Trading Metrics calculated at close of trading on 25-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,471.00 |
5,502.00 |
31.00 |
0.6% |
5,352.75 |
High |
5,512.75 |
5,557.25 |
44.50 |
0.8% |
5,454.75 |
Low |
5,471.00 |
5,499.00 |
28.00 |
0.5% |
5,347.75 |
Close |
5,504.00 |
5,548.25 |
44.25 |
0.8% |
5,442.00 |
Range |
41.75 |
58.25 |
16.50 |
39.5% |
107.00 |
ATR |
47.33 |
48.11 |
0.78 |
1.6% |
0.00 |
Volume |
212,519 |
172,850 |
-39,669 |
-18.7% |
1,033,572 |
|
Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,709.50 |
5,687.25 |
5,580.25 |
|
R3 |
5,651.25 |
5,629.00 |
5,564.25 |
|
R2 |
5,593.00 |
5,593.00 |
5,559.00 |
|
R1 |
5,570.75 |
5,570.75 |
5,553.50 |
5,582.00 |
PP |
5,534.75 |
5,534.75 |
5,534.75 |
5,540.50 |
S1 |
5,512.50 |
5,512.50 |
5,543.00 |
5,523.50 |
S2 |
5,476.50 |
5,476.50 |
5,537.50 |
|
S3 |
5,418.25 |
5,454.25 |
5,532.25 |
|
S4 |
5,360.00 |
5,396.00 |
5,516.25 |
|
|
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 |
5,557.25 |
5,388.75 |
168.50 |
3.0% |
46.00 |
0.8% |
95% |
True |
False |
204,819 |
10 |
5,557.25 |
5,347.50 |
209.75 |
3.8% |
47.75 |
0.9% |
96% |
True |
False |
228,097 |
20 |
5,557.25 |
5,347.50 |
209.75 |
3.8% |
46.50 |
0.8% |
96% |
True |
False |
225,996 |
40 |
5,557.25 |
5,315.00 |
242.25 |
4.4% |
45.00 |
0.8% |
96% |
True |
False |
189,627 |
60 |
5,557.25 |
5,083.75 |
473.50 |
8.5% |
42.25 |
0.8% |
98% |
True |
False |
126,578 |
80 |
5,557.25 |
4,850.25 |
707.00 |
12.7% |
41.50 |
0.8% |
99% |
True |
False |
94,987 |
100 |
5,557.25 |
4,711.00 |
846.25 |
15.3% |
42.25 |
0.8% |
99% |
True |
False |
75,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,804.75 |
2.618 |
5,709.75 |
1.618 |
5,651.50 |
1.000 |
5,615.50 |
0.618 |
5,593.25 |
HIGH |
5,557.25 |
0.618 |
5,535.00 |
0.500 |
5,528.00 |
0.382 |
5,521.25 |
LOW |
5,499.00 |
0.618 |
5,463.00 |
1.000 |
5,440.75 |
1.618 |
5,404.75 |
2.618 |
5,346.50 |
4.250 |
5,251.50 |
|
|
Fisher Pivots for day following 25-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,541.50 |
5,529.50 |
PP |
5,534.75 |
5,511.00 |
S1 |
5,528.00 |
5,492.50 |
|