Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,394.0 |
3,342.0 |
-52.0 |
-1.5% |
3,429.0 |
High |
3,396.0 |
3,360.0 |
-36.0 |
-1.1% |
3,432.0 |
Low |
3,326.0 |
3,335.0 |
9.0 |
0.3% |
3,365.0 |
Close |
3,351.0 |
3,355.0 |
4.0 |
0.1% |
3,377.0 |
Range |
70.0 |
25.0 |
-45.0 |
-64.3% |
67.0 |
ATR |
38.1 |
37.2 |
-0.9 |
-2.5% |
0.0 |
Volume |
1,257,858 |
841,002 |
-416,856 |
-33.1% |
3,582,093 |
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,425.0 |
3,415.0 |
3,368.8 |
|
R3 |
3,400.0 |
3,390.0 |
3,361.9 |
|
R2 |
3,375.0 |
3,375.0 |
3,359.6 |
|
R1 |
3,365.0 |
3,365.0 |
3,357.3 |
3,370.0 |
PP |
3,350.0 |
3,350.0 |
3,350.0 |
3,352.5 |
S1 |
3,340.0 |
3,340.0 |
3,352.7 |
3,345.0 |
S2 |
3,325.0 |
3,325.0 |
3,350.4 |
|
S3 |
3,300.0 |
3,315.0 |
3,348.1 |
|
S4 |
3,275.0 |
3,290.0 |
3,341.3 |
|
|
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 |
3,430.0 |
3,326.0 |
104.0 |
3.1% |
41.6 |
1.2% |
28% |
False |
False |
1,013,617 |
10 |
3,436.0 |
3,326.0 |
110.0 |
3.3% |
38.9 |
1.2% |
26% |
False |
False |
917,325 |
20 |
3,441.0 |
3,321.0 |
120.0 |
3.6% |
38.0 |
1.1% |
28% |
False |
False |
920,394 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.2% |
34.6 |
1.0% |
64% |
False |
False |
719,068 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
33.5 |
1.0% |
72% |
False |
False |
482,722 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
30.9 |
0.9% |
72% |
False |
False |
363,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,466.3 |
2.618 |
3,425.5 |
1.618 |
3,400.5 |
1.000 |
3,385.0 |
0.618 |
3,375.5 |
HIGH |
3,360.0 |
0.618 |
3,350.5 |
0.500 |
3,347.5 |
0.382 |
3,344.6 |
LOW |
3,335.0 |
0.618 |
3,319.6 |
1.000 |
3,310.0 |
1.618 |
3,294.6 |
2.618 |
3,269.6 |
4.250 |
3,228.8 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,352.5 |
3,362.0 |
PP |
3,350.0 |
3,359.7 |
S1 |
3,347.5 |
3,357.3 |
|