Trading Metrics calculated at close of trading on 05-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,851.0 |
5,846.0 |
-5.0 |
-0.1% |
5,726.0 |
High |
5,856.0 |
5,874.0 |
18.0 |
0.3% |
5,899.0 |
Low |
5,819.0 |
5,830.0 |
11.0 |
0.2% |
5,685.0 |
Close |
5,844.0 |
5,859.0 |
15.0 |
0.3% |
5,848.0 |
Range |
37.0 |
44.0 |
7.0 |
18.9% |
214.0 |
ATR |
47.0 |
46.8 |
-0.2 |
-0.5% |
0.0 |
Volume |
25,870 |
30,084 |
4,214 |
16.3% |
133,708 |
|
Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,986.3 |
5,966.7 |
5,883.2 |
|
R3 |
5,942.3 |
5,922.7 |
5,871.1 |
|
R2 |
5,898.3 |
5,898.3 |
5,867.1 |
|
R1 |
5,878.7 |
5,878.7 |
5,863.0 |
5,888.5 |
PP |
5,854.3 |
5,854.3 |
5,854.3 |
5,859.3 |
S1 |
5,834.7 |
5,834.7 |
5,855.0 |
5,844.5 |
S2 |
5,810.3 |
5,810.3 |
5,850.9 |
|
S3 |
5,766.3 |
5,790.7 |
5,846.9 |
|
S4 |
5,722.3 |
5,746.7 |
5,834.8 |
|
|
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 |
5,819.0 |
80.0 |
1.4% |
42.8 |
0.7% |
50% |
False |
False |
25,302 |
10 |
5,899.0 |
5,674.0 |
225.0 |
3.8% |
47.9 |
0.8% |
82% |
False |
False |
26,946 |
20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
44.1 |
0.8% |
83% |
False |
False |
40,132 |
40 |
5,899.0 |
5,595.0 |
304.0 |
5.2% |
33.5 |
0.6% |
87% |
False |
False |
20,216 |
60 |
5,899.0 |
5,527.0 |
372.0 |
6.3% |
29.5 |
0.5% |
89% |
False |
False |
13,486 |
80 |
5,899.0 |
5,469.0 |
430.0 |
7.3% |
24.4 |
0.4% |
91% |
False |
False |
10,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,061.0 |
2.618 |
5,989.2 |
1.618 |
5,945.2 |
1.000 |
5,918.0 |
0.618 |
5,901.2 |
HIGH |
5,874.0 |
0.618 |
5,857.2 |
0.500 |
5,852.0 |
0.382 |
5,846.8 |
LOW |
5,830.0 |
0.618 |
5,802.8 |
1.000 |
5,786.0 |
1.618 |
5,758.8 |
2.618 |
5,714.8 |
4.250 |
5,643.0 |
|
|
Fisher Pivots for day following 05-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,856.7 |
5,854.8 |
PP |
5,854.3 |
5,850.7 |
S1 |
5,852.0 |
5,846.5 |
|