Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,846.0 |
5,851.0 |
5.0 |
0.1% |
5,726.0 |
High |
5,866.0 |
5,856.0 |
-10.0 |
-0.2% |
5,899.0 |
Low |
5,821.0 |
5,819.0 |
-2.0 |
0.0% |
5,685.0 |
Close |
5,859.0 |
5,844.0 |
-15.0 |
-0.3% |
5,848.0 |
Range |
45.0 |
37.0 |
-8.0 |
-17.8% |
214.0 |
ATR |
47.6 |
47.0 |
-0.5 |
-1.1% |
0.0 |
Volume |
24,477 |
25,870 |
1,393 |
5.7% |
133,708 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,950.7 |
5,934.3 |
5,864.4 |
|
R3 |
5,913.7 |
5,897.3 |
5,854.2 |
|
R2 |
5,876.7 |
5,876.7 |
5,850.8 |
|
R1 |
5,860.3 |
5,860.3 |
5,847.4 |
5,850.0 |
PP |
5,839.7 |
5,839.7 |
5,839.7 |
5,834.5 |
S1 |
5,823.3 |
5,823.3 |
5,840.6 |
5,813.0 |
S2 |
5,802.7 |
5,802.7 |
5,837.2 |
|
S3 |
5,765.7 |
5,786.3 |
5,833.8 |
|
S4 |
5,728.7 |
5,749.3 |
5,823.7 |
|
|
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 |
5,811.0 |
88.0 |
1.5% |
45.4 |
0.8% |
38% |
False |
False |
25,352 |
10 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
47.9 |
0.8% |
77% |
False |
False |
26,846 |
20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
42.9 |
0.7% |
77% |
False |
False |
38,672 |
40 |
5,899.0 |
5,582.0 |
317.0 |
5.4% |
32.5 |
0.6% |
83% |
False |
False |
19,464 |
60 |
5,899.0 |
5,527.0 |
372.0 |
6.4% |
28.8 |
0.5% |
85% |
False |
False |
12,984 |
80 |
5,899.0 |
5,469.0 |
430.0 |
7.4% |
23.9 |
0.4% |
87% |
False |
False |
9,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,013.3 |
2.618 |
5,952.9 |
1.618 |
5,915.9 |
1.000 |
5,893.0 |
0.618 |
5,878.9 |
HIGH |
5,856.0 |
0.618 |
5,841.9 |
0.500 |
5,837.5 |
0.382 |
5,833.1 |
LOW |
5,819.0 |
0.618 |
5,796.1 |
1.000 |
5,782.0 |
1.618 |
5,759.1 |
2.618 |
5,722.1 |
4.250 |
5,661.8 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,841.8 |
5,859.0 |
PP |
5,839.7 |
5,854.0 |
S1 |
5,837.5 |
5,849.0 |
|