Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,429.0 |
3,402.0 |
-27.0 |
-0.8% |
3,432.0 |
High |
3,432.0 |
3,417.0 |
-15.0 |
-0.4% |
3,441.0 |
Low |
3,403.0 |
3,377.0 |
-26.0 |
-0.8% |
3,375.0 |
Close |
3,416.0 |
3,399.0 |
-17.0 |
-0.5% |
3,423.0 |
Range |
29.0 |
40.0 |
11.0 |
37.9% |
66.0 |
ATR |
35.0 |
35.3 |
0.4 |
1.0% |
0.0 |
Volume |
612,864 |
1,237,315 |
624,451 |
101.9% |
4,580,126 |
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,517.7 |
3,498.3 |
3,421.0 |
|
R3 |
3,477.7 |
3,458.3 |
3,410.0 |
|
R2 |
3,437.7 |
3,437.7 |
3,406.3 |
|
R1 |
3,418.3 |
3,418.3 |
3,402.7 |
3,408.0 |
PP |
3,397.7 |
3,397.7 |
3,397.7 |
3,392.5 |
S1 |
3,378.3 |
3,378.3 |
3,395.3 |
3,368.0 |
S2 |
3,357.7 |
3,357.7 |
3,391.7 |
|
S3 |
3,317.7 |
3,338.3 |
3,388.0 |
|
S4 |
3,277.7 |
3,298.3 |
3,377.0 |
|
|
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% |
39.0 |
1.1% |
39% |
False |
False |
927,454 |
10 |
3,441.0 |
3,375.0 |
66.0 |
1.9% |
35.9 |
1.1% |
36% |
False |
False |
894,535 |
20 |
3,441.0 |
3,320.0 |
121.0 |
3.6% |
34.8 |
1.0% |
65% |
False |
False |
942,298 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
33.0 |
1.0% |
83% |
False |
False |
624,493 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
32.4 |
1.0% |
86% |
False |
False |
418,970 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
29.5 |
0.9% |
86% |
False |
False |
315,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,587.0 |
2.618 |
3,521.7 |
1.618 |
3,481.7 |
1.000 |
3,457.0 |
0.618 |
3,441.7 |
HIGH |
3,417.0 |
0.618 |
3,401.7 |
0.500 |
3,397.0 |
0.382 |
3,392.3 |
LOW |
3,377.0 |
0.618 |
3,352.3 |
1.000 |
3,337.0 |
1.618 |
3,312.3 |
2.618 |
3,272.3 |
4.250 |
3,207.0 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,398.3 |
3,406.5 |
PP |
3,397.7 |
3,404.0 |
S1 |
3,397.0 |
3,401.5 |
|