Trading Metrics calculated at close of trading on 10-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,406.0 |
3,429.0 |
23.0 |
0.7% |
3,432.0 |
High |
3,436.0 |
3,432.0 |
-4.0 |
-0.1% |
3,441.0 |
Low |
3,401.0 |
3,403.0 |
2.0 |
0.1% |
3,375.0 |
Close |
3,423.0 |
3,416.0 |
-7.0 |
-0.2% |
3,423.0 |
Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
66.0 |
ATR |
35.4 |
35.0 |
-0.5 |
-1.3% |
0.0 |
Volume |
854,334 |
612,864 |
-241,470 |
-28.3% |
4,580,126 |
|
Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,504.0 |
3,489.0 |
3,432.0 |
|
R3 |
3,475.0 |
3,460.0 |
3,424.0 |
|
R2 |
3,446.0 |
3,446.0 |
3,421.3 |
|
R1 |
3,431.0 |
3,431.0 |
3,418.7 |
3,424.0 |
PP |
3,417.0 |
3,417.0 |
3,417.0 |
3,413.5 |
S1 |
3,402.0 |
3,402.0 |
3,413.3 |
3,395.0 |
S2 |
3,388.0 |
3,388.0 |
3,410.7 |
|
S3 |
3,359.0 |
3,373.0 |
3,408.0 |
|
S4 |
3,330.0 |
3,344.0 |
3,400.1 |
|
|
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 |
3,436.0 |
3,375.0 |
61.0 |
1.8% |
36.2 |
1.1% |
67% |
False |
False |
821,032 |
10 |
3,441.0 |
3,363.0 |
78.0 |
2.3% |
35.8 |
1.0% |
68% |
False |
False |
864,367 |
20 |
3,441.0 |
3,310.0 |
131.0 |
3.8% |
34.6 |
1.0% |
81% |
False |
False |
942,868 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
32.6 |
1.0% |
90% |
False |
False |
593,828 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
32.2 |
0.9% |
92% |
False |
False |
398,437 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
29.1 |
0.9% |
92% |
False |
False |
300,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,555.3 |
2.618 |
3,507.9 |
1.618 |
3,478.9 |
1.000 |
3,461.0 |
0.618 |
3,449.9 |
HIGH |
3,432.0 |
0.618 |
3,420.9 |
0.500 |
3,417.5 |
0.382 |
3,414.1 |
LOW |
3,403.0 |
0.618 |
3,385.1 |
1.000 |
3,374.0 |
1.618 |
3,356.1 |
2.618 |
3,327.1 |
4.250 |
3,279.8 |
|
|
Fisher Pivots for day following 10-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,417.5 |
3,412.5 |
PP |
3,417.0 |
3,409.0 |
S1 |
3,416.5 |
3,405.5 |
|