Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,432.0 |
3,405.0 |
-27.0 |
-0.8% |
3,350.0 |
High |
3,441.0 |
3,419.0 |
-22.0 |
-0.6% |
3,436.0 |
Low |
3,388.0 |
3,393.0 |
5.0 |
0.1% |
3,333.0 |
Close |
3,406.0 |
3,409.0 |
3.0 |
0.1% |
3,426.0 |
Range |
53.0 |
26.0 |
-27.0 |
-50.9% |
103.0 |
ATR |
34.4 |
33.8 |
-0.6 |
-1.8% |
0.0 |
Volume |
1,087,828 |
705,207 |
-382,621 |
-35.2% |
4,305,290 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,485.0 |
3,473.0 |
3,423.3 |
|
R3 |
3,459.0 |
3,447.0 |
3,416.2 |
|
R2 |
3,433.0 |
3,433.0 |
3,413.8 |
|
R1 |
3,421.0 |
3,421.0 |
3,411.4 |
3,427.0 |
PP |
3,407.0 |
3,407.0 |
3,407.0 |
3,410.0 |
S1 |
3,395.0 |
3,395.0 |
3,406.6 |
3,401.0 |
S2 |
3,381.0 |
3,381.0 |
3,404.2 |
|
S3 |
3,355.0 |
3,369.0 |
3,401.9 |
|
S4 |
3,329.0 |
3,343.0 |
3,394.7 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,707.3 |
3,669.7 |
3,482.7 |
|
R3 |
3,604.3 |
3,566.7 |
3,454.3 |
|
R2 |
3,501.3 |
3,501.3 |
3,444.9 |
|
R1 |
3,463.7 |
3,463.7 |
3,435.4 |
3,482.5 |
PP |
3,398.3 |
3,398.3 |
3,398.3 |
3,407.8 |
S1 |
3,360.7 |
3,360.7 |
3,416.6 |
3,379.5 |
S2 |
3,295.3 |
3,295.3 |
3,407.1 |
|
S3 |
3,192.3 |
3,257.7 |
3,397.7 |
|
S4 |
3,089.3 |
3,154.7 |
3,369.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,441.0 |
3,388.0 |
53.0 |
1.6% |
32.8 |
1.0% |
40% |
False |
False |
861,617 |
10 |
3,441.0 |
3,321.0 |
120.0 |
3.5% |
33.6 |
1.0% |
73% |
False |
False |
878,746 |
20 |
3,441.0 |
3,296.0 |
145.0 |
4.3% |
32.7 |
1.0% |
78% |
False |
False |
974,719 |
40 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
32.1 |
0.9% |
90% |
False |
False |
510,880 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
31.2 |
0.9% |
90% |
False |
False |
342,869 |
80 |
3,441.0 |
3,107.0 |
334.0 |
9.8% |
28.9 |
0.8% |
90% |
False |
False |
257,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,529.5 |
2.618 |
3,487.1 |
1.618 |
3,461.1 |
1.000 |
3,445.0 |
0.618 |
3,435.1 |
HIGH |
3,419.0 |
0.618 |
3,409.1 |
0.500 |
3,406.0 |
0.382 |
3,402.9 |
LOW |
3,393.0 |
0.618 |
3,376.9 |
1.000 |
3,367.0 |
1.618 |
3,350.9 |
2.618 |
3,324.9 |
4.250 |
3,282.5 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,408.0 |
3,414.5 |
PP |
3,407.0 |
3,412.7 |
S1 |
3,406.0 |
3,410.8 |
|