Trading Metrics calculated at close of trading on 06-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,846.0 |
5,857.0 |
11.0 |
0.2% |
5,726.0 |
High |
5,874.0 |
5,891.0 |
17.0 |
0.3% |
5,899.0 |
Low |
5,830.0 |
5,817.0 |
-13.0 |
-0.2% |
5,685.0 |
Close |
5,859.0 |
5,848.0 |
-11.0 |
-0.2% |
5,848.0 |
Range |
44.0 |
74.0 |
30.0 |
68.2% |
214.0 |
ATR |
46.8 |
48.8 |
1.9 |
4.1% |
0.0 |
Volume |
30,084 |
36,252 |
6,168 |
20.5% |
133,708 |
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,074.0 |
6,035.0 |
5,888.7 |
|
R3 |
6,000.0 |
5,961.0 |
5,868.4 |
|
R2 |
5,926.0 |
5,926.0 |
5,861.6 |
|
R1 |
5,887.0 |
5,887.0 |
5,854.8 |
5,869.5 |
PP |
5,852.0 |
5,852.0 |
5,852.0 |
5,843.3 |
S1 |
5,813.0 |
5,813.0 |
5,841.2 |
5,795.5 |
S2 |
5,778.0 |
5,778.0 |
5,834.4 |
|
S3 |
5,704.0 |
5,739.0 |
5,827.7 |
|
S4 |
5,630.0 |
5,665.0 |
5,807.3 |
|
|
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 |
5,817.0 |
82.0 |
1.4% |
50.4 |
0.9% |
38% |
False |
True |
28,732 |
10 |
5,899.0 |
5,685.0 |
214.0 |
3.7% |
51.9 |
0.9% |
76% |
False |
False |
28,015 |
20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
46.1 |
0.8% |
79% |
False |
False |
41,756 |
40 |
5,899.0 |
5,617.0 |
282.0 |
4.8% |
35.4 |
0.6% |
82% |
False |
False |
21,123 |
60 |
5,899.0 |
5,527.0 |
372.0 |
6.4% |
30.3 |
0.5% |
86% |
False |
False |
14,088 |
80 |
5,899.0 |
5,469.0 |
430.0 |
7.4% |
25.4 |
0.4% |
88% |
False |
False |
10,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,205.5 |
2.618 |
6,084.7 |
1.618 |
6,010.7 |
1.000 |
5,965.0 |
0.618 |
5,936.7 |
HIGH |
5,891.0 |
0.618 |
5,862.7 |
0.500 |
5,854.0 |
0.382 |
5,845.3 |
LOW |
5,817.0 |
0.618 |
5,771.3 |
1.000 |
5,743.0 |
1.618 |
5,697.3 |
2.618 |
5,623.3 |
4.250 |
5,502.5 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,854.0 |
5,854.0 |
PP |
5,852.0 |
5,852.0 |
S1 |
5,850.0 |
5,850.0 |
|