Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,389.75 |
5,398.00 |
8.25 |
0.2% |
5,420.75 |
High |
5,430.75 |
5,454.75 |
24.00 |
0.4% |
5,443.75 |
Low |
5,388.75 |
5,394.50 |
5.75 |
0.1% |
5,347.50 |
Close |
5,397.75 |
5,442.75 |
45.00 |
0.8% |
5,359.00 |
Range |
42.00 |
60.25 |
18.25 |
43.5% |
96.25 |
ATR |
45.92 |
46.94 |
1.02 |
2.2% |
0.00 |
Volume |
213,579 |
231,392 |
17,813 |
8.3% |
1,059,568 |
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,611.50 |
5,587.25 |
5,476.00 |
|
R3 |
5,551.25 |
5,527.00 |
5,459.25 |
|
R2 |
5,491.00 |
5,491.00 |
5,453.75 |
|
R1 |
5,466.75 |
5,466.75 |
5,448.25 |
5,479.00 |
PP |
5,430.75 |
5,430.75 |
5,430.75 |
5,436.75 |
S1 |
5,406.50 |
5,406.50 |
5,437.25 |
5,418.50 |
S2 |
5,370.50 |
5,370.50 |
5,431.75 |
|
S3 |
5,310.25 |
5,346.25 |
5,426.25 |
|
S4 |
5,250.00 |
5,286.00 |
5,409.50 |
|
|
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 |
5,454.75 |
5,347.50 |
107.25 |
2.0% |
47.25 |
0.9% |
89% |
True |
False |
223,720 |
10 |
5,454.75 |
5,347.50 |
107.25 |
2.0% |
49.00 |
0.9% |
89% |
True |
False |
243,105 |
20 |
5,481.25 |
5,317.25 |
164.00 |
3.0% |
47.50 |
0.9% |
77% |
False |
False |
239,102 |
40 |
5,481.25 |
5,299.25 |
182.00 |
3.3% |
45.00 |
0.8% |
79% |
False |
False |
175,192 |
60 |
5,481.25 |
5,083.75 |
397.50 |
7.3% |
41.75 |
0.8% |
90% |
False |
False |
116,944 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.6% |
41.75 |
0.8% |
94% |
False |
False |
87,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,710.75 |
2.618 |
5,612.50 |
1.618 |
5,552.25 |
1.000 |
5,515.00 |
0.618 |
5,492.00 |
HIGH |
5,454.75 |
0.618 |
5,431.75 |
0.500 |
5,424.50 |
0.382 |
5,417.50 |
LOW |
5,394.50 |
0.618 |
5,357.25 |
1.000 |
5,334.25 |
1.618 |
5,297.00 |
2.618 |
5,236.75 |
4.250 |
5,138.50 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,436.75 |
5,433.50 |
PP |
5,430.75 |
5,424.25 |
S1 |
5,424.50 |
5,415.00 |
|