Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,527.0 |
3,503.0 |
-24.0 |
-0.7% |
3,394.0 |
High |
3,527.0 |
3,513.0 |
-14.0 |
-0.4% |
3,396.0 |
Low |
3,498.0 |
3,494.0 |
-4.0 |
-0.1% |
3,326.0 |
Close |
3,515.0 |
3,501.0 |
-14.0 |
-0.4% |
3,377.0 |
Range |
29.0 |
19.0 |
-10.0 |
-34.5% |
70.0 |
ATR |
42.6 |
41.1 |
-1.5 |
-3.6% |
0.0 |
Volume |
986,610 |
794,053 |
-192,557 |
-19.5% |
4,639,185 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,559.7 |
3,549.3 |
3,511.5 |
|
R3 |
3,540.7 |
3,530.3 |
3,506.2 |
|
R2 |
3,521.7 |
3,521.7 |
3,504.5 |
|
R1 |
3,511.3 |
3,511.3 |
3,502.7 |
3,507.0 |
PP |
3,502.7 |
3,502.7 |
3,502.7 |
3,500.5 |
S1 |
3,492.3 |
3,492.3 |
3,499.3 |
3,488.0 |
S2 |
3,483.7 |
3,483.7 |
3,497.5 |
|
S3 |
3,464.7 |
3,473.3 |
3,495.8 |
|
S4 |
3,445.7 |
3,454.3 |
3,490.6 |
|
|
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 |
3,352.0 |
179.0 |
5.1% |
35.8 |
1.0% |
83% |
False |
False |
1,272,682 |
10 |
3,531.0 |
3,326.0 |
205.0 |
5.9% |
39.2 |
1.1% |
85% |
False |
False |
1,134,676 |
20 |
3,531.0 |
3,326.0 |
205.0 |
5.9% |
37.6 |
1.1% |
85% |
False |
False |
1,014,605 |
40 |
3,531.0 |
3,250.0 |
281.0 |
8.0% |
35.4 |
1.0% |
89% |
False |
False |
901,603 |
60 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
33.6 |
1.0% |
92% |
False |
False |
607,171 |
80 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
32.1 |
0.9% |
92% |
False |
False |
457,195 |
100 |
3,531.0 |
2,958.0 |
573.0 |
16.4% |
30.9 |
0.9% |
95% |
False |
False |
366,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,593.8 |
2.618 |
3,562.7 |
1.618 |
3,543.7 |
1.000 |
3,532.0 |
0.618 |
3,524.7 |
HIGH |
3,513.0 |
0.618 |
3,505.7 |
0.500 |
3,503.5 |
0.382 |
3,501.3 |
LOW |
3,494.0 |
0.618 |
3,482.3 |
1.000 |
3,475.0 |
1.618 |
3,463.3 |
2.618 |
3,444.3 |
4.250 |
3,413.3 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,503.5 |
3,512.5 |
PP |
3,502.7 |
3,508.7 |
S1 |
3,501.8 |
3,504.8 |
|