Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,402.75 |
5,369.00 |
-33.75 |
-0.6% |
5,436.75 |
High |
5,412.75 |
5,399.50 |
-13.25 |
-0.2% |
5,481.25 |
Low |
5,369.00 |
5,347.50 |
-21.50 |
-0.4% |
5,382.75 |
Close |
5,372.75 |
5,359.00 |
-13.75 |
-0.3% |
5,421.25 |
Range |
43.75 |
52.00 |
8.25 |
18.9% |
98.50 |
ATR |
46.78 |
47.16 |
0.37 |
0.8% |
0.00 |
Volume |
251,108 |
278,784 |
27,676 |
11.0% |
1,292,662 |
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,524.75 |
5,493.75 |
5,387.50 |
|
R3 |
5,472.75 |
5,441.75 |
5,373.25 |
|
R2 |
5,420.75 |
5,420.75 |
5,368.50 |
|
R1 |
5,389.75 |
5,389.75 |
5,363.75 |
5,379.25 |
PP |
5,368.75 |
5,368.75 |
5,368.75 |
5,363.50 |
S1 |
5,337.75 |
5,337.75 |
5,354.25 |
5,327.25 |
S2 |
5,316.75 |
5,316.75 |
5,349.50 |
|
S3 |
5,264.75 |
5,285.75 |
5,344.75 |
|
S4 |
5,212.75 |
5,233.75 |
5,330.50 |
|
|
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 |
5,347.50 |
96.25 |
1.8% |
51.75 |
1.0% |
12% |
False |
True |
260,675 |
10 |
5,481.25 |
5,347.50 |
133.75 |
2.5% |
50.25 |
0.9% |
9% |
False |
True |
251,889 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
49.50 |
0.9% |
26% |
False |
False |
249,074 |
40 |
5,481.25 |
5,287.00 |
194.25 |
3.6% |
43.25 |
0.8% |
37% |
False |
False |
154,243 |
60 |
5,481.25 |
5,028.00 |
453.25 |
8.5% |
41.25 |
0.8% |
73% |
False |
False |
102,963 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.8% |
41.00 |
0.8% |
81% |
False |
False |
77,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,620.50 |
2.618 |
5,535.75 |
1.618 |
5,483.75 |
1.000 |
5,451.50 |
0.618 |
5,431.75 |
HIGH |
5,399.50 |
0.618 |
5,379.75 |
0.500 |
5,373.50 |
0.382 |
5,367.25 |
LOW |
5,347.50 |
0.618 |
5,315.25 |
1.000 |
5,295.50 |
1.618 |
5,263.25 |
2.618 |
5,211.25 |
4.250 |
5,126.50 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,373.50 |
5,388.50 |
PP |
5,368.75 |
5,378.50 |
S1 |
5,363.75 |
5,368.75 |
|