Trading Metrics calculated at close of trading on 26-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,502.00 |
5,546.75 |
44.75 |
0.8% |
5,352.75 |
High |
5,557.25 |
5,562.50 |
5.25 |
0.1% |
5,454.75 |
Low |
5,499.00 |
5,535.00 |
36.00 |
0.7% |
5,347.75 |
Close |
5,548.25 |
5,536.25 |
-12.00 |
-0.2% |
5,442.00 |
Range |
58.25 |
27.50 |
-30.75 |
-52.8% |
107.00 |
ATR |
48.11 |
46.64 |
-1.47 |
-3.1% |
0.00 |
Volume |
172,850 |
221,754 |
48,904 |
28.3% |
1,033,572 |
|
Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,627.00 |
5,609.25 |
5,551.50 |
|
R3 |
5,599.50 |
5,581.75 |
5,543.75 |
|
R2 |
5,572.00 |
5,572.00 |
5,541.25 |
|
R1 |
5,554.25 |
5,554.25 |
5,538.75 |
5,549.50 |
PP |
5,544.50 |
5,544.50 |
5,544.50 |
5,542.25 |
S1 |
5,526.75 |
5,526.75 |
5,533.75 |
5,522.00 |
S2 |
5,517.00 |
5,517.00 |
5,531.25 |
|
S3 |
5,489.50 |
5,499.25 |
5,528.75 |
|
S4 |
5,462.00 |
5,471.75 |
5,521.00 |
|
|
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 |
5,562.50 |
5,394.50 |
168.00 |
3.0% |
43.00 |
0.8% |
84% |
True |
False |
206,454 |
10 |
5,562.50 |
5,347.50 |
215.00 |
3.9% |
43.50 |
0.8% |
88% |
True |
False |
217,058 |
20 |
5,562.50 |
5,347.50 |
215.00 |
3.9% |
45.00 |
0.8% |
88% |
True |
False |
224,832 |
40 |
5,562.50 |
5,315.00 |
247.50 |
4.5% |
45.00 |
0.8% |
89% |
True |
False |
195,161 |
60 |
5,562.50 |
5,083.75 |
478.75 |
8.6% |
41.75 |
0.8% |
95% |
True |
False |
130,268 |
80 |
5,562.50 |
4,850.25 |
712.25 |
12.9% |
41.50 |
0.8% |
96% |
True |
False |
97,758 |
100 |
5,562.50 |
4,711.00 |
851.50 |
15.4% |
42.25 |
0.8% |
97% |
True |
False |
78,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,679.50 |
2.618 |
5,634.50 |
1.618 |
5,607.00 |
1.000 |
5,590.00 |
0.618 |
5,579.50 |
HIGH |
5,562.50 |
0.618 |
5,552.00 |
0.500 |
5,548.75 |
0.382 |
5,545.50 |
LOW |
5,535.00 |
0.618 |
5,518.00 |
1.000 |
5,507.50 |
1.618 |
5,490.50 |
2.618 |
5,463.00 |
4.250 |
5,418.00 |
|
|
Fisher Pivots for day following 26-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,548.75 |
5,529.75 |
PP |
5,544.50 |
5,523.25 |
S1 |
5,540.50 |
5,516.75 |
|