Trading Metrics calculated at close of trading on 21-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,398.00 |
5,445.00 |
47.00 |
0.9% |
5,352.75 |
High |
5,454.75 |
5,454.75 |
0.00 |
0.0% |
5,454.75 |
Low |
5,394.50 |
5,427.50 |
33.00 |
0.6% |
5,347.75 |
Close |
5,442.75 |
5,442.00 |
-0.75 |
0.0% |
5,442.00 |
Range |
60.25 |
27.25 |
-33.00 |
-54.8% |
107.00 |
ATR |
46.94 |
45.53 |
-1.41 |
-3.0% |
0.00 |
Volume |
231,392 |
193,756 |
-37,636 |
-16.3% |
1,033,572 |
|
Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,523.25 |
5,509.75 |
5,457.00 |
|
R3 |
5,496.00 |
5,482.50 |
5,449.50 |
|
R2 |
5,468.75 |
5,468.75 |
5,447.00 |
|
R1 |
5,455.25 |
5,455.25 |
5,444.50 |
5,448.50 |
PP |
5,441.50 |
5,441.50 |
5,441.50 |
5,438.00 |
S1 |
5,428.00 |
5,428.00 |
5,439.50 |
5,421.00 |
S2 |
5,414.25 |
5,414.25 |
5,437.00 |
|
S3 |
5,387.00 |
5,400.75 |
5,434.50 |
|
S4 |
5,359.75 |
5,373.50 |
5,427.00 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.75 |
5,696.00 |
5,500.75 |
|
R3 |
5,628.75 |
5,589.00 |
5,471.50 |
|
R2 |
5,521.75 |
5,521.75 |
5,461.50 |
|
R1 |
5,482.00 |
5,482.00 |
5,451.75 |
5,502.00 |
PP |
5,414.75 |
5,414.75 |
5,414.75 |
5,424.75 |
S1 |
5,375.00 |
5,375.00 |
5,432.25 |
5,395.00 |
S2 |
5,307.75 |
5,307.75 |
5,422.50 |
|
S3 |
5,200.75 |
5,268.00 |
5,412.50 |
|
S4 |
5,093.75 |
5,161.00 |
5,383.25 |
|
|
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 |
5,347.75 |
107.00 |
2.0% |
42.25 |
0.8% |
88% |
True |
False |
206,714 |
10 |
5,454.75 |
5,347.50 |
107.25 |
2.0% |
47.00 |
0.9% |
88% |
True |
False |
233,694 |
20 |
5,481.25 |
5,317.25 |
164.00 |
3.0% |
47.50 |
0.9% |
76% |
False |
False |
235,301 |
40 |
5,481.25 |
5,299.25 |
182.00 |
3.3% |
44.25 |
0.8% |
78% |
False |
False |
180,020 |
60 |
5,481.25 |
5,083.75 |
397.50 |
7.3% |
41.25 |
0.8% |
90% |
False |
False |
120,167 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.6% |
41.75 |
0.8% |
94% |
False |
False |
90,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,570.50 |
2.618 |
5,526.00 |
1.618 |
5,498.75 |
1.000 |
5,482.00 |
0.618 |
5,471.50 |
HIGH |
5,454.75 |
0.618 |
5,444.25 |
0.500 |
5,441.00 |
0.382 |
5,438.00 |
LOW |
5,427.50 |
0.618 |
5,410.75 |
1.000 |
5,400.25 |
1.618 |
5,383.50 |
2.618 |
5,356.25 |
4.250 |
5,311.75 |
|
|
Fisher Pivots for day following 21-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,441.75 |
5,435.25 |
PP |
5,441.50 |
5,428.50 |
S1 |
5,441.00 |
5,421.75 |
|