Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,342.0 |
3,347.0 |
5.0 |
0.1% |
3,429.0 |
High |
3,360.0 |
3,383.0 |
23.0 |
0.7% |
3,432.0 |
Low |
3,335.0 |
3,338.0 |
3.0 |
0.1% |
3,365.0 |
Close |
3,355.0 |
3,376.0 |
21.0 |
0.6% |
3,377.0 |
Range |
25.0 |
45.0 |
20.0 |
80.0% |
67.0 |
ATR |
37.2 |
37.8 |
0.6 |
1.5% |
0.0 |
Volume |
841,002 |
1,152,576 |
311,574 |
37.0% |
3,582,093 |
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.7 |
3,483.3 |
3,400.8 |
|
R3 |
3,455.7 |
3,438.3 |
3,388.4 |
|
R2 |
3,410.7 |
3,410.7 |
3,384.3 |
|
R1 |
3,393.3 |
3,393.3 |
3,380.1 |
3,402.0 |
PP |
3,365.7 |
3,365.7 |
3,365.7 |
3,370.0 |
S1 |
3,348.3 |
3,348.3 |
3,371.9 |
3,357.0 |
S2 |
3,320.7 |
3,320.7 |
3,367.8 |
|
S3 |
3,275.7 |
3,303.3 |
3,363.6 |
|
S4 |
3,230.7 |
3,258.3 |
3,351.3 |
|
|
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% |
42.6 |
1.3% |
48% |
False |
False |
996,670 |
10 |
3,436.0 |
3,326.0 |
110.0 |
3.3% |
40.8 |
1.2% |
45% |
False |
False |
962,062 |
20 |
3,441.0 |
3,321.0 |
120.0 |
3.6% |
37.2 |
1.1% |
46% |
False |
False |
920,404 |
40 |
3,441.0 |
3,200.0 |
241.0 |
7.1% |
34.7 |
1.0% |
73% |
False |
False |
747,847 |
60 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
33.7 |
1.0% |
79% |
False |
False |
501,711 |
80 |
3,441.0 |
3,135.0 |
306.0 |
9.1% |
31.4 |
0.9% |
79% |
False |
False |
377,709 |
100 |
3,441.0 |
2,915.0 |
526.0 |
15.6% |
29.7 |
0.9% |
88% |
False |
False |
303,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574.3 |
2.618 |
3,500.8 |
1.618 |
3,455.8 |
1.000 |
3,428.0 |
0.618 |
3,410.8 |
HIGH |
3,383.0 |
0.618 |
3,365.8 |
0.500 |
3,360.5 |
0.382 |
3,355.2 |
LOW |
3,338.0 |
0.618 |
3,310.2 |
1.000 |
3,293.0 |
1.618 |
3,265.2 |
2.618 |
3,220.2 |
4.250 |
3,146.8 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,370.8 |
3,371.0 |
PP |
3,365.7 |
3,366.0 |
S1 |
3,360.5 |
3,361.0 |
|