Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,397.50 |
5,389.75 |
-7.75 |
-0.1% |
5,420.75 |
High |
5,405.25 |
5,430.75 |
25.50 |
0.5% |
5,443.75 |
Low |
5,375.50 |
5,388.75 |
13.25 |
0.2% |
5,347.50 |
Close |
5,389.25 |
5,397.75 |
8.50 |
0.2% |
5,359.00 |
Range |
29.75 |
42.00 |
12.25 |
41.2% |
96.25 |
ATR |
46.22 |
45.92 |
-0.30 |
-0.7% |
0.00 |
Volume |
246,219 |
213,579 |
-32,640 |
-13.3% |
1,059,568 |
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,531.75 |
5,506.75 |
5,420.75 |
|
R3 |
5,489.75 |
5,464.75 |
5,409.25 |
|
R2 |
5,447.75 |
5,447.75 |
5,405.50 |
|
R1 |
5,422.75 |
5,422.75 |
5,401.50 |
5,435.25 |
PP |
5,405.75 |
5,405.75 |
5,405.75 |
5,412.00 |
S1 |
5,380.75 |
5,380.75 |
5,394.00 |
5,393.25 |
S2 |
5,363.75 |
5,363.75 |
5,390.00 |
|
S3 |
5,321.75 |
5,338.75 |
5,386.25 |
|
S4 |
5,279.75 |
5,296.75 |
5,374.75 |
|
|
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 |
5,430.75 |
5,347.50 |
83.25 |
1.5% |
43.75 |
0.8% |
60% |
True |
False |
227,663 |
10 |
5,481.25 |
5,347.50 |
133.75 |
2.5% |
50.00 |
0.9% |
38% |
False |
False |
250,079 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
47.75 |
0.9% |
50% |
False |
False |
244,326 |
40 |
5,481.25 |
5,299.25 |
182.00 |
3.4% |
43.75 |
0.8% |
54% |
False |
False |
169,415 |
60 |
5,481.25 |
5,059.00 |
422.25 |
7.8% |
41.50 |
0.8% |
80% |
False |
False |
113,091 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.7% |
41.25 |
0.8% |
87% |
False |
False |
84,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,609.25 |
2.618 |
5,540.75 |
1.618 |
5,498.75 |
1.000 |
5,472.75 |
0.618 |
5,456.75 |
HIGH |
5,430.75 |
0.618 |
5,414.75 |
0.500 |
5,409.75 |
0.382 |
5,404.75 |
LOW |
5,388.75 |
0.618 |
5,362.75 |
1.000 |
5,346.75 |
1.618 |
5,320.75 |
2.618 |
5,278.75 |
4.250 |
5,210.25 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,409.75 |
5,395.00 |
PP |
5,405.75 |
5,392.00 |
S1 |
5,401.75 |
5,389.25 |
|