 |
High |
1,259.3 |
1,260.9 |
1.6 |
0.1% |
1,264.2 |
Low |
1,245.4 |
1,251.3 |
5.9 |
0.5% |
1,241.5 |
Close |
1,248.5 |
1,253.3 |
4.8 |
0.4% |
1,251.2 |
Range |
13.9 |
9.6 |
-4.3 |
-30.9% |
22.7 |
ATR |
12.8 |
12.7 |
0.0 |
-0.2% |
0.0 |
Volume |
236,740 |
165,264 |
-71,476 |
-30.2% |
731,393 |
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.0 |
1,278.2 |
1,258.6 |
|
R3 |
1,274.4 |
1,268.6 |
1,255.9 |
|
R2 |
1,264.8 |
1,264.8 |
1,255.1 |
|
R1 |
1,259.0 |
1,259.0 |
1,254.2 |
1,257.1 |
PP |
1,255.2 |
1,255.2 |
1,255.2 |
1,254.2 |
S1 |
1,249.4 |
1,249.4 |
1,252.4 |
1,247.5 |
S2 |
1,245.6 |
1,245.6 |
1,251.5 |
|
S3 |
1,236.0 |
1,239.8 |
1,250.7 |
|
S4 |
1,226.4 |
1,230.2 |
1,248.0 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.4 |
1,308.5 |
1,263.7 |
|
R3 |
1,297.7 |
1,285.8 |
1,257.4 |
|
R2 |
1,275.0 |
1,275.0 |
1,255.4 |
|
R1 |
1,263.1 |
1,263.1 |
1,253.3 |
1,269.1 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,255.3 |
S1 |
1,240.4 |
1,240.4 |
1,249.1 |
1,246.4 |
S2 |
1,229.6 |
1,229.6 |
1,247.0 |
|
S3 |
1,206.9 |
1,217.7 |
1,245.0 |
|
S4 |
1,184.2 |
1,195.0 |
1,238.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.7 |
1,241.5 |
22.2 |
1.8% |
10.5 |
0.8% |
53% |
False |
False |
173,555 |
10 |
1,264.2 |
1,241.5 |
22.7 |
1.8% |
11.2 |
0.9% |
52% |
False |
False |
148,506 |
20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
11.8 |
0.9% |
84% |
False |
False |
87,597 |
40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.5 |
1.0% |
79% |
False |
False |
49,194 |
60 |
1,268.1 |
1,183.0 |
85.1 |
6.8% |
13.3 |
1.1% |
83% |
False |
False |
34,878 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.2 |
1.1% |
89% |
False |
False |
27,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.7 |
2.618 |
1,286.0 |
1.618 |
1,276.4 |
1.000 |
1,270.5 |
0.618 |
1,266.8 |
HIGH |
1,260.9 |
0.618 |
1,257.2 |
0.500 |
1,256.1 |
0.382 |
1,255.0 |
LOW |
1,251.3 |
0.618 |
1,245.4 |
1.000 |
1,241.7 |
1.618 |
1,235.8 |
2.618 |
1,226.2 |
4.250 |
1,210.5 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.1 |
1,254.6 |
PP |
1,255.2 |
1,254.1 |
S1 |
1,254.2 |
1,253.7 |
|