Trading Metrics calculated at close of trading on 03-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,880.0 |
5,846.0 |
-34.0 |
-0.6% |
5,726.0 |
High |
5,899.0 |
5,866.0 |
-33.0 |
-0.6% |
5,899.0 |
Low |
5,847.0 |
5,821.0 |
-26.0 |
-0.4% |
5,685.0 |
Close |
5,848.0 |
5,859.0 |
11.0 |
0.2% |
5,848.0 |
Range |
52.0 |
45.0 |
-7.0 |
-13.5% |
214.0 |
ATR |
47.8 |
47.6 |
-0.2 |
-0.4% |
0.0 |
Volume |
26,977 |
24,477 |
-2,500 |
-9.3% |
133,708 |
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,983.7 |
5,966.3 |
5,883.8 |
|
R3 |
5,938.7 |
5,921.3 |
5,871.4 |
|
R2 |
5,893.7 |
5,893.7 |
5,867.3 |
|
R1 |
5,876.3 |
5,876.3 |
5,863.1 |
5,885.0 |
PP |
5,848.7 |
5,848.7 |
5,848.7 |
5,853.0 |
S1 |
5,831.3 |
5,831.3 |
5,854.9 |
5,840.0 |
S2 |
5,803.7 |
5,803.7 |
5,850.8 |
|
S3 |
5,758.7 |
5,786.3 |
5,846.6 |
|
S4 |
5,713.7 |
5,741.3 |
5,834.3 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,452.7 |
6,364.3 |
5,965.7 |
|
R3 |
6,238.7 |
6,150.3 |
5,906.9 |
|
R2 |
6,024.7 |
6,024.7 |
5,887.2 |
|
R1 |
5,936.3 |
5,936.3 |
5,867.6 |
5,980.5 |
PP |
5,810.7 |
5,810.7 |
5,810.7 |
5,832.8 |
S1 |
5,722.3 |
5,722.3 |
5,828.4 |
5,766.5 |
S2 |
5,596.7 |
5,596.7 |
5,808.8 |
|
S3 |
5,382.7 |
5,508.3 |
5,789.2 |
|
S4 |
5,168.7 |
5,294.3 |
5,730.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,899.0 |
5,750.0 |
149.0 |
2.5% |
51.0 |
0.9% |
73% |
False |
False |
26,263 |
10 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
48.5 |
0.8% |
83% |
False |
False |
25,705 |
20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
43.8 |
0.7% |
83% |
False |
False |
37,504 |
40 |
5,899.0 |
5,527.0 |
372.0 |
6.3% |
32.3 |
0.6% |
89% |
False |
False |
18,818 |
60 |
5,899.0 |
5,527.0 |
372.0 |
6.3% |
28.7 |
0.5% |
89% |
False |
False |
12,553 |
80 |
5,899.0 |
5,469.0 |
430.0 |
7.3% |
23.4 |
0.4% |
91% |
False |
False |
9,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,057.3 |
2.618 |
5,983.8 |
1.618 |
5,938.8 |
1.000 |
5,911.0 |
0.618 |
5,893.8 |
HIGH |
5,866.0 |
0.618 |
5,848.8 |
0.500 |
5,843.5 |
0.382 |
5,838.2 |
LOW |
5,821.0 |
0.618 |
5,793.2 |
1.000 |
5,776.0 |
1.618 |
5,748.2 |
2.618 |
5,703.2 |
4.250 |
5,629.8 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,853.8 |
5,860.0 |
PP |
5,848.7 |
5,859.7 |
S1 |
5,843.5 |
5,859.3 |
|