Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,397.0 |
3,394.0 |
-3.0 |
-0.1% |
3,429.0 |
High |
3,398.0 |
3,396.0 |
-2.0 |
-0.1% |
3,432.0 |
Low |
3,365.0 |
3,326.0 |
-39.0 |
-1.2% |
3,365.0 |
Close |
3,377.0 |
3,351.0 |
-26.0 |
-0.8% |
3,377.0 |
Range |
33.0 |
70.0 |
37.0 |
112.1% |
67.0 |
ATR |
35.7 |
38.1 |
2.5 |
6.9% |
0.0 |
Volume |
928,384 |
1,257,858 |
329,474 |
35.5% |
3,582,093 |
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,567.7 |
3,529.3 |
3,389.5 |
|
R3 |
3,497.7 |
3,459.3 |
3,370.3 |
|
R2 |
3,427.7 |
3,427.7 |
3,363.8 |
|
R1 |
3,389.3 |
3,389.3 |
3,357.4 |
3,373.5 |
PP |
3,357.7 |
3,357.7 |
3,357.7 |
3,349.8 |
S1 |
3,319.3 |
3,319.3 |
3,344.6 |
3,303.5 |
S2 |
3,287.7 |
3,287.7 |
3,338.2 |
|
S3 |
3,217.7 |
3,249.3 |
3,331.8 |
|
S4 |
3,147.7 |
3,179.3 |
3,312.5 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.3 |
3,551.7 |
3,413.9 |
|
R3 |
3,525.3 |
3,484.7 |
3,395.4 |
|
R2 |
3,458.3 |
3,458.3 |
3,389.3 |
|
R1 |
3,417.7 |
3,417.7 |
3,383.1 |
3,404.5 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,384.8 |
S1 |
3,350.7 |
3,350.7 |
3,370.9 |
3,337.5 |
S2 |
3,324.3 |
3,324.3 |
3,364.7 |
|
S3 |
3,257.3 |
3,283.7 |
3,358.6 |
|
S4 |
3,190.3 |
3,216.7 |
3,340.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,432.0 |
3,326.0 |
106.0 |
3.2% |
42.4 |
1.3% |
24% |
False |
True |
967,990 |
10 |
3,441.0 |
3,326.0 |
115.0 |
3.4% |
41.7 |
1.2% |
22% |
False |
True |
942,007 |
20 |
3,441.0 |
3,321.0 |
120.0 |
3.6% |
37.7 |
1.1% |
25% |
False |
False |
945,178 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.2% |
34.6 |
1.0% |
63% |
False |
False |
698,754 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
33.5 |
1.0% |
71% |
False |
False |
468,776 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
30.6 |
0.9% |
71% |
False |
False |
352,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,693.5 |
2.618 |
3,579.3 |
1.618 |
3,509.3 |
1.000 |
3,466.0 |
0.618 |
3,439.3 |
HIGH |
3,396.0 |
0.618 |
3,369.3 |
0.500 |
3,361.0 |
0.382 |
3,352.7 |
LOW |
3,326.0 |
0.618 |
3,282.7 |
1.000 |
3,256.0 |
1.618 |
3,212.7 |
2.618 |
3,142.7 |
4.250 |
3,028.5 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,361.0 |
3,378.0 |
PP |
3,357.7 |
3,369.0 |
S1 |
3,354.3 |
3,360.0 |
|