Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,292.4 |
1,286.7 |
-5.7 |
-0.4% |
1,255.6 |
High |
1,297.4 |
1,294.4 |
-3.0 |
-0.2% |
1,290.7 |
Low |
1,283.1 |
1,280.6 |
-2.5 |
-0.2% |
1,248.2 |
Close |
1,291.9 |
1,294.1 |
2.2 |
0.2% |
1,288.5 |
Range |
14.3 |
13.8 |
-0.5 |
-3.5% |
42.5 |
ATR |
13.9 |
13.9 |
0.0 |
-0.1% |
0.0 |
Volume |
191,665 |
280,737 |
89,072 |
46.5% |
960,898 |
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.1 |
1,326.4 |
1,301.7 |
|
R3 |
1,317.3 |
1,312.6 |
1,297.9 |
|
R2 |
1,303.5 |
1,303.5 |
1,296.6 |
|
R1 |
1,298.8 |
1,298.8 |
1,295.4 |
1,301.2 |
PP |
1,289.7 |
1,289.7 |
1,289.7 |
1,290.9 |
S1 |
1,285.0 |
1,285.0 |
1,292.8 |
1,287.4 |
S2 |
1,275.9 |
1,275.9 |
1,291.6 |
|
S3 |
1,262.1 |
1,271.2 |
1,290.3 |
|
S4 |
1,248.3 |
1,257.4 |
1,286.5 |
|
|
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 |
1,254.7 |
42.7 |
3.3% |
14.6 |
1.1% |
92% |
False |
False |
250,221 |
10 |
1,297.4 |
1,245.4 |
52.0 |
4.0% |
13.6 |
1.1% |
94% |
False |
False |
236,908 |
20 |
1,297.4 |
1,229.8 |
67.6 |
5.2% |
12.8 |
1.0% |
95% |
False |
False |
170,821 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.7 |
1.0% |
97% |
False |
False |
93,434 |
60 |
1,297.4 |
1,186.0 |
111.4 |
8.6% |
13.2 |
1.0% |
97% |
False |
False |
64,173 |
80 |
1,297.4 |
1,134.6 |
162.8 |
12.6% |
13.2 |
1.0% |
98% |
False |
False |
49,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.1 |
2.618 |
1,330.5 |
1.618 |
1,316.7 |
1.000 |
1,308.2 |
0.618 |
1,302.9 |
HIGH |
1,294.4 |
0.618 |
1,289.1 |
0.500 |
1,287.5 |
0.382 |
1,285.9 |
LOW |
1,280.6 |
0.618 |
1,272.1 |
1.000 |
1,266.8 |
1.618 |
1,258.3 |
2.618 |
1,244.5 |
4.250 |
1,222.0 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,291.9 |
1,292.4 |
PP |
1,289.7 |
1,290.7 |
S1 |
1,287.5 |
1,289.0 |
|