Trading Metrics calculated at close of trading on 25-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,464.0 |
3,511.0 |
47.0 |
1.4% |
3,394.0 |
High |
3,521.0 |
3,531.0 |
10.0 |
0.3% |
3,396.0 |
Low |
3,450.0 |
3,510.0 |
60.0 |
1.7% |
3,326.0 |
Close |
3,510.0 |
3,521.0 |
11.0 |
0.3% |
3,377.0 |
Range |
71.0 |
21.0 |
-50.0 |
-70.4% |
70.0 |
ATR |
45.4 |
43.7 |
-1.7 |
-3.8% |
0.0 |
Volume |
2,074,817 |
1,120,184 |
-954,633 |
-46.0% |
4,639,185 |
|
Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.7 |
3,573.3 |
3,532.6 |
|
R3 |
3,562.7 |
3,552.3 |
3,526.8 |
|
R2 |
3,541.7 |
3,541.7 |
3,524.9 |
|
R1 |
3,531.3 |
3,531.3 |
3,522.9 |
3,536.5 |
PP |
3,520.7 |
3,520.7 |
3,520.7 |
3,523.3 |
S1 |
3,510.3 |
3,510.3 |
3,519.1 |
3,515.5 |
S2 |
3,499.7 |
3,499.7 |
3,517.2 |
|
S3 |
3,478.7 |
3,489.3 |
3,515.2 |
|
S4 |
3,457.7 |
3,468.3 |
3,509.5 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,576.3 |
3,546.7 |
3,415.5 |
|
R3 |
3,506.3 |
3,476.7 |
3,396.3 |
|
R2 |
3,436.3 |
3,436.3 |
3,389.8 |
|
R1 |
3,406.7 |
3,406.7 |
3,383.4 |
3,386.5 |
PP |
3,366.3 |
3,366.3 |
3,366.3 |
3,356.3 |
S1 |
3,336.7 |
3,336.7 |
3,370.6 |
3,316.5 |
S2 |
3,296.3 |
3,296.3 |
3,364.2 |
|
S3 |
3,226.3 |
3,266.7 |
3,357.8 |
|
S4 |
3,156.3 |
3,196.7 |
3,338.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,531.0 |
3,335.0 |
196.0 |
5.6% |
40.2 |
1.1% |
95% |
True |
False |
1,315,265 |
10 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
41.3 |
1.2% |
95% |
True |
False |
1,141,627 |
20 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
39.1 |
1.1% |
95% |
True |
False |
1,015,084 |
40 |
3,531.0 |
3,225.0 |
306.0 |
8.7% |
35.2 |
1.0% |
97% |
True |
False |
857,641 |
60 |
3,531.0 |
3,135.0 |
396.0 |
11.2% |
34.3 |
1.0% |
97% |
True |
False |
577,563 |
80 |
3,531.0 |
3,135.0 |
396.0 |
11.2% |
32.3 |
0.9% |
97% |
True |
False |
434,957 |
100 |
3,531.0 |
2,915.0 |
616.0 |
17.5% |
30.7 |
0.9% |
98% |
True |
False |
348,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,620.3 |
2.618 |
3,586.0 |
1.618 |
3,565.0 |
1.000 |
3,552.0 |
0.618 |
3,544.0 |
HIGH |
3,531.0 |
0.618 |
3,523.0 |
0.500 |
3,520.5 |
0.382 |
3,518.0 |
LOW |
3,510.0 |
0.618 |
3,497.0 |
1.000 |
3,489.0 |
1.618 |
3,476.0 |
2.618 |
3,455.0 |
4.250 |
3,420.8 |
|
|
Fisher Pivots for day following 25-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,520.8 |
3,494.5 |
PP |
3,520.7 |
3,468.0 |
S1 |
3,520.5 |
3,441.5 |
|