Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,352.75 |
5,397.50 |
44.75 |
0.8% |
5,420.75 |
High |
5,399.50 |
5,405.25 |
5.75 |
0.1% |
5,443.75 |
Low |
5,347.75 |
5,375.50 |
27.75 |
0.5% |
5,347.50 |
Close |
5,395.25 |
5,389.25 |
-6.00 |
-0.1% |
5,359.00 |
Range |
51.75 |
29.75 |
-22.00 |
-42.5% |
96.25 |
ATR |
47.48 |
46.22 |
-1.27 |
-2.7% |
0.00 |
Volume |
148,626 |
246,219 |
97,593 |
65.7% |
1,059,568 |
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,479.25 |
5,464.00 |
5,405.50 |
|
R3 |
5,449.50 |
5,434.25 |
5,397.50 |
|
R2 |
5,419.75 |
5,419.75 |
5,394.75 |
|
R1 |
5,404.50 |
5,404.50 |
5,392.00 |
5,397.25 |
PP |
5,390.00 |
5,390.00 |
5,390.00 |
5,386.50 |
S1 |
5,374.75 |
5,374.75 |
5,386.50 |
5,367.50 |
S2 |
5,360.25 |
5,360.25 |
5,383.75 |
|
S3 |
5,330.50 |
5,345.00 |
5,381.00 |
|
S4 |
5,300.75 |
5,315.25 |
5,373.00 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,672.25 |
5,611.75 |
5,412.00 |
|
R3 |
5,576.00 |
5,515.50 |
5,385.50 |
|
R2 |
5,479.75 |
5,479.75 |
5,376.75 |
|
R1 |
5,419.25 |
5,419.25 |
5,367.75 |
5,401.50 |
PP |
5,383.50 |
5,383.50 |
5,383.50 |
5,374.50 |
S1 |
5,323.00 |
5,323.00 |
5,350.25 |
5,305.00 |
S2 |
5,287.25 |
5,287.25 |
5,341.25 |
|
S3 |
5,191.00 |
5,226.75 |
5,332.50 |
|
S4 |
5,094.75 |
5,130.50 |
5,306.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,429.25 |
5,347.50 |
81.75 |
1.5% |
49.75 |
0.9% |
51% |
False |
False |
251,375 |
10 |
5,481.25 |
5,347.50 |
133.75 |
2.5% |
50.00 |
0.9% |
31% |
False |
False |
248,233 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
51.00 |
0.9% |
45% |
False |
False |
254,384 |
40 |
5,481.25 |
5,299.25 |
182.00 |
3.4% |
43.50 |
0.8% |
49% |
False |
False |
164,095 |
60 |
5,481.25 |
5,028.00 |
453.25 |
8.4% |
41.25 |
0.8% |
80% |
False |
False |
109,534 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.7% |
41.00 |
0.8% |
85% |
False |
False |
82,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,531.75 |
2.618 |
5,483.25 |
1.618 |
5,453.50 |
1.000 |
5,435.00 |
0.618 |
5,423.75 |
HIGH |
5,405.25 |
0.618 |
5,394.00 |
0.500 |
5,390.50 |
0.382 |
5,386.75 |
LOW |
5,375.50 |
0.618 |
5,357.00 |
1.000 |
5,345.75 |
1.618 |
5,327.25 |
2.618 |
5,297.50 |
4.250 |
5,249.00 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,390.50 |
5,385.00 |
PP |
5,390.00 |
5,380.75 |
S1 |
5,389.50 |
5,376.50 |
|