Trading Metrics calculated at close of trading on 10-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,426.75 |
5,420.75 |
-6.00 |
-0.1% |
5,436.75 |
High |
5,436.00 |
5,443.75 |
7.75 |
0.1% |
5,481.25 |
Low |
5,382.75 |
5,405.75 |
23.00 |
0.4% |
5,382.75 |
Close |
5,421.25 |
5,422.25 |
1.00 |
0.0% |
5,421.25 |
Range |
53.25 |
38.00 |
-15.25 |
-28.6% |
98.50 |
ATR |
45.70 |
45.15 |
-0.55 |
-1.2% |
0.00 |
Volume |
243,807 |
197,534 |
-46,273 |
-19.0% |
1,292,662 |
|
Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,538.00 |
5,518.00 |
5,443.25 |
|
R3 |
5,500.00 |
5,480.00 |
5,432.75 |
|
R2 |
5,462.00 |
5,462.00 |
5,429.25 |
|
R1 |
5,442.00 |
5,442.00 |
5,425.75 |
5,452.00 |
PP |
5,424.00 |
5,424.00 |
5,424.00 |
5,429.00 |
S1 |
5,404.00 |
5,404.00 |
5,418.75 |
5,414.00 |
S2 |
5,386.00 |
5,386.00 |
5,415.25 |
|
S3 |
5,348.00 |
5,366.00 |
5,411.75 |
|
S4 |
5,310.00 |
5,328.00 |
5,401.25 |
|
|
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% |
50.50 |
0.9% |
40% |
False |
False |
245,091 |
10 |
5,481.25 |
5,363.50 |
117.75 |
2.2% |
45.50 |
0.8% |
50% |
False |
False |
223,895 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
47.50 |
0.9% |
65% |
False |
False |
239,510 |
40 |
5,481.25 |
5,227.00 |
254.25 |
4.7% |
42.00 |
0.8% |
77% |
False |
False |
132,734 |
60 |
5,481.25 |
5,024.75 |
456.50 |
8.4% |
39.75 |
0.7% |
87% |
False |
False |
88,603 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.6% |
40.25 |
0.7% |
91% |
False |
False |
66,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,605.25 |
2.618 |
5,543.25 |
1.618 |
5,505.25 |
1.000 |
5,481.75 |
0.618 |
5,467.25 |
HIGH |
5,443.75 |
0.618 |
5,429.25 |
0.500 |
5,424.75 |
0.382 |
5,420.25 |
LOW |
5,405.75 |
0.618 |
5,382.25 |
1.000 |
5,367.75 |
1.618 |
5,344.25 |
2.618 |
5,306.25 |
4.250 |
5,244.25 |
|
|
Fisher Pivots for day following 10-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,424.75 |
5,419.25 |
PP |
5,424.00 |
5,416.25 |
S1 |
5,423.00 |
5,413.25 |
|