Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,286.7 |
1,291.7 |
5.0 |
0.4% |
1,255.6 |
High |
1,294.4 |
1,292.7 |
-1.7 |
-0.1% |
1,290.7 |
Low |
1,280.6 |
1,275.4 |
-5.2 |
-0.4% |
1,248.2 |
Close |
1,294.1 |
1,283.4 |
-10.7 |
-0.8% |
1,288.5 |
Range |
13.8 |
17.3 |
3.5 |
25.4% |
42.5 |
ATR |
13.9 |
14.2 |
0.3 |
2.5% |
0.0 |
Volume |
280,737 |
260,702 |
-20,035 |
-7.1% |
960,898 |
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.7 |
1,326.9 |
1,292.9 |
|
R3 |
1,318.4 |
1,309.6 |
1,288.2 |
|
R2 |
1,301.1 |
1,301.1 |
1,286.6 |
|
R1 |
1,292.3 |
1,292.3 |
1,285.0 |
1,288.1 |
PP |
1,283.8 |
1,283.8 |
1,283.8 |
1,281.7 |
S1 |
1,275.0 |
1,275.0 |
1,281.8 |
1,270.8 |
S2 |
1,266.5 |
1,266.5 |
1,280.2 |
|
S3 |
1,249.2 |
1,257.7 |
1,278.6 |
|
S4 |
1,231.9 |
1,240.4 |
1,273.9 |
|
|
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 |
1,273.8 |
23.6 |
1.8% |
13.5 |
1.1% |
41% |
False |
False |
243,933 |
10 |
1,297.4 |
1,245.4 |
52.0 |
4.1% |
14.5 |
1.1% |
73% |
False |
False |
247,141 |
20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.6 |
1.0% |
75% |
False |
False |
181,296 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.8 |
1.0% |
86% |
False |
False |
99,828 |
60 |
1,297.4 |
1,186.0 |
111.4 |
8.7% |
13.3 |
1.0% |
87% |
False |
False |
68,430 |
80 |
1,297.4 |
1,134.6 |
162.8 |
12.7% |
13.4 |
1.0% |
91% |
False |
False |
52,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.2 |
2.618 |
1,338.0 |
1.618 |
1,320.7 |
1.000 |
1,310.0 |
0.618 |
1,303.4 |
HIGH |
1,292.7 |
0.618 |
1,286.1 |
0.500 |
1,284.1 |
0.382 |
1,282.0 |
LOW |
1,275.4 |
0.618 |
1,264.7 |
1.000 |
1,258.1 |
1.618 |
1,247.4 |
2.618 |
1,230.1 |
4.250 |
1,201.9 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.1 |
1,286.4 |
PP |
1,283.8 |
1,285.4 |
S1 |
1,283.6 |
1,284.4 |
|