Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,412.0 |
3,397.0 |
-15.0 |
-0.4% |
3,432.0 |
High |
3,430.0 |
3,398.0 |
-32.0 |
-0.9% |
3,441.0 |
Low |
3,390.0 |
3,365.0 |
-25.0 |
-0.7% |
3,375.0 |
Close |
3,401.0 |
3,377.0 |
-24.0 |
-0.7% |
3,423.0 |
Range |
40.0 |
33.0 |
-7.0 |
-17.5% |
66.0 |
ATR |
35.7 |
35.7 |
0.0 |
0.1% |
0.0 |
Volume |
803,530 |
928,384 |
124,854 |
15.5% |
4,580,126 |
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,479.0 |
3,461.0 |
3,395.2 |
|
R3 |
3,446.0 |
3,428.0 |
3,386.1 |
|
R2 |
3,413.0 |
3,413.0 |
3,383.1 |
|
R1 |
3,395.0 |
3,395.0 |
3,380.0 |
3,387.5 |
PP |
3,380.0 |
3,380.0 |
3,380.0 |
3,376.3 |
S1 |
3,362.0 |
3,362.0 |
3,374.0 |
3,354.5 |
S2 |
3,347.0 |
3,347.0 |
3,371.0 |
|
S3 |
3,314.0 |
3,329.0 |
3,367.9 |
|
S4 |
3,281.0 |
3,296.0 |
3,358.9 |
|
|
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 |
3,365.0 |
71.0 |
2.1% |
35.4 |
1.0% |
17% |
False |
True |
887,285 |
10 |
3,441.0 |
3,365.0 |
76.0 |
2.3% |
38.8 |
1.1% |
16% |
False |
True |
923,176 |
20 |
3,441.0 |
3,321.0 |
120.0 |
3.6% |
35.8 |
1.1% |
47% |
False |
False |
912,319 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
33.8 |
1.0% |
73% |
False |
False |
667,371 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
32.8 |
1.0% |
79% |
False |
False |
447,815 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
30.0 |
0.9% |
79% |
False |
False |
337,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,538.3 |
2.618 |
3,484.4 |
1.618 |
3,451.4 |
1.000 |
3,431.0 |
0.618 |
3,418.4 |
HIGH |
3,398.0 |
0.618 |
3,385.4 |
0.500 |
3,381.5 |
0.382 |
3,377.6 |
LOW |
3,365.0 |
0.618 |
3,344.6 |
1.000 |
3,332.0 |
1.618 |
3,311.6 |
2.618 |
3,278.6 |
4.250 |
3,224.8 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,381.5 |
3,397.5 |
PP |
3,380.0 |
3,390.7 |
S1 |
3,378.5 |
3,383.8 |
|