Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,270.2 |
1,265.2 |
-5.0 |
-0.4% |
1,280.0 |
High |
1,271.1 |
1,269.9 |
-1.2 |
-0.1% |
1,280.0 |
Low |
1,261.8 |
1,264.2 |
2.4 |
0.2% |
1,260.7 |
Close |
1,265.9 |
1,268.3 |
2.4 |
0.2% |
1,268.3 |
Range |
9.3 |
5.7 |
-3.6 |
-38.7% |
19.3 |
ATR |
13.9 |
13.3 |
-0.6 |
-4.2% |
0.0 |
Volume |
210,731 |
173,293 |
-37,438 |
-17.8% |
1,181,685 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.6 |
1,282.1 |
1,271.4 |
|
R3 |
1,278.9 |
1,276.4 |
1,269.9 |
|
R2 |
1,273.2 |
1,273.2 |
1,269.3 |
|
R1 |
1,270.7 |
1,270.7 |
1,268.8 |
1,272.0 |
PP |
1,267.5 |
1,267.5 |
1,267.5 |
1,268.1 |
S1 |
1,265.0 |
1,265.0 |
1,267.8 |
1,266.3 |
S2 |
1,261.8 |
1,261.8 |
1,267.3 |
|
S3 |
1,256.1 |
1,259.3 |
1,266.7 |
|
S4 |
1,250.4 |
1,253.6 |
1,265.2 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,317.2 |
1,278.9 |
|
R3 |
1,308.3 |
1,297.9 |
1,273.6 |
|
R2 |
1,289.0 |
1,289.0 |
1,271.8 |
|
R1 |
1,278.6 |
1,278.6 |
1,270.1 |
1,274.2 |
PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,267.4 |
S1 |
1,259.3 |
1,259.3 |
1,266.5 |
1,254.9 |
S2 |
1,250.4 |
1,250.4 |
1,264.8 |
|
S3 |
1,231.1 |
1,240.0 |
1,263.0 |
|
S4 |
1,211.8 |
1,220.7 |
1,257.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.0 |
1,260.7 |
19.3 |
1.5% |
11.6 |
0.9% |
39% |
False |
False |
236,337 |
10 |
1,297.4 |
1,260.7 |
36.7 |
2.9% |
12.1 |
1.0% |
21% |
False |
False |
239,000 |
20 |
1,297.4 |
1,241.5 |
55.9 |
4.4% |
12.5 |
1.0% |
48% |
False |
False |
229,704 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.3 |
1.0% |
71% |
False |
False |
139,311 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.8 |
1.0% |
71% |
False |
False |
95,269 |
80 |
1,297.4 |
1,162.4 |
135.0 |
10.6% |
13.3 |
1.0% |
78% |
False |
False |
73,061 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.3 |
1.0% |
83% |
False |
False |
59,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.1 |
2.618 |
1,284.8 |
1.618 |
1,279.1 |
1.000 |
1,275.6 |
0.618 |
1,273.4 |
HIGH |
1,269.9 |
0.618 |
1,267.7 |
0.500 |
1,267.1 |
0.382 |
1,266.4 |
LOW |
1,264.2 |
0.618 |
1,260.7 |
1.000 |
1,258.5 |
1.618 |
1,255.0 |
2.618 |
1,249.3 |
4.250 |
1,240.0 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,267.9 |
1,267.8 |
PP |
1,267.5 |
1,267.3 |
S1 |
1,267.1 |
1,266.8 |
|