Trading Metrics calculated at close of trading on 17-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,288.3 |
1,292.4 |
4.1 |
0.3% |
1,255.6 |
High |
1,290.7 |
1,297.4 |
6.7 |
0.5% |
1,290.7 |
Low |
1,283.8 |
1,283.1 |
-0.7 |
-0.1% |
1,248.2 |
Close |
1,288.5 |
1,291.9 |
3.4 |
0.3% |
1,288.5 |
Range |
6.9 |
14.3 |
7.4 |
107.2% |
42.5 |
ATR |
13.9 |
13.9 |
0.0 |
0.2% |
0.0 |
Volume |
235,464 |
191,665 |
-43,799 |
-18.6% |
960,898 |
|
Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.7 |
1,327.1 |
1,299.8 |
|
R3 |
1,319.4 |
1,312.8 |
1,295.8 |
|
R2 |
1,305.1 |
1,305.1 |
1,294.5 |
|
R1 |
1,298.5 |
1,298.5 |
1,293.2 |
1,294.7 |
PP |
1,290.8 |
1,290.8 |
1,290.8 |
1,288.9 |
S1 |
1,284.2 |
1,284.2 |
1,290.6 |
1,280.4 |
S2 |
1,276.5 |
1,276.5 |
1,289.3 |
|
S3 |
1,262.2 |
1,269.9 |
1,288.0 |
|
S4 |
1,247.9 |
1,255.6 |
1,284.0 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.3 |
1,388.4 |
1,311.9 |
|
R3 |
1,360.8 |
1,345.9 |
1,300.2 |
|
R2 |
1,318.3 |
1,318.3 |
1,296.3 |
|
R1 |
1,303.4 |
1,303.4 |
1,292.4 |
1,310.9 |
PP |
1,275.8 |
1,275.8 |
1,275.8 |
1,279.5 |
S1 |
1,260.9 |
1,260.9 |
1,284.6 |
1,268.4 |
S2 |
1,233.3 |
1,233.3 |
1,280.7 |
|
S3 |
1,190.8 |
1,218.4 |
1,276.8 |
|
S4 |
1,148.3 |
1,175.9 |
1,265.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.4 |
1,248.2 |
49.2 |
3.8% |
14.0 |
1.1% |
89% |
True |
False |
230,512 |
10 |
1,297.4 |
1,245.4 |
52.0 |
4.0% |
13.2 |
1.0% |
89% |
True |
False |
223,053 |
20 |
1,297.4 |
1,229.8 |
67.6 |
5.2% |
12.4 |
1.0% |
92% |
True |
False |
157,559 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.6 |
1.0% |
94% |
True |
False |
86,525 |
60 |
1,297.4 |
1,186.0 |
111.4 |
8.6% |
13.2 |
1.0% |
95% |
True |
False |
59,583 |
80 |
1,297.4 |
1,133.5 |
163.9 |
12.7% |
13.2 |
1.0% |
97% |
True |
False |
45,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.2 |
2.618 |
1,334.8 |
1.618 |
1,320.5 |
1.000 |
1,311.7 |
0.618 |
1,306.2 |
HIGH |
1,297.4 |
0.618 |
1,291.9 |
0.500 |
1,290.3 |
0.382 |
1,288.6 |
LOW |
1,283.1 |
0.618 |
1,274.3 |
1.000 |
1,268.8 |
1.618 |
1,260.0 |
2.618 |
1,245.7 |
4.250 |
1,222.3 |
|
|
Fisher Pivots for day following 17-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,291.4 |
1,289.8 |
PP |
1,290.8 |
1,287.7 |
S1 |
1,290.3 |
1,285.6 |
|