Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
3,503.0 |
3,501.0 |
-2.0 |
-0.1% |
3,464.0 |
High |
3,513.0 |
3,514.0 |
1.0 |
0.0% |
3,531.0 |
Low |
3,494.0 |
3,494.0 |
0.0 |
0.0% |
3,450.0 |
Close |
3,501.0 |
3,508.0 |
7.0 |
0.2% |
3,508.0 |
Range |
19.0 |
20.0 |
1.0 |
5.3% |
81.0 |
ATR |
41.1 |
39.6 |
-1.5 |
-3.7% |
0.0 |
Volume |
794,053 |
915,839 |
121,786 |
15.3% |
5,891,503 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,565.3 |
3,556.7 |
3,519.0 |
|
R3 |
3,545.3 |
3,536.7 |
3,513.5 |
|
R2 |
3,525.3 |
3,525.3 |
3,511.7 |
|
R1 |
3,516.7 |
3,516.7 |
3,509.8 |
3,521.0 |
PP |
3,505.3 |
3,505.3 |
3,505.3 |
3,507.5 |
S1 |
3,496.7 |
3,496.7 |
3,506.2 |
3,501.0 |
S2 |
3,485.3 |
3,485.3 |
3,504.3 |
|
S3 |
3,465.3 |
3,476.7 |
3,502.5 |
|
S4 |
3,445.3 |
3,456.7 |
3,497.0 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,739.3 |
3,704.7 |
3,552.6 |
|
R3 |
3,658.3 |
3,623.7 |
3,530.3 |
|
R2 |
3,577.3 |
3,577.3 |
3,522.9 |
|
R1 |
3,542.7 |
3,542.7 |
3,515.4 |
3,560.0 |
PP |
3,496.3 |
3,496.3 |
3,496.3 |
3,505.0 |
S1 |
3,461.7 |
3,461.7 |
3,500.6 |
3,479.0 |
S2 |
3,415.3 |
3,415.3 |
3,493.2 |
|
S3 |
3,334.3 |
3,380.7 |
3,485.7 |
|
S4 |
3,253.3 |
3,299.7 |
3,463.5 |
|
|
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 |
3,450.0 |
81.0 |
2.3% |
32.0 |
0.9% |
72% |
False |
False |
1,178,300 |
10 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
37.2 |
1.1% |
89% |
False |
False |
1,145,907 |
20 |
3,531.0 |
3,326.0 |
205.0 |
5.8% |
37.4 |
1.1% |
89% |
False |
False |
1,019,328 |
40 |
3,531.0 |
3,292.0 |
239.0 |
6.8% |
34.2 |
1.0% |
90% |
False |
False |
922,383 |
60 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
33.6 |
1.0% |
94% |
False |
False |
622,410 |
80 |
3,531.0 |
3,135.0 |
396.0 |
11.3% |
32.2 |
0.9% |
94% |
False |
False |
468,643 |
100 |
3,531.0 |
3,037.0 |
494.0 |
14.1% |
30.4 |
0.9% |
95% |
False |
False |
375,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.0 |
2.618 |
3,566.4 |
1.618 |
3,546.4 |
1.000 |
3,534.0 |
0.618 |
3,526.4 |
HIGH |
3,514.0 |
0.618 |
3,506.4 |
0.500 |
3,504.0 |
0.382 |
3,501.6 |
LOW |
3,494.0 |
0.618 |
3,481.6 |
1.000 |
3,474.0 |
1.618 |
3,461.6 |
2.618 |
3,441.6 |
4.250 |
3,409.0 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
3,506.7 |
3,510.5 |
PP |
3,505.3 |
3,509.7 |
S1 |
3,504.0 |
3,508.8 |
|