Trading Metrics calculated at close of trading on 12-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,402.0 |
3,412.0 |
10.0 |
0.3% |
3,432.0 |
High |
3,417.0 |
3,430.0 |
13.0 |
0.4% |
3,441.0 |
Low |
3,377.0 |
3,390.0 |
13.0 |
0.4% |
3,375.0 |
Close |
3,399.0 |
3,401.0 |
2.0 |
0.1% |
3,423.0 |
Range |
40.0 |
40.0 |
0.0 |
0.0% |
66.0 |
ATR |
35.3 |
35.7 |
0.3 |
0.9% |
0.0 |
Volume |
1,237,315 |
803,530 |
-433,785 |
-35.1% |
4,580,126 |
|
Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.0 |
3,504.0 |
3,423.0 |
|
R3 |
3,487.0 |
3,464.0 |
3,412.0 |
|
R2 |
3,447.0 |
3,447.0 |
3,408.3 |
|
R1 |
3,424.0 |
3,424.0 |
3,404.7 |
3,415.5 |
PP |
3,407.0 |
3,407.0 |
3,407.0 |
3,402.8 |
S1 |
3,384.0 |
3,384.0 |
3,397.3 |
3,375.5 |
S2 |
3,367.0 |
3,367.0 |
3,393.7 |
|
S3 |
3,327.0 |
3,344.0 |
3,390.0 |
|
S4 |
3,287.0 |
3,304.0 |
3,379.0 |
|
|
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% |
38.8 |
1.1% |
43% |
False |
False |
903,628 |
10 |
3,441.0 |
3,375.0 |
66.0 |
1.9% |
37.6 |
1.1% |
39% |
False |
False |
892,749 |
20 |
3,441.0 |
3,321.0 |
120.0 |
3.5% |
35.3 |
1.0% |
67% |
False |
False |
922,686 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
33.5 |
1.0% |
83% |
False |
False |
644,316 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
32.6 |
1.0% |
87% |
False |
False |
432,345 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.0% |
29.7 |
0.9% |
87% |
False |
False |
325,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,600.0 |
2.618 |
3,534.7 |
1.618 |
3,494.7 |
1.000 |
3,470.0 |
0.618 |
3,454.7 |
HIGH |
3,430.0 |
0.618 |
3,414.7 |
0.500 |
3,410.0 |
0.382 |
3,405.3 |
LOW |
3,390.0 |
0.618 |
3,365.3 |
1.000 |
3,350.0 |
1.618 |
3,325.3 |
2.618 |
3,285.3 |
4.250 |
3,220.0 |
|
|
Fisher Pivots for day following 12-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,410.0 |
3,404.5 |
PP |
3,407.0 |
3,403.3 |
S1 |
3,404.0 |
3,402.2 |
|