Trading Metrics calculated at close of trading on 12-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,426.75 |
5,402.75 |
-24.00 |
-0.4% |
5,436.75 |
High |
5,429.25 |
5,412.75 |
-16.50 |
-0.3% |
5,481.25 |
Low |
5,358.00 |
5,369.00 |
11.00 |
0.2% |
5,382.75 |
Close |
5,401.75 |
5,372.75 |
-29.00 |
-0.5% |
5,421.25 |
Range |
71.25 |
43.75 |
-27.50 |
-38.6% |
98.50 |
ATR |
47.02 |
46.78 |
-0.23 |
-0.5% |
0.00 |
Volume |
332,142 |
251,108 |
-81,034 |
-24.4% |
1,292,662 |
|
Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,516.00 |
5,488.25 |
5,396.75 |
|
R3 |
5,472.25 |
5,444.50 |
5,384.75 |
|
R2 |
5,428.50 |
5,428.50 |
5,380.75 |
|
R1 |
5,400.75 |
5,400.75 |
5,376.75 |
5,392.75 |
PP |
5,384.75 |
5,384.75 |
5,384.75 |
5,381.00 |
S1 |
5,357.00 |
5,357.00 |
5,368.75 |
5,349.00 |
S2 |
5,341.00 |
5,341.00 |
5,364.75 |
|
S3 |
5,297.25 |
5,313.25 |
5,360.75 |
|
S4 |
5,253.50 |
5,269.50 |
5,348.75 |
|
|
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 |
5,443.75 |
5,358.00 |
85.75 |
1.6% |
50.75 |
0.9% |
17% |
False |
False |
262,491 |
10 |
5,481.25 |
5,358.00 |
123.25 |
2.3% |
47.50 |
0.9% |
12% |
False |
False |
240,322 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
48.75 |
0.9% |
35% |
False |
False |
244,501 |
40 |
5,481.25 |
5,265.00 |
216.25 |
4.0% |
43.25 |
0.8% |
50% |
False |
False |
147,295 |
60 |
5,481.25 |
5,028.00 |
453.25 |
8.4% |
40.75 |
0.8% |
76% |
False |
False |
98,319 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.7% |
40.75 |
0.8% |
83% |
False |
False |
73,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,598.75 |
2.618 |
5,527.25 |
1.618 |
5,483.50 |
1.000 |
5,456.50 |
0.618 |
5,439.75 |
HIGH |
5,412.75 |
0.618 |
5,396.00 |
0.500 |
5,391.00 |
0.382 |
5,385.75 |
LOW |
5,369.00 |
0.618 |
5,342.00 |
1.000 |
5,325.25 |
1.618 |
5,298.25 |
2.618 |
5,254.50 |
4.250 |
5,183.00 |
|
|
Fisher Pivots for day following 12-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,391.00 |
5,401.00 |
PP |
5,384.75 |
5,391.50 |
S1 |
5,378.75 |
5,382.00 |
|