Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,445.00 |
5,471.00 |
26.00 |
0.5% |
5,352.75 |
High |
5,454.75 |
5,512.75 |
58.00 |
1.1% |
5,454.75 |
Low |
5,427.50 |
5,471.00 |
43.50 |
0.8% |
5,347.75 |
Close |
5,442.00 |
5,504.00 |
62.00 |
1.1% |
5,442.00 |
Range |
27.25 |
41.75 |
14.50 |
53.2% |
107.00 |
ATR |
45.53 |
47.33 |
1.80 |
4.0% |
0.00 |
Volume |
193,756 |
212,519 |
18,763 |
9.7% |
1,033,572 |
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,621.25 |
5,604.25 |
5,527.00 |
|
R3 |
5,579.50 |
5,562.50 |
5,515.50 |
|
R2 |
5,537.75 |
5,537.75 |
5,511.75 |
|
R1 |
5,520.75 |
5,520.75 |
5,507.75 |
5,529.25 |
PP |
5,496.00 |
5,496.00 |
5,496.00 |
5,500.00 |
S1 |
5,479.00 |
5,479.00 |
5,500.25 |
5,487.50 |
S2 |
5,454.25 |
5,454.25 |
5,496.25 |
|
S3 |
5,412.50 |
5,437.25 |
5,492.50 |
|
S4 |
5,370.75 |
5,395.50 |
5,481.00 |
|
|
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 |
5,512.75 |
5,375.50 |
137.25 |
2.5% |
40.25 |
0.7% |
94% |
True |
False |
219,493 |
10 |
5,512.75 |
5,347.50 |
165.25 |
3.0% |
45.75 |
0.8% |
95% |
True |
False |
230,565 |
20 |
5,512.75 |
5,317.25 |
195.50 |
3.6% |
47.00 |
0.9% |
96% |
True |
False |
231,178 |
40 |
5,512.75 |
5,315.00 |
197.75 |
3.6% |
44.25 |
0.8% |
96% |
True |
False |
185,319 |
60 |
5,512.75 |
5,083.75 |
429.00 |
7.8% |
41.50 |
0.8% |
98% |
True |
False |
123,700 |
80 |
5,512.75 |
4,850.25 |
662.50 |
12.0% |
41.75 |
0.8% |
99% |
True |
False |
92,827 |
100 |
5,512.75 |
4,711.00 |
801.75 |
14.6% |
42.00 |
0.8% |
99% |
True |
False |
74,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,690.25 |
2.618 |
5,622.00 |
1.618 |
5,580.25 |
1.000 |
5,554.50 |
0.618 |
5,538.50 |
HIGH |
5,512.75 |
0.618 |
5,496.75 |
0.500 |
5,492.00 |
0.382 |
5,487.00 |
LOW |
5,471.00 |
0.618 |
5,445.25 |
1.000 |
5,429.25 |
1.618 |
5,403.50 |
2.618 |
5,361.75 |
4.250 |
5,293.50 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,500.00 |
5,487.25 |
PP |
5,496.00 |
5,470.50 |
S1 |
5,492.00 |
5,453.50 |
|