Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,381.0 |
3,406.0 |
25.0 |
0.7% |
3,432.0 |
High |
3,425.0 |
3,436.0 |
11.0 |
0.3% |
3,441.0 |
Low |
3,375.0 |
3,401.0 |
26.0 |
0.8% |
3,375.0 |
Close |
3,423.0 |
3,423.0 |
0.0 |
0.0% |
3,423.0 |
Range |
50.0 |
35.0 |
-15.0 |
-30.0% |
66.0 |
ATR |
35.5 |
35.4 |
0.0 |
-0.1% |
0.0 |
Volume |
1,010,097 |
854,334 |
-155,763 |
-15.4% |
4,580,126 |
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,525.0 |
3,509.0 |
3,442.3 |
|
R3 |
3,490.0 |
3,474.0 |
3,432.6 |
|
R2 |
3,455.0 |
3,455.0 |
3,429.4 |
|
R1 |
3,439.0 |
3,439.0 |
3,426.2 |
3,447.0 |
PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,424.0 |
S1 |
3,404.0 |
3,404.0 |
3,419.8 |
3,412.0 |
S2 |
3,385.0 |
3,385.0 |
3,416.6 |
|
S3 |
3,350.0 |
3,369.0 |
3,413.4 |
|
S4 |
3,315.0 |
3,334.0 |
3,403.8 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,611.0 |
3,583.0 |
3,459.3 |
|
R3 |
3,545.0 |
3,517.0 |
3,441.2 |
|
R2 |
3,479.0 |
3,479.0 |
3,435.1 |
|
R1 |
3,451.0 |
3,451.0 |
3,429.1 |
3,432.0 |
PP |
3,413.0 |
3,413.0 |
3,413.0 |
3,403.5 |
S1 |
3,385.0 |
3,385.0 |
3,417.0 |
3,366.0 |
S2 |
3,347.0 |
3,347.0 |
3,410.9 |
|
S3 |
3,281.0 |
3,319.0 |
3,404.9 |
|
S4 |
3,215.0 |
3,253.0 |
3,386.7 |
|
|
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 |
3,375.0 |
66.0 |
1.9% |
41.0 |
1.2% |
73% |
False |
False |
916,025 |
10 |
3,441.0 |
3,333.0 |
108.0 |
3.2% |
36.8 |
1.1% |
83% |
False |
False |
888,541 |
20 |
3,441.0 |
3,310.0 |
131.0 |
3.8% |
34.0 |
1.0% |
86% |
False |
False |
1,001,961 |
40 |
3,441.0 |
3,197.0 |
244.0 |
7.1% |
32.8 |
1.0% |
93% |
False |
False |
578,581 |
60 |
3,441.0 |
3,135.0 |
306.0 |
8.9% |
31.9 |
0.9% |
94% |
False |
False |
388,823 |
80 |
3,441.0 |
3,135.0 |
306.0 |
8.9% |
29.0 |
0.8% |
94% |
False |
False |
292,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.8 |
2.618 |
3,527.6 |
1.618 |
3,492.6 |
1.000 |
3,471.0 |
0.618 |
3,457.6 |
HIGH |
3,436.0 |
0.618 |
3,422.6 |
0.500 |
3,418.5 |
0.382 |
3,414.4 |
LOW |
3,401.0 |
0.618 |
3,379.4 |
1.000 |
3,366.0 |
1.618 |
3,344.4 |
2.618 |
3,309.4 |
4.250 |
3,252.3 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,421.5 |
3,417.2 |
PP |
3,420.0 |
3,411.3 |
S1 |
3,418.5 |
3,405.5 |
|