Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,291.7 |
1,282.2 |
-9.5 |
-0.7% |
1,255.6 |
High |
1,292.7 |
1,285.2 |
-7.5 |
-0.6% |
1,290.7 |
Low |
1,275.4 |
1,278.0 |
2.6 |
0.2% |
1,248.2 |
Close |
1,283.4 |
1,283.8 |
0.4 |
0.0% |
1,288.5 |
Range |
17.3 |
7.2 |
-10.1 |
-58.4% |
42.5 |
ATR |
14.2 |
13.7 |
-0.5 |
-3.5% |
0.0 |
Volume |
260,702 |
245,618 |
-15,084 |
-5.8% |
960,898 |
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.9 |
1,301.1 |
1,287.8 |
|
R3 |
1,296.7 |
1,293.9 |
1,285.8 |
|
R2 |
1,289.5 |
1,289.5 |
1,285.1 |
|
R1 |
1,286.7 |
1,286.7 |
1,284.5 |
1,288.1 |
PP |
1,282.3 |
1,282.3 |
1,282.3 |
1,283.1 |
S1 |
1,279.5 |
1,279.5 |
1,283.1 |
1,280.9 |
S2 |
1,275.1 |
1,275.1 |
1,282.5 |
|
S3 |
1,267.9 |
1,272.3 |
1,281.8 |
|
S4 |
1,260.7 |
1,265.1 |
1,279.8 |
|
|
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 |
1,275.4 |
22.0 |
1.7% |
11.9 |
0.9% |
38% |
False |
False |
242,837 |
10 |
1,297.4 |
1,248.2 |
49.2 |
3.8% |
13.9 |
1.1% |
72% |
False |
False |
248,029 |
20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.6 |
1.0% |
76% |
False |
False |
191,994 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.8 |
1.0% |
86% |
False |
False |
105,885 |
60 |
1,297.4 |
1,186.0 |
111.4 |
8.7% |
13.2 |
1.0% |
88% |
False |
False |
72,372 |
80 |
1,297.4 |
1,135.7 |
161.7 |
12.6% |
13.4 |
1.0% |
92% |
False |
False |
55,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.8 |
2.618 |
1,304.0 |
1.618 |
1,296.8 |
1.000 |
1,292.4 |
0.618 |
1,289.6 |
HIGH |
1,285.2 |
0.618 |
1,282.4 |
0.500 |
1,281.6 |
0.382 |
1,280.8 |
LOW |
1,278.0 |
0.618 |
1,273.6 |
1.000 |
1,270.8 |
1.618 |
1,266.4 |
2.618 |
1,259.2 |
4.250 |
1,247.4 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,283.1 |
1,284.9 |
PP |
1,282.3 |
1,284.5 |
S1 |
1,281.6 |
1,284.2 |
|