Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,414.00 |
5,426.75 |
12.75 |
0.2% |
5,436.75 |
High |
5,437.25 |
5,436.00 |
-1.25 |
0.0% |
5,481.25 |
Low |
5,390.00 |
5,382.75 |
-7.25 |
-0.1% |
5,382.75 |
Close |
5,422.75 |
5,421.25 |
-1.50 |
0.0% |
5,421.25 |
Range |
47.25 |
53.25 |
6.00 |
12.7% |
98.50 |
ATR |
45.12 |
45.70 |
0.58 |
1.3% |
0.00 |
Volume |
287,867 |
243,807 |
-44,060 |
-15.3% |
1,292,662 |
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,573.00 |
5,550.50 |
5,450.50 |
|
R3 |
5,519.75 |
5,497.25 |
5,436.00 |
|
R2 |
5,466.50 |
5,466.50 |
5,431.00 |
|
R1 |
5,444.00 |
5,444.00 |
5,426.25 |
5,428.50 |
PP |
5,413.25 |
5,413.25 |
5,413.25 |
5,405.75 |
S1 |
5,390.75 |
5,390.75 |
5,416.25 |
5,375.50 |
S2 |
5,360.00 |
5,360.00 |
5,411.50 |
|
S3 |
5,306.75 |
5,337.50 |
5,406.50 |
|
S4 |
5,253.50 |
5,284.25 |
5,392.00 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,724.00 |
5,671.00 |
5,475.50 |
|
R3 |
5,625.50 |
5,572.50 |
5,448.25 |
|
R2 |
5,527.00 |
5,527.00 |
5,439.25 |
|
R1 |
5,474.00 |
5,474.00 |
5,430.25 |
5,451.25 |
PP |
5,428.50 |
5,428.50 |
5,428.50 |
5,417.00 |
S1 |
5,375.50 |
5,375.50 |
5,412.25 |
5,352.75 |
S2 |
5,330.00 |
5,330.00 |
5,403.25 |
|
S3 |
5,231.50 |
5,277.00 |
5,394.25 |
|
S4 |
5,133.00 |
5,178.50 |
5,367.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,481.25 |
5,382.75 |
98.50 |
1.8% |
53.25 |
1.0% |
39% |
False |
True |
258,532 |
10 |
5,481.25 |
5,317.25 |
164.00 |
3.0% |
48.50 |
0.9% |
63% |
False |
False |
231,791 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
46.75 |
0.9% |
64% |
False |
False |
238,330 |
40 |
5,481.25 |
5,209.25 |
272.00 |
5.0% |
41.75 |
0.8% |
78% |
False |
False |
127,815 |
60 |
5,481.25 |
4,990.25 |
491.00 |
9.1% |
40.00 |
0.7% |
88% |
False |
False |
85,320 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.6% |
41.00 |
0.8% |
90% |
False |
False |
64,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,662.25 |
2.618 |
5,575.50 |
1.618 |
5,522.25 |
1.000 |
5,489.25 |
0.618 |
5,469.00 |
HIGH |
5,436.00 |
0.618 |
5,415.75 |
0.500 |
5,409.50 |
0.382 |
5,403.00 |
LOW |
5,382.75 |
0.618 |
5,349.75 |
1.000 |
5,329.50 |
1.618 |
5,296.50 |
2.618 |
5,243.25 |
4.250 |
5,156.50 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,417.25 |
5,432.00 |
PP |
5,413.25 |
5,428.50 |
S1 |
5,409.50 |
5,424.75 |
|