Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,265.5 |
1,270.2 |
4.7 |
0.4% |
1,292.4 |
High |
1,272.8 |
1,271.1 |
-1.7 |
-0.1% |
1,297.4 |
Low |
1,260.7 |
1,261.8 |
1.1 |
0.1% |
1,275.4 |
Close |
1,264.2 |
1,265.9 |
1.7 |
0.1% |
1,289.1 |
Range |
12.1 |
9.3 |
-2.8 |
-23.1% |
22.0 |
ATR |
14.2 |
13.9 |
-0.4 |
-2.5% |
0.0 |
Volume |
241,045 |
210,731 |
-30,314 |
-12.6% |
1,208,320 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.2 |
1,289.3 |
1,271.0 |
|
R3 |
1,284.9 |
1,280.0 |
1,268.5 |
|
R2 |
1,275.6 |
1,275.6 |
1,267.6 |
|
R1 |
1,270.7 |
1,270.7 |
1,266.8 |
1,268.5 |
PP |
1,266.3 |
1,266.3 |
1,266.3 |
1,265.2 |
S1 |
1,261.4 |
1,261.4 |
1,265.0 |
1,259.2 |
S2 |
1,257.0 |
1,257.0 |
1,264.2 |
|
S3 |
1,247.7 |
1,252.1 |
1,263.3 |
|
S4 |
1,238.4 |
1,242.8 |
1,260.8 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.3 |
1,343.2 |
1,301.2 |
|
R3 |
1,331.3 |
1,321.2 |
1,295.2 |
|
R2 |
1,309.3 |
1,309.3 |
1,293.1 |
|
R1 |
1,299.2 |
1,299.2 |
1,291.1 |
1,293.3 |
PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,284.3 |
S1 |
1,277.2 |
1,277.2 |
1,287.1 |
1,271.3 |
S2 |
1,265.3 |
1,265.3 |
1,285.1 |
|
S3 |
1,243.3 |
1,255.2 |
1,283.1 |
|
S4 |
1,221.3 |
1,233.2 |
1,277.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.1 |
1,260.7 |
29.4 |
2.3% |
12.5 |
1.0% |
18% |
False |
False |
247,598 |
10 |
1,297.4 |
1,260.7 |
36.7 |
2.9% |
12.2 |
1.0% |
14% |
False |
False |
245,217 |
20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.8 |
1.0% |
44% |
False |
False |
231,922 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
68% |
False |
False |
135,517 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
13.0 |
1.0% |
68% |
False |
False |
92,480 |
80 |
1,297.4 |
1,152.2 |
145.2 |
11.5% |
13.4 |
1.1% |
78% |
False |
False |
70,950 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.3 |
1.1% |
81% |
False |
False |
57,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.6 |
2.618 |
1,295.4 |
1.618 |
1,286.1 |
1.000 |
1,280.4 |
0.618 |
1,276.8 |
HIGH |
1,271.1 |
0.618 |
1,267.5 |
0.500 |
1,266.5 |
0.382 |
1,265.4 |
LOW |
1,261.8 |
0.618 |
1,256.1 |
1.000 |
1,252.5 |
1.618 |
1,246.8 |
2.618 |
1,237.5 |
4.250 |
1,222.3 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.5 |
1,270.3 |
PP |
1,266.3 |
1,268.8 |
S1 |
1,266.1 |
1,267.4 |
|